Pages that link to "Item:Q3856010"

The following pages link to Asymptotic Estimation and Hypothesis Testing Results for Vector Linear Time Series Models (Q3856010):

Displaying 15 items.

• Reduced rank regression with autoregressive errors (Q579823) (← links)
• Convergence results for maximum likelihood type estimators in multivariable ARMA models (Q580858) (← links)
• Estimating structural VARMA models with uncorrelated but non-independent error terms (Q631613) (← links)
• The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model (Q1084822) (← links)
• The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
• Design of normalized fractional adaptive algorithms for parameter estimation of control autoregressive autoregressive systems (Q2295180) (← links)
• NONCAUSAL VECTOR AUTOREGRESSION (Q2845019) (← links)
• Selection of weak VARMA models by modified Akaike's information criteria (Q2930907) (← links)
• Likelihood Function and Canonical Correlation Analysis of the Peña–Box Model (Q3006276) (← links)
• Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling (Q3182773) (← links)
• Test de hipotesis para contrastar modelos MARMA de series temporales (Q3357393) (← links)
• SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS (Q3729869) (← links)
• ESTIMATION OF THE MULTIVARIATE AUTOREGRESSIVE MOVING AVERAGE HAVING PARAMETER RESTRICTIONS AND AN APPLICATION TO ROTATIONAL SAMPLING (Q4855270) (← links)
• On the reduced-rank model with leading index (Q5193320) (← links)
• Identifiability and estimation of possibly non-invertible SVARMA models: the normalised canonical WHF parametrisation (Q6554226) (← links)