Pages that link to "Item:Q4769847"
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The following pages link to Maximum likelihood estimation of parameters in multivariate Gaussian stochastic processes (Corresp.) (Q4769847):
Displaying 9 items.
- Raw data maximum likelihood estimation for common principal component models: a state space approach (Q316724) (← links)
- Uniquely identifiable state-space and ARMA parametrizations for multivariable linear systems (Q792942) (← links)
- Exact maximum likelihood estimation of structured or unit root multivariate time series models (Q959386) (← links)
- Maximum likelihood and prediction error methods (Q1143360) (← links)
- Identification of a class of multivariable systems from impulse response data: Theory and computational algorithm (Q1804987) (← links)
- Linear prediction error methods for stochastic nonlinear models (Q2280666) (← links)
- Continuous‐time modelling of irregularly spaced panel data using a cubic spline model (Q3525710) (← links)
- Computing the likelihood and its dierivatives for a gaussian ARMA model (Q3742545) (← links)
- Markovian representation of a bilinear time series model and maximum likelihood estimation of the parameters (Q4949467) (← links)
