ITSM
From MaRDI portal
Software:13218
swMATH461MaRDI QIDQ13218FDOQ13218
Author name not available (Why is that?)
Cited In (15)
- EXACT MAXIMUM LIKELIHOOD ESTIMATION IN AUTOREGRESSIVE PROCESSES
- Title not available (Why is that?)
- Robust estimation in time series
- Introduction to Time Series and Forecasting
- The weighted average information criterion for order selection in time series and regression models
- On least-squares estimation of the residual variance in the first-order moving average model.
- Title not available (Why is that?)
- Fractional integration analysis of long-run behavior for US macroeconomic time series
- Pitfalls of fitting autoregressive models for heavy-tailed time series
- Estimating the adjustment coefficient in an ARMA\((p,q)\) risk model
- Consistency of Hill's estimator for dependent data
- Title not available (Why is that?)
- Title not available (Why is that?)
- Time series: theory and methods.
- Residual variance estimation in moving average models
This page was built for software: ITSM
