Pages that link to "Item:Q1242636"
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The following pages link to Estimation for autoregressive moving average models in the time and frequency domains (Q1242636):
Displayed 14 items.
- ARMA spectral estimation based on partial autocorrelations (Q791492) (← links)
- Parameter estimation of an autoregressive moving average model (Q1162091) (← links)
- Identification of stochastic linear systems in presence of input noise (Q1165819) (← links)
- Estimation in the first-order moving average model through the finite autoregressive approximation: Some asymptotic results (Q1241002) (← links)
- Local asymptotic normality for multivariate linear processes (Q1316604) (← links)
- VALIDITY OF EDGEWORTH EXPANSIONS FOR STATISTICS OF TIME SERIES (Q3217481) (← links)
- ESTIMATION OF THE ORDER OF A MOVING AVERAGE MODEL FROM AUTOREGRESSIVE AND WINDOW ESTIMATES OF THE INVERSE CORRELATION FUNCTION (Q3219618) (← links)
- On the efficiency of procedures for estimation of parameters in Arima models (Q3357401) (← links)
- THE ASYMPTOTIC EFFICIENCY OF A LINEAR PROCEDURE OF ESTIMATION FOR ARMA MODELS (Q3681785) (← links)
- Estimation Of Paramters Of A Multivatiate Moving Average Model From Estimates Of The Inverse Autocovariance Function (Q3746731) (← links)
- ASYMPTOTIC PROPERTIES OF SOME PRELIMINARY ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE TIME SERIES MODELS (Q3749989) (← links)
- NON-SINGULARITY OF FISHER INFORMATION FOR AUTOREGRESSIVE MOYING-AVERAGE PROCESSES (Q4272773) (← links)
- Evaluation of quadratic forms and traces for iterative estimation in first-order moving average models (Q4275772) (← links)
- SPECTRAL RATIO DISCRIMINANTS AND INFORMATION THEORY (Q4747402) (← links)