Pages that link to "Item:Q1257745"
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The following pages link to The strong consistency of maximum likelihood estimators for ARMA processes (Q1257745):
Displaying 9 items.
- Convergence results for maximum likelihood type estimators in multivariable ARMA models (Q580858) (← links)
- On the martingale approximation of the estimation error of ARMA parameters (Q807566) (← links)
- Outliers in a multivariate autoregressive moving-average process (Q916291) (← links)
- Linear identification of ARMA processes (Q1166474) (← links)
- ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS (Q3434193) (← links)
- Parameter estimation in continuous-time stochastic processes (Q3965451) (← links)
- A note on nonlinear regression for the autoregressive moving average with non-hd errors (Q4275860) (← links)
- The strong consistency of quasi-maximum likelihood estimators for \(p\)-order random coefficient autoregressive (RCA) models (Q6133735) (← links)
- Identifiability and estimation of possibly non-invertible SVARMA models: the normalised canonical WHF parametrisation (Q6554226) (← links)
