ALGORITHMS FOR ESTIMATION OF POSSIBLY NONSTATIONARY VECTOR TIME SERIES
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Cites work
- scientific article; zbMATH DE number 4054857 (Why is no real title available?)
- scientific article; zbMATH DE number 194951 (Why is no real title available?)
- scientific article; zbMATH DE number 3335601 (Why is no real title available?)
- Algorithm AS 197: A Fast Algorithm for the Exact Likelihood of Autoregressive-Moving Average Models
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- Antithetic acceleration of Monte Carlo integration in Bayesian inference
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- Covariance characterization by partial autocorrelation matrices
- Likelihood Function of Stationary Multiple Autoregressive Moving Average Models
- Maximum Likelihood Estimation of Stochastic Linear Difference Equations with Autoregressive Moving Average Errors
- Measures of Conditional Linear Dependence and Feedback Between Time Series
- Modeling Multiple Times Series with Applications
- On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix
- Some efficient computational procedures for high order ARMA models
- Spurious Periodicity in Inappropriately Detrended Time Series
- Time Series Regression with a Unit Root
- Time series: theory and methods
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