AS 197
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swMATH14121MaRDI QIDQ26030FDOQ26030
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Official website: http://www.jstor.org/stable/2347672?origin=crossref&seq=1#page_scan_tab_contents
Cited In (29)
- Title not available (Why is that?)
- A Fast Algorithm for the Repeated Evaluation of the Likelihood of a General Linear Process for Long Series
- Title not available (Why is that?)
- A fast estimation method for ARMA processes
- A fast likelihood approximation for vector general linear processes with long series: application to fractional differencing
- Nonparametric Spectral Density Estimation Using Penalized Whittle Likelihood
- Some results on unilateral ARMA lattice processes
- A fast algorithm for the exact likelihood of stationary and partially nonstationary vector autoregressive-moving average processes
- The exact quasi-likelihood of time-dependent ARMA models
- Title not available (Why is that?)
- On autoregressive moving-average models as a tool of virtual stock-exchange: experimental investigation
- Extension of the Chandrasekhar filter to the case of periodic state-space models
- A structured state space approach to computing the likelihood of an ARIMA process and its derivatives
- Computing optimal adjustment schemes for the general tool-wear problem
- AS 154
- AS 311
- Computing and using residuals in time series models
- Covariance matrix estimation for estimators of mixing weak ARMA models
- TRAMO
- Fast optimization of the exact likelihood of AR and ARMA processes
- Estimation, Prediction, and Interpolation for Nonstationary Series with the Kalman Filter
- The exact likelihood of an autoregressive-moving average model with incomplete data
- Missing observations in ARIMA models: Skipping approach versus additive outlier approach
- Computation of the exact information matrix of Gaussian dynamic regression time series models
- Forecasting time series with complex seasonal patterns using exponential smoothing
- Non-stationary q-dependent processes and time-varying moving-average models: invertibility properties and the forecasting problem
- Derivation of the unconditional state-covariance matrix for exact maximum-likelihood estimation of ARMA models
- Title not available (Why is that?)
- Exact maximum likelihood estimation of structured or unit root multivariate time series models
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