The following pages link to (Q5566913):
Displaying 33 items.
- Optimal instrumental-variable methods for identification of multivariable linear systems (Q594078) (← links)
- Extended Yule-Walker identification of VARMA models with single- or mixed-frequency data (Q726604) (← links)
- The decomposition and measurement of the interdependency between second- order stationary processes (Q756841) (← links)
- Recursive identification for EIV ARMAX systems (Q848399) (← links)
- A test for the presence of pure feedback in multivariate dynamic stochastic systems (Q912557) (← links)
- Outliers in a multivariate autoregressive moving-average process (Q916291) (← links)
- Exact maximum likelihood estimation of structured or unit root multivariate time series models (Q959386) (← links)
- 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)
- Some identification and estimation results for regression models with stochastically varying coefficients (Q1151219) (← links)
- Some properties of the parameterization of ARMA systems with unknown order (Q1163327) (← links)
- Identification of stochastic linear systems in presence of input noise (Q1165819) (← links)
- Z-transform and identification of linear econometric models with autocorrelated errors (Q1216145) (← links)
- Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes (Q1229535) (← links)
- The structural identifiability of linear models with autocorrelated errors in the case of cross-equation restrictions (Q1249826) (← links)
- First-order identification in linear models (Q1250671) (← links)
- FIML estimation of the dynamic simultaneous equations model with ARMA disturbances (Q1255747) (← links)
- The identification of multivariate linear dynamic errors-in-variables models (Q1314476) (← links)
- Model sets and parametrizations for identification of multivariable equation error models (Q1322809) (← links)
- Identifiability and persistent excitation in full matrix fraction parameter estimation (Q1361333) (← links)
- Asymptotic distributions for quasi-efficient estimators in echelon VARMA models (Q1623428) (← links)
- A goodness-of-fit test for VARMA\((p, q)\) models (Q1643801) (← links)
- Estimation and forecasting in vector autoregressive moving average models for rich datasets (Q1680191) (← links)
- Time series analysis and simultaneous equation econometric models (Q1844144) (← links)
- Goodness-of-fit tests for Markov Switching VAR models using spectral analysis (Q2123263) (← links)
- Hankel matrices for system identification (Q2258987) (← links)
- Identification theory for high dimensional static and dynamic factor models (Q2512530) (← links)
- (Q3777275) (← links)
- The vector innovations structural time series framework (Q4970589) (← links)
- Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form (Q5080137) (← links)
- Identifiability conditions for Generalised STARMA models (Q5123737) (← links)
- Linear bootstrap methods for vector autoregressive moving-average models (Q5220857) (← links)
- A new diagnostic tool for VARMA(<i>p</i>,<i>q</i>) models (Q5384672) (← links)
