Pages that link to "Item:Q3347148"
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The following pages link to The behaviour of the likelihood function for ARMA models (Q3347148):
Displaying 5 items.
- Convergence results for maximum likelihood type estimators in multivariable ARMA models (Q580858) (← links)
- ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS (Q2801990) (← links)
- ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE ORDER GIVEN AN INFINITE NUMBER OF MODELS AND APPROXIMATION OF SPECTRAL DENSITIES (Q3482738) (← links)
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts (Q3974560) (← links)
- A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models (Q5080149) (← links)