Pages that link to "Item:Q1238200"

The following pages link to On the structure of moving average processes (Q1238200):

Displaying 13 items.

• Linear transformations of vector ARMA processes (Q760742) (← links)
• Large sample estimation and testing procedures for dynamic equation systems (Q1135604) (← links)
• Comment to: Large sample estimation and testing procedures for dynamic equation systems (Q1159435) (← links)
• An inequality and a lemma revisited (Q1238583) (← links)
• Inference in dynamic models containing 'surprise' variables (Q1822190) (← links)
• Two-step two-stage least squares estimation in models with rational expectations (Q1838019) (← links)
• A method to get a more stationary process and its application in finance with high-frequency data of Chinese index futures (Q2159689) (← links)
• THE SUM OF FINITE MOVING AVERAGE PROCESSES (Q3703143) (← links)
• DIFFERENCING MULTIPLE TIME SERIES: ANOTHER LOOK AT CANADIAN MONEY AND INCOME DATA (Q4743618) (← links)
• First‐Order Autoregressive Processes with Heterogeneous Persistence (Q4828156) (← links)
• The Co-Integrated Vector Autoregression with Errors–in–Variables (Q5864352) (← links)
• Forecasting semi-stationary processes and statistical arbitrage (Q5880049) (← links)
• Dynamic deconvolution and identification of independent autoregressive sources (Q6135338) (← links)