swMATH14113MaRDI QIDQ26022FDOQ26022
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Official website: http://www.jstor.org/stable/2346910?origin=crossref&seq=1#page_scan_tab_contents
Cited In (60)
- Automatic SARIMA modeling and forecast accuracy
- Nonparametric phase-II monitoring for detecting monotone trend based on inverse sampling
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- A Fast Algorithm for the Repeated Evaluation of the Likelihood of a General Linear Process for Long Series
- Parameter estimation for first-order random coefficient autoregressive (RCA) models based on Kalman filter
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- The auto-regression and the moving-average
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- Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients
- Title not available (Why is that?)
- A Review of the Development and Application of Recursive Residuals in Linear Models
- Time-Domain Methods for Diffusive Transport in Soft Matter
- The Finite Memory Prediction of Covariance Stationary Time Series
- A fast likelihood approximation for vector general linear processes with long series: application to fractional differencing
- Kalman filter with outliers and missing observations
- A SARIMAX coupled modelling applied to individual load curves intraday forecasting
- Smoothness priors analysis of time series
- Algorithm AS 197: A Fast Algorithm for the Exact Likelihood of Autoregressive-Moving Average Models
- A fast algorithm for the exact likelihood of stationary and partially nonstationary vector autoregressive-moving average processes
- The exact quasi-likelihood of time-dependent ARMA models
- Nonstationary dynamic factor analysis
- A note on Kalman filtering for the seasonal moving average model
- On the rate of convergence of the innovation representation of a moving average process
- Bayes inference in regression models with ARMA\((p,q)\) errors
- Title not available (Why is that?)
- Exact maximum-likelihood estimation of autoregressive models via the Kalman filter
- A structured state space approach to computing the likelihood of an ARIMA process and its derivatives
- Recursive estimation in econometrics
- AS 182
- itsmr
- AS 197
- AS 311
- Title not available (Why is that?)
- Computing and using residuals in time series models
- TRAMO
- lgarch
- A maximum likelihood approach to temporal factor analysis in state-space model
- Title not available (Why is that?)
- Fast optimization of the exact likelihood of AR and ARMA processes
- A note on obtaining the theoretical autocovariances of an ARMA process
- Minimum message length order selection and parameter estimation of moving average models
- Title not available (Why is that?)
- Probabilistic-statistical programs from ``Applied Statistics
- State space modeling of time series: A review essay
- Improved maximum likelihood estimation of ARMA models
- Fixed interval estimation in state space models when some of the data are missing or aggregated
- Estimation, Prediction, and Interpolation for ARIMA Models with Missing Data
- LOCAL LINEAR FORECASTS USING CUBIC SMOOTHING SPLINES
- Forecasting time series with complex seasonal patterns using exponential smoothing
- Title not available (Why is that?)
- Derivation of the unconditional state-covariance matrix for exact maximum-likelihood estimation of ARMA models
- Title not available (Why is that?)
- The determination of the state covariance matrix of moving-average processes without computation
- The exact initial covariance matrix of the state vector of a general \(MA(q)\) process
- Time series analysis for repeated surveys
- Exact maximum likelihood estimation of structured or unit root multivariate time series models
- signnet
- Bootstrapping State-Space Models: Gaussian Maximum Likelihood Estimation and the Kalman Filter
- Exact likelihood of vector autoregressive-moving average process with missing or aggregated data
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