Pages that link to "Item:Q5337639"
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The following pages link to On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix (Q5337639):
Displaying 50 items.
- Estimating linear representations of nonlinear processes (Q111924) (← links)
- Are spectral estimators useful for long-run restrictions in SVARs? (Q318860) (← links)
- Distributions on matrix moment spaces (Q406505) (← links)
- Computing and estimating information matrices of weak ARMA models (Q425392) (← links)
- Simultaneous confidence bands for Yule-Walker estimators and order selection (Q450047) (← links)
- Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models (Q485924) (← links)
- A method for approximate representation of vector-valued time series and its relation to two alternatives (Q583795) (← links)
- New inversion formulas for matrices classified in terms of their distance from Toeplitz matrices (Q599137) (← links)
- The multiple hybrid bootstrap -- resampling multivariate linear processes (Q604348) (← links)
- Explicit weighting coefficients for predicting ARMA time series from the finite past (Q756898) (← links)
- Whitening as a tool for estimating mutual information in spatiotemporal data sets (Q857639) (← links)
- A new approach for determining the spectral data of multichannel harmonic signals in noise (Q909637) (← links)
- FIR filters and recursive forms for discrete-time state-space models (Q912062) (← links)
- Properties of generalized Levinson-Durbin-Whittle sequences (Q928914) (← links)
- Maximum likelihood estimation in vector long memory processes via EM algorithm (Q961903) (← links)
- Generalized Levinson-Durbin sequences, binomial coefficients and autoregressive estimation (Q962220) (← links)
- Approximation of multivariable linear systems with impulse response and autocorrelation sequences (Q1050936) (← links)
- Prediction principles for time-delay system controller synthesis (Q1052282) (← links)
- A unified derivation for fast estimation algorithms by the conjugate direction method (Q1067758) (← links)
- A matricial extension of the Helson-Szegö theorem and its application in multivariate prediction (Q1069253) (← links)
- Maximum likelihood prediction (Q1070691) (← links)
- On the angle between past and future for multivariate stationary stochastic processes (Q1084753) (← links)
- Efficient solution of linear systems of equations with recursive structure (Q1092604) (← links)
- Extensions of matrix valued functions with rational polynomial inverses (Q1141887) (← links)
- A method of matrix inverse triangular decomposition based on contiguous principal submatrices (Q1142008) (← links)
- A globally convergent adaptive predictor (Q1148272) (← links)
- Frequency-domain approach to the regulation of linear stochastic systems (Q1213420) (← links)
- On Fredholm integral equations, Toeplitz equations and Kalman-Bucy filtering (Q1215485) (← links)
- Empirical multivariate autoregressive equation predictors of the fluctuations of interacting species (Q1229177) (← links)
- Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes (Q1229535) (← links)
- Exponomial forecasts of nonstationary time series (Q1230334) (← links)
- A rapprochement of the theories of radiative transfer and linear stochastic estimation (Q1231467) (← links)
- A reply to Anderson (Q1245189) (← links)
- A convergence theorem for spectral factorization (Q1248990) (← links)
- Parameter identification technique for multivariate stochastic systems (Q1257865) (← links)
- Estimation of a non-invertible moving average process: the case of overdifferencing (Q1259392) (← links)
- Frequency domain inference for univariate impulse responses (Q1292332) (← links)
- Asymptotically efficient autoregressive model selection for multistep prediction (Q1359407) (← links)
- Generalized Levinson--Durbin and Burg algorithms. (Q1421316) (← links)
- Inference on one-way effect and evidence in Japanese macroeconomic data (Q1586548) (← links)
- Optimal signal extraction with correlated components (Q1695657) (← links)
- An efficient two-step estimator for the dynamic adjustment model with autoregressive errors (Q1846322) (← links)
- Estimation: A brief survey (Q1846718) (← links)
- Parallel algorithms for solving tridiagonal and near-circulant systems. (Q1855742) (← links)
- Sir Gilbert Walker and a connection between El Niño and statistics (Q1872596) (← links)
- Asymptotic properties of some subset vector autoregressive process estimators (Q1882943) (← links)
- Canonical correlation analysis, approximate covariance extension, and identification of stationary time series (Q1917129) (← links)
- On the power of the KPSS test of stationarity against fractionally-integrated alternatives (Q1922367) (← links)
- Multivariate prediction and matrix Szegő theory (Q1950170) (← links)
- The estimation of frequency in the multichannel sinusoidal model (Q2293395) (← links)
