Recursive estimation of mixed autoregressive-moving average order
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- ESTIMATION OF THE MOVING-AVERAGE REPRESENTATION OF A STATIONARY PROCESS BY AUTOREGRESSIVE MODEL FITTING
- ITERATIVE AND RECURSIVE ESTIMATION OF TRANSFER FUNCTIONS
- A UNIFIED APPROACH TO ARMA MODEL IDENTIFICATION AND PRELIMINARY ESTIMATION
- Estimation of the Polynomial Matrices of Vector Moving Average Processes
- A specification strategy for order determination in arma models
- Using instrumental variables for selecting the order of arma models
- Discrete variable stochastic approximation procedures and recursive autoregressive model identification
- Linear Methods for Estimating Arma and Regression Models with Serial Correlation
- Maximum Likelihood Estimation of VARMA Models Using a State-Space EM Algorithm
- A complete VARMA modelling methodology based on scalar components
- Bootstrapping moving average models
- THE ASYMPTOTIC EFFICIENCY OF A LINEAR PROCEDURE OF ESTIMATION FOR ARMA MODELS
- A NOTE ON SOME STATISTICS USEFUL IN IDENTIFYING THE ORDER OF AUTOREGRESSIVE MOVING AVERAGE MODEL
- REGRESSION, AUTOREGRESSION MODELS
- SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS
- Model-structure selection by cross-validation
- ASYMPTOTIC PROPERTIES OF SOME PRELIMINARY ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE TIME SERIES MODELS
- ESTIMATION OF AUTOREGRESSIVE PARAMETERS AND ORDER SELECTION FOR ARMA MODELS
- A LINEAR ESTIMATION PROCEDURE FOR THE PARAMETERS OF AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
- MAXIMUM LIKELIHOOD ESTIMATORS IN THE MULTIVARIATE AUTOREGRESSIVE MOVING-AVERAGE MODEL FROM A GENERALIZED LEAST SQUARES VIEWPOINT
- RECURSIVE GENERALIZED M ESTIMATES FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS
- FAST LINEAR ESTIMATION METHODS FOR VECTOR AUTOREGRESSIVE MOVING-AVERAGE MODELS
- Testing linearity against nonlinear moving average models
- Maximum likelihood estimation for arma models in the presence of ARMA errors
- TRANSFER FUNCTION ESTIMATION
- Determining the order of an arm a model from outlier contaminated data
- Testing autocorrelation and partial autocorrelation: asymptotic methods versus resampling techniques
- ESTIMATION OF THE PREDICTION ERROR VARIANCE AND AN R2MEASURE BY AUTOREGRESSIVE MODEL FITTING
- RECURSIVE COMPUTATION OF THE PARAMETERS OF PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
- ESTIMATION OF THE MULTIVARIATE AUTOREGRESSIVE MOVING AVERAGE HAVING PARAMETER RESTRICTIONS AND AN APPLICATION TO ROTATIONAL SAMPLING
- Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models
- On the numerical implementation of the generalized least squares procedure for arma estimation
- Identification of threshold autoregressive moving average models
- Mutual information model selection algorithm for time series
- Two canonical VARMA forms: scalar component models vis-à-vis the echelon form
- A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models
- Automatic SARIMA modeling and forecast accuracy
- Nonlinearity testing and modeling for threshold moving average models
- Robust recursive analysis of seasonal moving average models
- Generative exponential smoothing and generative ARMA models to forecast time-variant rates or probabilities
- A strongly consistent criterion to decide between I(1) and I(0) processes based on different convergence rates
- Estimation of impulse response functions using long autoregression
- Model identification of ARIMA family using genetic algorithms
- Estimation of the parameters of symmetric stable ARMA and ARMA–GARCH models
- Testing for Threshold Effects in the TARMA Framework
- High‐dimensional sparse multivariate stochastic volatility models
- Estimation of functional ARMA models
- Estimating structural VARMA models with uncorrelated but non-independent error terms
- Identification of canonical models for vectors of time series: a subspace approach
- Practical Methods for Modeling Weak VARMA Processes: Identification, Estimation and Specification With a Macroeconomic Application
- Bootstrapping ARMA time series models after model selection
- Estimating invertible processes in Hilbert spaces, with applications to functional ARMA processes
- New approaches for determining the degree of differencing necessary to induce stationarity in ARIMA models
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