scientific article; zbMATH DE number 3858241
From MaRDI portal
Publication:3326666
Recommendations
- A Note on the Information Matrix for Multiplicative Seasonal Autoregressive Moving-Average Models
- scientific article; zbMATH DE number 1240617
- On multiplicative seasonal modelling for vector time series
- ESTIMATION IN MULTIPLE AUTOREGRESSIVE-MOVING AVERAGE MODELS USING PERIODICITY
- scientific article; zbMATH DE number 5824428
- Bayesian analysis of double seasonal autoregressive models
Cited in
(11)- Comparison of two modified portmanteau tests for model adequacy
- Probabilistic properties of parametric dual and inverse time series models generated by ARMA models
- On the Evaluation of the Information Matrix for Multiplicative Seasonal Time-Series Models
- Asymptotic laws of successive least squares estimates for seasonal arima models and application
- A Note on the Information Matrix for Multiplicative Seasonal Autoregressive Moving-Average Models
- scientific article; zbMATH DE number 1240617 (Why is no real title available?)
- Computing and estimating information matrices of weak ARMA models
- Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models
- Ian McLeod’s Contribution to Time Series Analysis—A Tribute
- On Stein's equation, Vandermonde matrices and Fisher's information matrix of time series processes. I: The autoregressive moving average process
- Dual and inverse ARMA processes and application to time reversibility
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3326666)