Pages that link to "Item:Q3293779"
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The following pages link to On Durbin's formula for the limiting generalized variance of a sample of consecutive observations from a moving-average process (Q3293779):
Displaying 13 items.
- The auto-regression and the moving-average (Q963863) (← links)
- On prediction of integrated moving average processes (Q1150229) (← links)
- A moving average model for sequenced reaction-time data (Q1152927) (← 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 role of vector autoregressive modeling in predictor-based subspace identification (Q2475462) (← links)
- Estimation of parameters for a linear difference equation with application to EEG analysis (Q2537855) (← links)
- Approximate maximum-likelihood approach to ARMA spectral estimation (Q3760406) (← links)
- A LINEAR ESTIMATION PROCEDURE FOR THE PARAMETERS OF AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q3985817) (← links)
- Computation of the exact likelihood function of an arima process (Q4119998) (← links)
- A new test for residual randomness in a class of dynamic autocorrelated econometric models (Q4151629) (← links)
- Deux méthodes d'estimation pour les paramètres de processus moyenne mobile spatiaux (Q4488793) (← links)
- Comparison of various methods for estimating the parameters characterizing noise in discrete time dynamical systems (Q5183360) (← links)
