The following pages link to (Q3917377):
Displaying 13 items.
- Extended Yule-Walker identification of VARMA models with single- or mixed-frequency data (Q726604) (← links)
- The exact likelihood for a multivariate ARMA model (Q796949) (← links)
- Extimation and structure determination of multivariate input systems (Q914310) (← links)
- Estimation of vector Armax models (Q1145456) (← links)
- On the algebras of symmetries (groups of collineations) of designs from finite Desarguesian planes with applications in statistics (Q1173092) (← links)
- Asymptotic distributions for quasi-efficient estimators in echelon VARMA models (Q1623428) (← links)
- Analytic derivatives for estimation of linear dynamic models (Q1825566) (← links)
- The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
- Model specification and selection for multivariate time series (Q2293377) (← links)
- Analytical uses of Kalman filtering in econometrics — A survey (Q3777293) (← links)
- Testing for unit roots in time series with nearly deterministic seasonal variation (Q4373277) (← links)
- Generalizations of the KPSS‐test for stationarity (Q4665354) (← links)
- Linear bootstrap methods for vector autoregressive moving-average models (Q5220857) (← links)
