scientific article
From MaRDI portal
Publication:3917377
zbMath0465.62083MaRDI QIDQ3917377
Publication date: 1979
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)
Related Items (13)
Asymptotic distributions for quasi-efficient estimators in echelon VARMA models ⋮ Estimation of vector Armax models ⋮ Analytical uses of Kalman filtering in econometrics — A survey ⋮ The ARMA alphabet soup: a tour of ARMA model variants ⋮ Extimation and structure determination of multivariate input systems ⋮ On the algebras of symmetries (groups of collineations) of designs from finite Desarguesian planes with applications in statistics ⋮ Testing for unit roots in time series with nearly deterministic seasonal variation ⋮ Generalizations of the KPSS‐test for stationarity ⋮ Extended Yule-Walker identification of VARMA models with single- or mixed-frequency data ⋮ Model specification and selection for multivariate time series ⋮ Linear bootstrap methods for vector autoregressive moving-average models ⋮ Analytic derivatives for estimation of linear dynamic models ⋮ The exact likelihood for a multivariate ARMA model
This page was built for publication:
