Pages that link to "Item:Q3276970"

The following pages link to EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS (Q3276970):

Displaying 48 items.

• Computing and estimating information matrices of weak ARMA models (Q425392) (← links)
• Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models (Q485924) (← links)
• Non-recursive methods for computing the coefficients of the autoregressive and the moving-average representation of mixed ARMA processes (Q899930) (← links)
• The auto-regression and the moving-average (Q963863) (← links)
• Faster ARMA maximum likelihood estimation (Q1023549) (← links)
• On the existence of a class of invertible FIR filters for spectral shaping (Q1032364) (← links)
• A new class of invertible FIR filters for spectral shaping (Q1032366) (← links)
• Rayleigh fading channel simulator based on inner-outer factorization (Q1048769) (← links)
• The inverse partial correlation function of a time series and its applications (Q1050734) (← 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)
• Problems with the estimation of moving average processes (Q1158913) (← links)
• The first-order moving average process. Identification, estimation and prediction (Q1215237) (← 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)
• The generalized variance of a stationary autoregressive process (Q1245522) (← links)
• On least-squares estimation of the residual variance in the first-order moving average model. (Q1285512) (← links)
• A new preliminary estimator for MA(1) models (Q1351838) (← links)
• Identification of dynamic errors-in-variables models: Approaches based on two-dimensional ARMA modeling of the data (Q1400332) (← links)
• Open-loop asymptotically efficient model reduction with the Steiglitz-McBride method (Q1640262) (← links)
• An efficient two-step estimator for the dynamic adjustment model with autoregressive errors (Q1846322) (← links)
• New exact ML estimation and inference for a Gaussian \(MA(1)\) process (Q1934735) (← links)
• A covariance extension approach to identification of time series (Q1975568) (← links)
• VPint: value propagation-based spatial interpolation (Q2097440) (← links)
• New approximation for ARMA parameters estimate (Q2228687) (← links)
• The estimation of frequency in the multichannel sinusoidal model (Q2293395) (← links)
• Estimation of parameters for a linear difference equation with application to EEG analysis (Q2537855) (← links)
• Fitting autoregressive models for prediction (Q2540950) (← links)
• Identification of ARX and ARARX models in the presence of input and output noises (Q2638170) (← links)
• Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models (Q2839040) (← links)
• Estimation of the Polynomial Matrices of Vector Moving Average Processes (Q3350578) (← links)
• Estimating multivariate autoregressive moving average models by fitting long autoregressions (Q3474141) (← links)
• (Q3711570) (← links)
• (Q3798098) (← links)
• Multirate digital filters (Q3875825) (← links)
• A LINEAR ESTIMATION PROCEDURE FOR THE PARAMETERS OF AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q3985817) (← links)
• Estimation of upper bounds of errors in identifying autoregressive models (Q4045935) (← links)
• Stochastic approximation algorithms for identifying ARMA processes (Q4046987) (← links)
• Identification of predictor and filter parameters by ARMA methods† (Q4404756) (← links)
• ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION (Q4443972) (← links)
• (Q4720616) (← links)
• Comparison of various methods for estimating the parameters characterizing noise in discrete time dynamical systems (Q5183360) (← links)
• Bilinear Time Series Model as an Alternative Way of Speaker Modeling (Q5259781) (← links)
• Stationary reversible processes of a moving average and autorepression with residuals as a moving average (Q6060231) (← links)
• Predicting the output error of the suboptimal state estimator to improve the performance of the MPC-based artificial pancreas (Q6061950) (← links)
• Multivariate Wold decompositions: a Hilbert \(A\)-module approach (Q6098177) (← links)
• Irregular nonparametric autoregression (Q6632626) (← links)
• Bootstrapping ARMA time series models after model selection (Q6641337) (← links)