The following pages link to ITSM (Q13218):
Displaying 8 items.
- Time series: theory and methods. (Q1188830) (← links)
- The weighted average information criterion for order selection in time series and regression models (Q1265993) (← links)
- On least-squares estimation of the residual variance in the first-order moving average model. (Q1285512) (← links)
- Fractional integration analysis of long-run behavior for US macroeconomic time series (Q1331846) (← links)
- Robust estimation in time series (Q1874751) (← links)
- Estimating the adjustment coefficient in an ARMA\((p,q)\) risk model (Q1904996) (← links)
- Pitfalls of fitting autoregressive models for heavy-tailed time series (Q1966374) (← links)
- EXACT MAXIMUM LIKELIHOOD ESTIMATION IN AUTOREGRESSIVE PROCESSES (Q4864582) (← links)