Pages that link to "Item:Q3666096"
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The following pages link to Evaluation of the covariance matrix for the maximum likelihood estimator of a Gaussian autoregressive-moving average process (Q3666096):
Displaying 6 items.
- Computation of the exact information matrix of Gaussian dynamic regression time series models (Q1807120) (← links)
- Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model. (Q1867729) (← links)
- Computation of the Fisher information matrix for time series models (Q1917901) (← links)
- FISHER'S INFORMATION MATRIX FOR SEASONAL AUTOREGRESSIVE-MOVING AVERAGE MODELS (Q3497074) (← links)
- A Note on the Information Matrix for Multiplicative Seasonal Autoregressive Moving-Average Models (Q3505330) (← links)
- SOME ASYMPTOTIC PROPERTIES OF THE SAMPLE COVARIANCES OF GAUSSIAN AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES (Q3746733) (← links)
