Pages that link to "Item:Q5637767"

The following pages link to A Compendium on Estimation of the Autoregressive Moving Average Model from the Series Data (Q5637767):

Displaying 8 items.

• Large sample estimation and testing procedures for dynamic equation systems (Q1135604) (← links)
• AUTOREG: A computer program library for dynamic econometric models with autoregressive errors (Q1141447) (← links)
• Testing for autocorrelation in the autoregressive moving average error model (Q1212774) (← links)
• The first-order moving average process. Identification, estimation and prediction (Q1215237) (← links)
• Retail inventory investment behaviour (Q1236970) (← links)
• A Monte Carlo study of autoregressive integrated moving average processes (Q1244776) (← links)
• Estimation of a non-invertible moving average process: the case of overdifferencing (Q1259392) (← links)
• Improved maximum likelihood estimation of ARMA models (Q2680668) (← links)