Pages that link to "Item:Q3675373"
From MaRDI portal
The following pages link to A method for autoregressive-moving average estimation (Q3675373):
Displaying 23 items.
- Testing causality using efficiently parametrized vector ARMA models (Q1086960) (← links)
- Consistent order estimation for linear stochastic feedback control systems (CARMA model) (Q1117191) (← links)
- A method for adaptive estimation of ARMA processes (Q1120537) (← links)
- A new preliminary estimator for MA(1) models (Q1351838) (← links)
- Recursive method for ARMA model estimation. I (Q1812567) (← links)
- Recursive method for ARMA model estimation. II (Q1813490) (← links)
- New exact ML estimation and inference for a Gaussian \(MA(1)\) process (Q1934735) (← links)
- Consistent order selection for ARFIMA processes (Q2148974) (← links)
- Business cycle analysis and VARMA models (Q2271626) (← links)
- Inference on transformed stationary time series (Q2628839) (← links)
- A numerical method for factorizing the rational spectral density matrix (Q3103179) (← links)
- A generalized least squares estimation method for VARMA models (Q3153643) (← links)
- ITERATIVE AND RECURSIVE ESTIMATION OF TRANSFER FUNCTIONS (Q3200422) (← links)
- Using instrumental variables for selecting the order of arma models (Q3474143) (← links)
- Bootstrapping moving average models (Q3598253) (← links)
- REGRESSION, AUTOREGRESSION MODELS (Q3716147) (← links)
- ASYMPTOTIC PROPERTIES OF SOME PRELIMINARY ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE TIME SERIES MODELS (Q3749989) (← links)
- ESTIMATION OF AUTOREGRESSIVE PARAMETERS AND ORDER SELECTION FOR ARMA MODELS (Q3821442) (← links)
- A LINEAR ESTIMATION PROCEDURE FOR THE PARAMETERS OF AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q3985817) (← links)
- MAXIMUM LIKELIHOOD ESTIMATORS IN THE MULTIVARIATE AUTOREGRESSIVE MOVING-AVERAGE MODEL FROM A GENERALIZED LEAST SQUARES VIEWPOINT (Q4012953) (← links)
- RECURSIVE GENERALIZED M ESTIMATES FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS (Q4012957) (← links)
- Using the Residual White Noise Autoregressive Order Determination Criterion to Identify Unit Roots in Arima Models (Q4490158) (← links)
- A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models (Q5080149) (← links)