Pages that link to "Item:Q4080616"
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The following pages link to Maximum likelihood identification of Gaussian autoregressive moving average models (Q4080616):
Displaying 50 items.
- Efficient two-dimensional smoothing with \(P\)-spline ANOVA mixed models and nested bases (Q333687) (← links)
- Frequentist model averaging estimation: a review (Q473054) (← links)
- Model averaging based on James-Stein estimators (Q479501) (← links)
- A regularized variable selection procedure in additive hazards model with stratified case-cohort design (Q725417) (← links)
- Assessing risky weighting functions for positive and negative binary gambles using the logarithmic derivative function (Q730176) (← links)
- Averaging estimators for autoregressions with a near unit root (Q736566) (← links)
- ARMA spectral estimation based on partial autocorrelations (Q791492) (← links)
- Variable selection for recurrent event data via nonconcave penalized estimating function (Q841054) (← links)
- Automatic model selection for partially linear models (Q842929) (← links)
- Cumulative prospect theory's functional menagerie (Q867443) (← links)
- Functional index coefficient models with variable selection (Q888320) (← links)
- About noneigenvector source localization methods (Q939003) (← links)
- Model averaging for semiparametric additive partial linear models (Q989767) (← links)
- Large sample estimation and testing procedures for dynamic equation systems (Q1135604) (← links)
- Frequency domain versus time domain methods in system identification (Q1148269) (← links)
- Structural parameter estimation in power systems (Q1161496) (← links)
- Identification of stochastic linear systems in presence of input noise (Q1165819) (← links)
- Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes (Q1229535) (← links)
- The information matrices of the parameters of multiple mixed time series (Q1249405) (← links)
- A new approach to the problem of estimating spectral parameters of non- stationary time series models (Q1257753) (← links)
- Some simulations and applications of forecasting long-memory time-series models (Q1304368) (← links)
- The information matrix of multiple-input single-output time series models (Q1339357) (← links)
- A fuzzy seasonal ARIMA model for forecasting (Q1602923) (← links)
- Model averaging procedure for varying-coefficient partially linear models with missing responses (Q1657871) (← links)
- Spatial weights matrix selection and model averaging for spatial autoregressive models (Q1706440) (← links)
- Comparative analysis for robust penalized spline smoothing methods (Q1718843) (← links)
- Customer reviews for demand distribution and sales nowcasting: a big data approach (Q1730521) (← links)
- Effect of autocorrelation when estimating the trend of a time series via penalized least squares with controlled smoothness (Q1742847) (← links)
- A flexible shrinkage operator for fussy grouped variable selection (Q1785810) (← links)
- Autoregressive-output-analysis methods revisited (Q1805485) (← links)
- Structural econometric modeling and time series analysis (Q1822192) (← links)
- Analytic derivatives for estimation of linear dynamic models (Q1825566) (← links)
- Time series analysis and simultaneous equation econometric models (Q1844144) (← links)
- An efficient two-step estimator for the dynamic adjustment model with autoregressive errors (Q1846322) (← links)
- Least angle regression. (With discussion) (Q1879940) (← links)
- Partial linear single index models with distortion measurement errors (Q1934488) (← links)
- Statistical inference for linear regression models with additive distortion measurement errors (Q2029215) (← links)
- Comparing theories of one-shot play out of treatment (Q2095279) (← links)
- Control theory forecasts of optimal training dosage to facilitate children's arithmetic learning in a digital educational application (Q2152411) (← links)
- Asymptotic optimality of the nonnegative garrote estimator under heteroscedastic errors (Q2200114) (← links)
- A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates (Q2208404) (← links)
- Optimal model averaging estimator for semi-functional partially linear models (Q2227201) (← links)
- Modified beta distributions (Q2253820) (← links)
- Estimation of long-range dependence in gappy Gaussian time series (Q2302477) (← links)
- When are two multivariate random processes indistinguishable (Q2369971) (← links)
- Variable selection for recurrent event data with informative censoring (Q2391908) (← links)
- Generalized varying coefficient partially linear measurement errors models (Q2397047) (← links)
- Focused information criterion and model averaging in censored quantile regression (Q2412759) (← links)
- Variable selection in functional additive regression models (Q2418050) (← links)
- Focused information criterion and model averaging for generalized additive partial linear models (Q2429927) (← links)
