ITSM
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Related Items (15)
Robust estimation in time series ⋮ Fractional integration analysis of long-run behavior for US macroeconomic time series ⋮ Residual variance estimation in moving average models ⋮ Estimating the adjustment coefficient in an ARMA\((p,q)\) risk model ⋮ Consistency of Hill's estimator for dependent data ⋮ Unnamed Item ⋮ EXACT MAXIMUM LIKELIHOOD ESTIMATION IN AUTOREGRESSIVE PROCESSES ⋮ Pitfalls of fitting autoregressive models for heavy-tailed time series ⋮ Time series: theory and methods. ⋮ Unnamed Item ⋮ Unnamed Item ⋮ The weighted average information criterion for order selection in time series and regression models ⋮ Unnamed Item ⋮ On least-squares estimation of the residual variance in the first-order moving average model. ⋮ Introduction to Time Series and Forecasting
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