Pages that link to "Item:Q4096289"
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The following pages link to The efficient estimation of vector linear time series models (Q4096289):
Displayed 9 items.
- Large sample estimation and testing procedures for dynamic equation systems (Q1135604) (← links)
- Local and global identification and strong consistency in time series models (Q1148645) (← links)
- FIML estimation of the dynamic simultaneous equations model with ARMA disturbances (Q1255747) (← links)
- ESTIMATION AND TESTING OF A MULTIVARIATE EXPONENTIAL SMOOTHING MODEL (Q3034708) (← links)
- SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS (Q3729869) (← links)
- EXACT MAXIMUM LIKELIHOOD ESTIMATE AND LAGRANGE MULTIPLIER TEST STATISTIC FOR ARMA MODELS (Q3745110) (← links)
- The evaluation of exact maximum likelihood estimates for varma models (Q3871775) (← links)
- Numerical computation of asymptotic covariance matrix of the gaussian estimators for vector arrla models (Q4387651) (← links)
- ON THE RELATIONSHIP BETWEEN GENERALIZED LEAST SQUARES AND GAUSSIAN ESTIMATION OF VECTOR ARMA MODELS (Q4864583) (← links)