The following pages link to (Q3900875):
Displaying 25 items.
- Shrinkage estimation for linear regression with ARMA errors (Q419339) (← links)
- A new approximate GLS estimator for the linear regression model with ARMA(\(p,q\)) disturbances (Q673563) (← links)
- Estimation of a linear regression model with stationary ARMA (p,q) errors (Q751138) (← links)
- Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models (Q790575) (← links)
- The ARMA model in state space form (Q868278) (← links)
- State space modeling of time series: A review essay (Q921819) (← links)
- A note on flexible least squares (Q921825) (← links)
- Recursive stability analysis of linear regression relationships. An exploratory methodology (Q1051384) (← links)
- Exact initial conditions for maximum likelihood estimation of state space models with stochastic inputs (Q1127411) (← links)
- AUTOREG: A computer program library for dynamic econometric models with autoregressive errors (Q1141447) (← links)
- Some identification and estimation results for regression models with stochastically varying coefficients (Q1151219) (← links)
- Subset regression time series and its modeling procedures (Q1263208) (← links)
- Estimation in a linear model with serially correlated errors when observations are missing (Q1404608) (← links)
- Analytic derivatives for estimation of linear dynamic models (Q1825566) (← links)
- On the Kalman filter with possibly degenerate and correlated errors (Q1881081) (← links)
- Finite mixture modeling of Gaussian regression time series with application to dendrochronology (Q2628066) (← links)
- Improved maximum likelihood estimation of ARMA models (Q2680668) (← links)
- Un algoritmo iterativo para la estimacion de modelos arma con ausencia de observaciones (Q3357400) (← links)
- Analytical uses of Kalman filtering in econometrics — A survey (Q3777293) (← links)
- INITIALIZING THE KALMAN FILTER FOR NONSTATIONARY TIME SERIES MODELS (Q3985815) (← links)
- Stochastic Filtering Methods in Electronic Trading (Q4626524) (← links)
- Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models (Q4997703) (← links)
- Predictability, real time estimation, and the formulation of unobserved components models (Q5862414) (← links)
- The exact likelihood for a state space model with stochastic inputs (Q5948831) (← links)
- Can we estimate macroforecasters' mis-behavior? (Q6109933) (← links)
