M. O. Salau

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
The effects of different choices of order for autoregressive approximation on the Gaussian likelihood estimates for ARMA models
Statistical Papers
2003-05-04Paper
On the numerical evaluation of the theoretical variance‐covariance matrix of least squares estimators for echelon‐form varma models
Communications in Statistics. Simulation and Computation
2000-07-11Paper
Numerical computation of asymptotic covariance matrix of the gaussian estimators for vector arrla models
Communications in Statistics. Simulation and Computation
1998-11-16Paper
ON THE RELATIONSHIP BETWEEN GENERALIZED LEAST SQUARES AND GAUSSIAN ESTIMATION OF VECTOR ARMA MODELS
Journal of Time Series Analysis
1996-06-23Paper
On the numerical implementation of the generalized least squares procedure for arma estimation
Communications in Statistics. Simulation and Computation
1996-01-14Paper
On the asymptotic relative efficiency of Gaussian and least squares estimators for vector ARMA models
Journal of Multivariate Analysis
1995-06-18Paper
Stable spectral factorization with applications to the estimation of time series models
Communications in Statistics: Theory and Methods
1994-01-23Paper


Research outcomes over time


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