The following pages link to The Fitting of Time-Series Models (Q3284206):
Displaying 50 items.
- A run length transformation for discriminating between auto regressive time series (Q288980) (← links)
- An explicit representation of Verblunsky coefficients (Q419253) (← links)
- A comparison between minimum variance control and other online compensation methods for specimen drift in transmission electron microscopy (Q481838) (← links)
- New inversion formulas for matrices classified in terms of their distance from Toeplitz matrices (Q599137) (← links)
- Approximate inverse-free preconditioners for Toeplitz matrices (Q716080) (← links)
- On the generation of random stable polynomials (Q719189) (← links)
- ARMA spectral estimation based on partial autocorrelations (Q791492) (← links)
- An inverse problem for Toeplitz matrices (Q799760) (← links)
- Notes on poles of autoregressive type model. III: General case (Q809528) (← links)
- A closed formula for the Durbin-Levinson's algorithm in seasonal fractionally integrated pro\-ces\-ses (Q815480) (← links)
- Control systems approach to the sample inverse covariance matrix (Q924050) (← links)
- Properties of generalized Levinson-Durbin-Whittle sequences (Q928914) (← links)
- A multilevel parallel algorithm to solve symmetric Toeplitz linear systems (Q929312) (← links)
- Generalized Levinson-Durbin sequences, binomial coefficients and autoregressive estimation (Q962220) (← links)
- Linear estimation of ARMA processes (Q1051605) (← links)
- A unified derivation for fast estimation algorithms by the conjugate direction method (Q1067758) (← links)
- Optimization with respect to covariance sequence parameters (Q1070991) (← links)
- Testing causality using efficiently parametrized vector ARMA models (Q1086960) (← links)
- Efficient solution of linear systems of equations with recursive structure (Q1092604) (← links)
- Notes on poles of autoregressive type model, I: Non-robust singular pole (Q1100837) (← links)
- On some properties of positive definite Toeplitz matrices and their possible applications (Q1112144) (← links)
- Average power analysis of sequential circuits using an autoregressive model (Q1126910) (← links)
- Classical foundations of algorithms for solving positive definite Toeplitz equations (Q1127938) (← links)
- Estimating the autocorrelated error model with trended data (Q1138871) (← links)
- A comparative analysis of various least-squares identification algorithms (Q1155574) (← links)
- Parameter estimation of an autoregressive moving average model (Q1162091) (← links)
- Linear identification of ARMA processes (Q1166474) (← links)
- Levinson-Durbin-type algorithms for continuous-time autoregressive models and applications (Q1176540) (← links)
- Counterexamples to parsimony and BIC (Q1206610) (← links)
- A rapprochement of the theories of radiative transfer and linear stochastic estimation (Q1231467) (← links)
- Parameter identification technique for multivariate stochastic systems (Q1257865) (← links)
- Formally biorthogonal polynomials and a look-ahead Levinson algorithm for general Toeplitz systems (Q1260790) (← links)
- On reduced polynomial-based split algorithms (Q1320122) (← links)
- Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise process (Q1361564) (← links)
- Simulation of a stationary autoregression: A characterization of the normal distribution (Q1372412) (← links)
- Unitary orthogonalization processes (Q1379010) (← links)
- Generalized Levinson--Durbin and Burg algorithms. (Q1421316) (← links)
- Symmetric centrosymmetric matrix-vector multiplication (Q1593669) (← links)
- Long memory with stochastic variance model: a recursive analysis for US inflation (Q1623516) (← links)
- Estimating models with high-order noise dynamics using semi-parametric weighted null-space fitting (Q1737773) (← links)
- Maximum likelihood estimation for continuous-time autoregressive models by relaxation on residual variances ratio parameters (Q1802201) (← links)
- Recursive method for ARMA model estimation. I (Q1812567) (← links)
- Moment problems and low rank Toeplitz approximations (Q1837519) (← links)
- An efficient two-step estimator for the dynamic adjustment model with autoregressive errors (Q1846322) (← links)
- Estimation: A brief survey (Q1846718) (← links)
- Levinson-Durbin algorithm as a Szegö polynomial recursion (Q1855621) (← links)
- Sir Gilbert Walker and a connection between El Niño and statistics (Q1872596) (← links)
- Moving-average representation of autoregressive approximations (Q1910902) (← links)
- A fast estimation method for ARMA processes (Q1911256) (← links)
- On the power of the KPSS test of stationarity against fractionally-integrated alternatives (Q1922367) (← links)
