Pages that link to "Item:Q4155706"
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The following pages link to Analysis of autoregressive-moving average models: Estimation and prediction (Q4155706):
Displayed 6 items.
- A new approximate GLS estimator for the linear regression model with ARMA(\(p,q\)) disturbances (Q673563) (← links)
- The exact likelihood function of a vector autoregressive moving average process (Q1009699) (← links)
- Finite sample properties of estimators for autoregressive moving average models (Q1138872) (← links)
- Fast optimization of the exact likelihood of AR and ARMA processes (Q1361557) (← links)
- Bayesian Inferences and Forecasts With Multiple Autoregressive Moving Average Models (Q3471572) (← links)
- EXACT MAXIMUM LIKELIHOOD ESTIMATE AND LAGRANGE MULTIPLIER TEST STATISTIC FOR ARMA MODELS (Q3745110) (← links)