The following pages link to (Q3736759):
Displayed 8 items.
- The exact likelihood for a multivariate ARMA model (Q796949) (← links)
- Laws of large numbers for semimartingales with applications to stochastic regression (Q1113519) (← links)
- Modeling economic time series by forward and backward state space innovation models and IV estimators (Q1330532) (← links)
- Model specification and selection for multivariate time series (Q2293377) (← links)
- Necessary and sufficient conditions for uniqueness of the minimum in Prediction Error Identification (Q2391451) (← links)
- IDENTIFYING MULTIVARIATE TIME SERIES MODELS (Q3033160) (← links)
- Sequential estimation of the autoregressive parameters in ar(p) model (Q4351750) (← links)
- State-Space Analysis of Granger-Geweke Causality Measures with Application to fMRI (Q5380428) (← links)