Pages that link to "Item:Q4174129"
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The following pages link to Maximum Likelihood Estimation of Stochastic Linear Difference Equations with Autoregressive Moving Average Errors (Q4174129):
Displaying 4 items.
- FIML estimation of the dynamic simultaneous equations model with ARMA disturbances (Q1255747) (← links)
- ALGORITHMS FOR ESTIMATION OF POSSIBLY NONSTATIONARY VECTOR TIME SERIES (Q4012956) (← links)
- COMPARING TESTS OF AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS USING BAHADUR’S ASYMPTOTIC RELATIVE EFFICIENCY (Q4449067) (← links)
- Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods (Q5430507) (← links)