Pages that link to "Item:Q3236130"
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The following pages link to Stationarity conditions for stochastic processes of the autoregressive and moving-average type (Q3236130):
Displaying 6 items.
- Generalized Levinson-Durbin sequences, binomial coefficients and autoregressive estimation (Q962220) (← links)
- Full maximum likelihood estimation of second-order autoregressive error models (Q1247705) (← links)
- On the parametrization of autoregressive models by partial autocorrelations (Q2265777) (← links)
- Mathematical and statistical details on the simulation of Markoff-type stochastic processes on an electronic computer (Q2528566) (← links)
- THE SIZE OF THE STATIONARITY AND INVERTIBILITY REGION OF AN AUTOREGRESSIVE-MOVING AVERAGE PROCESS (Q3968336) (← links)
- CHECKING STATIONARITY AND INVERTIBILITY IN TIME SERIES MODELS—FINDING THE INVERTIBLE FORM IN THE VECTOR CASE (Q4787598) (← links)
