Pages that link to "Item:Q4099102"

The following pages link to The Identification and Parameterization of Armax and State Space Forms (Q4099102):

Displaying 29 items.

• Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations (Q111926) (← links)
• Large Bayesian VARMAs (Q281043) (← links)
• Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models (Q485924) (← links)
• Modeling data revisions: measurement error and dynamics of ``true'' values (Q530585) (← links)
• Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms (Q538155) (← links)
• A new look at the relationship between time-series and structural econometric models (Q585637) (← links)
• Estimating structural VARMA models with uncorrelated but non-independent error terms (Q631613) (← links)
• Extended Yule-Walker identification of VARMA models with single- or mixed-frequency data (Q726604) (← links)
• Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models (Q790575) (← links)
• Multivariate time series analysis with state space models (Q1116606) (← links)
• Forecasting international growth rates with leading indicators: A system- theoretic approach (Q1202455) (← links)
• FIML estimation of the dynamic simultaneous equations model with ARMA disturbances (Q1255747) (← links)
• Asymptotic distributions for quasi-efficient estimators in echelon VARMA models (Q1623428) (← links)
• Identification of DSGE models -- the effect of higher-order approximation and pruning (Q1657542) (← links)
• Estimation and forecasting in vector autoregressive moving average models for rich datasets (Q1680191) (← links)
• Data-based stochastic model reduction for the Kuramoto-Sivashinsky equation (Q1686773) (← links)
• Dual time-frequency domain system identification (Q1932694) (← links)
• The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
• Multivariate portmanteau tests for weak multiplicative seasonal VARMA models (Q2029218) (← links)
• Inference and model selection in general causal time series with exogenous covariates (Q2136604) (← links)
• On the use of dispersion analysis for model assessment in structural identification (Q2971374) (← links)
• IDENTIFICATION THEORY FOR VARYING COEFFICIENT REGRESSION MODELS (Q3028144) (← links)
• ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS (Q3434193) (← links)
• GP VERSUS GLS SPATIAL INDEX MODELS TO FORECAST SINGLE-FAMILY HOME PRICES (Q3520383) (← links)
• ARMA models, their Kronecker indices and their McMillan degree (Q3720432) (← links)
• Analytical uses of Kalman filtering in econometrics — A survey (Q3777293) (← links)
• Estimation of coefficients for multiple input system models without employing common denominator structure (Q3936606) (← links)
• Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form (Q5080137) (← links)
• Practical Methods for Modeling Weak VARMA Processes: Identification, Estimation and Specification With a Macroeconomic Application (Q6620935) (← links)