Pages that link to "Item:Q3695155"

The following pages link to Optimal instrumental variable estimates of the AR parameters of an ARMA process (Q3695155):

Displaying 9 items.

• Vector autoregressive moving average identification for macroeconomic modeling: a new methodology (Q281054) (← links)
• Detection and diagnosis of changes in the eigenstructure of nonstationary multivariable systems (Q580296) (← links)
• Recursive identification for EIV ARMAX systems (Q848399) (← links)
• Testing for unit roots in autoregressive moving average models. An instrumental variable approach (Q1176602) (← links)
• An improved bias-compensation approach for errors-in-variables model identification (Q2467491) (← links)
• On the indirect approaches for CARMA model identification (Q2467508) (← links)
• Closed-loop identification of unstable systems using noncausal FIR models (Q2978036) (← links)
• Min-max optimal instrumental variable estimation method for multivariate linear time-series systems (Q3032170) (← links)
• RESIDUAL AUTOCOVARIANCES AND UNIT ROOT TESTS BASED ON INSTRUMENTAL VARIABLE ESTIMATORS FROM TIME SERIES REGRESSION MODELS (Q4864579) (← links)