The following pages link to Vector linear time series models (Q4092809):
Displaying 50 items.
- Autoregressive models for matrix-valued time series (Q109413) (← links)
- Estimating linear representations of nonlinear processes (Q111924) (← links)
- A semiparametric two-step estimator in a multivariate long memory model (Q145472) (← 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)
- Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors (Q707402) (← links)
- On multiplicative seasonal modelling for vector time series (Q731947) (← links)
- The uniqueness of the transfer function of linear systems from input- output observations (Q760711) (← links)
- Uniquely identifiable state-space and ARMA parametrizations for multivariable linear systems (Q792942) (← links)
- On the martingale approximation of the estimation error of ARMA parameters (Q807566) (← links)
- Spectra of bivariate \(\mathrm{VAR}(p)\) models (Q861224) (← links)
- Minimum contrast estimation of random processes based on information of second and third orders (Q872088) (← links)
- Recursive solution methods for dynamic linear rational expectations models (Q911206) (← links)
- Outliers in a multivariate autoregressive moving-average process (Q916291) (← links)
- On system identification for linear minimum variance prediction or control (Q920917) (← links)
- Spectral estimation of a structural thin-plate smoothing model (Q1023942) (← links)
- Asymptotic normality of spectral estimates (Q1067335) (← links)
- The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model (Q1084822) (← links)
- Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes (Q1088354) (← links)
- Gaussian estimation of first order time series models with Bernoulli observations (Q1098210) (← links)
- Multivariate contemporaneous ARMA model with hydrological applications (Q1111834) (← links)
- Estimation of vector Armax models (Q1145456) (← links)
- Local and global identification and strong consistency in time series models (Q1148645) (← links)
- On selection of the order of the spectral density model for a stationary process (Q1150228) (← links)
- Granger-causality in multiple time series (Q1162337) (← links)
- Some properties of the parameterization of ARMA systems with unknown order (Q1163327) (← links)
- Estimating the dimension of a linear system (Q1172612) (← links)
- A central limit theorem for estimation in Gaussian stationary time series observed at unequally spaced times (Q1172908) (← links)
- Seasonally and approximation errors in rational expectations models (Q1203073) (← links)
- Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence (Q1208963) (← links)
- The information matrices of the parameters of multiple mixed time series (Q1249405) (← links)
- FIML estimation of the dynamic simultaneous equations model with ARMA disturbances (Q1255747) (← links)
- The estimation of systems of joint differential-difference equations (Q1298421) (← links)
- A limit theory for long-range dependence and statistical inference on related models (Q1355171) (← links)
- Modeling of time series arrays by multistep prediction or likelihood methods. (Q1421317) (← links)
- A goodness-of-fit test for VARMA\((p, q)\) models (Q1643801) (← links)
- On the Whittle estimator of the parameter of spectral density of random noise in the nonlinear regression model (Q1688160) (← links)
- A spectral EM algorithm for dynamic factor models (Q1754525) (← links)
- Convergence results for maximum likelihood type estimators in multivariable ARMA models. II (Q1824333) (← links)
- Bootstrapping periodogram and cross periodogram statistics of vector autoregressive moving average models (Q1916221) (← links)
- The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence (Q1922364) (← links)
- The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
- On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models (Q1984649) (← links)
- A simulation algorithm for non-causal VARMA processes (Q2018622) (← links)
- Whittle estimation for continuous-time stationary state space models with finite second moments (Q2121445) (← links)
- Whittle parameter estimation for vector ARMA models with heavy-tailed noises (Q2123267) (← links)
- A note on estimation of \(\alpha\)-stable CARMA processes sampled at low frequencies (Q2123270) (← links)
- Multivariate hyper-rotated GARCH-BEKK (Q2151746) (← links)
- Efficient tapered local Whittle estimation of multivariate fractional processes (Q2242857) (← links)
- Dirichlet ARMA models for compositional time series (Q2359674) (← links)
