Pages that link to "Item:Q3695155"
From MaRDI portal
The following pages link to Optimal instrumental variable estimates of the AR parameters of an ARMA process (Q3695155):
Displaying 4 items.
- Vector autoregressive moving average identification for macroeconomic modeling: a new methodology (Q281054) (← links)
- Detection and diagnosis of changes in the eigenstructure of nonstationary multivariable systems (Q580296) (← links)
- Recursive identification for EIV ARMAX systems (Q848399) (← links)
- RESIDUAL AUTOCOVARIANCES AND UNIT ROOT TESTS BASED ON INSTRUMENTAL VARIABLE ESTIMATORS FROM TIME SERIES REGRESSION MODELS (Q4864579) (← links)
