Exact maximum likelihood regression estimation with ARMA(n,n-1) errors
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Publication:375076
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Cites work
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- scientific article; zbMATH DE number 3742449 (Why is no real title available?)
- scientific article; zbMATH DE number 3806769 (Why is no real title available?)
- Analysis of correlated random effects: linear model with two random components
- Exact Maximum Likelihood Estimation of a Regression Equation with a First-Order Moving-Average Error
- Modeling and Analysis of Closed-Loop Systems from Operating Data
Cited in
(7)- Inference for regression models with errors from a non-invertible MA(1) process
- Foundations of multivariate inference using modern computers
- EXACT MAXIMUM LIKELIHOOD ESTIMATE AND LAGRANGE MULTIPLIER TEST STATISTIC FOR ARMA MODELS
- Exact likelihood function for a regression model with MA(1) errors
- scientific article; zbMATH DE number 987381 (Why is no real title available?)
- Derivation of the unconditional state-covariance matrix for exact maximum-likelihood estimation of ARMA models
- Optimal calculation of residuals for ARMAX models with application to model verification
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