Pages that link to "Item:Q3489227"
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The following pages link to Linear Methods for Estimating Arma and Regression Models with Serial Correlation (Q3489227):
Displaying 10 items.
- A new approximate GLS estimator for the linear regression model with ARMA(\(p,q\)) disturbances (Q673563) (← links)
- A new preliminary estimator for MA(1) models (Q1351838) (← links)
- Implementing unit roost tests in ARMA models of unknown order (Q1880288) (← links)
- A note on an iterative least-squares estimation method for ARMA and VARMA models (Q1927312) (← links)
- A generalized least squares estimation method for the autoregressive conditional duration model (Q2633419) (← links)
- Bayesian Analysis of Two-Regime Threshold Autoregressive Moving Average Model with Exogenous Inputs (Q2884907) (← links)
- Determining the order of an arm a model from outlier contaminated data (Q4383744) (← links)
- Linear estimation of the regression model with ARMA disturbances: a simulation study (Q4387663) (← links)
- THE IDENTIFICATION OF SEASONAL AUTOREGRESSIVE MODELS (Q4837790) (← links)
- Untransformed first observation problem in regression model with moving average process (Q4843654) (← links)
