Pages that link to "Item:Q1227429"
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The following pages link to Maximum likelihood estimation of parameters of autoregressive processes with moving average residuals and other covariance matrices with linear structure (Q1227429):
Displaying 6 items.
- ARMA spectral estimation based on partial autocorrelations (Q791492) (← links)
- On some properties of positive definite Toeplitz matrices and their possible applications (Q1112144) (← links)
- Large sample estimation and testing procedures for dynamic equation systems (Q1135604) (← links)
- Estimation in the first-order moving average model through the finite autoregressive approximation: Some asymptotic results (Q1241002) (← links)
- A Monte Carlo study of autoregressive integrated moving average processes (Q1244776) (← links)
- Outlier Detection in Time Series Models Using Local Influence Method (Q2920028) (← links)
