Estimation for autoregressive moving average models in the time and frequency domains

Cited in

(19)

Parameter estimation of an autoregressive moving average model
Identification of stochastic linear systems in presence of input noise
Estimation in the first-order moving average model through the finite autoregressive approximation: Some asymptotic results
Local asymptotic normality for multivariate linear processes
Model averaging prediction for time series models with a diverging number of parameters
Model averaging multistep prediction in an infinite order autoregressive process
VALIDITY OF EDGEWORTH EXPANSIONS FOR STATISTICS OF TIME SERIES
ESTIMATION OF THE ORDER OF A MOVING AVERAGE MODEL FROM AUTOREGRESSIVE AND WINDOW ESTIMATES OF THE INVERSE CORRELATION FUNCTION
On the efficiency of procedures for estimation of parameters in Arima models
THE ASYMPTOTIC EFFICIENCY OF A LINEAR PROCEDURE OF ESTIMATION FOR ARMA MODELS
Estimation Of Paramters Of A Multivatiate Moving Average Model From Estimates Of The Inverse Autocovariance Function
ASYMPTOTIC PROPERTIES OF SOME PRELIMINARY ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE TIME SERIES MODELS
NON-SINGULARITY OF FISHER INFORMATION FOR AUTOREGRESSIVE MOYING-AVERAGE PROCESSES
Evaluation of quadratic forms and traces for iterative estimation in first-order moving average models
SPECTRAL RATIO DISCRIMINANTS AND INFORMATION THEORY
Comparison between the exact likelihood and Whittle likelihood for moving average processes
Bootstrapping ARMA time series models after model selection
UMVU estimation for time series
ARMA spectral estimation based on partial autocorrelations

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