The following pages link to The estimation of ARMA models (Q1219534):
Displaying 10 items.
- Estimating linear representations of nonlinear processes (Q111924) (← links)
- Recursive identification for EIV ARMAX systems (Q848399) (← links)
- Large sample estimation and testing procedures for dynamic equation systems (Q1135604) (← links)
- Large sample estimation and testing procedures for dynamic equation systems. (Rejoinder) (Q1159436) (← links)
- Identification of stochastic linear systems in presence of input noise (Q1165819) (← links)
- Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes (Q1950896) (← links)
- Rate of convergence in the central limit theorem for parameter estimation in a causal, invertible ARMA(<i>p, q</i>) model (Q2852485) (← links)
- On the order of the minimal output representation of stochastic linear systems (Q3335602) (← links)
- A NOTE ON ARMA ESTIMATION (Q3666098) (← links)
- MAXIMUM LIKELIHOOD ESTIMATORS IN THE MULTIVARIATE AUTOREGRESSIVE MOVING-AVERAGE MODEL FROM A GENERALIZED LEAST SQUARES VIEWPOINT (Q4012953) (← links)
