The following pages link to (Q5674824):
Displaying 22 items.
- Global optimization of statistical functions with simulated annealing (Q59975) (← links)
- On multiplicative seasonal modelling for vector time series (Q731947) (← links)
- The exact likelihood for a multivariate ARMA model (Q796949) (← links)
- On robust forecasting in dynamic vector time series models (Q951052) (← links)
- Exact maximum likelihood estimation of structured or unit root multivariate time series models (Q959386) (← links)
- Testing causality using efficiently parametrized vector ARMA models (Q1086960) (← links)
- Multivariate contemporaneous ARMA model with hydrological applications (Q1111834) (← links)
- Large sample estimation and testing procedures for dynamic equation systems (Q1135604) (← links)
- Comment to: Large sample estimation and testing procedures for dynamic equation systems (Q1159435) (← links)
- Gains in efficiency from joint estimation of systems of autoregressive- moving average processes (Q1231368) (← links)
- Causality in temporal systems. Characterizations and a Survey (Q1237341) (← links)
- The information matrices of the parameters of multiple mixed time series (Q1249405) (← links)
- The exact quasi-likelihood of time-dependent ARMA models (Q1299531) (← links)
- The exact Gaussian likelihood estimation of time-dependent VARMA models (Q1659153) (← links)
- Analytic derivatives for estimation of linear dynamic models (Q1825566) (← links)
- Empirically feasible solutions and explicit dynamics for rational expectation models (Q1918125) (← links)
- Bias reduction of a conditional maximum likelihood estimator for a Gaussian second-order moving average model (Q2068980) (← links)
- New approximation for ARMA parameters estimate (Q2228687) (← links)
- Distributions for residual autocovariances in parsimonious periodic vector autoregressive models with applications (Q2864627) (← links)
- Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form (Q5080137) (← links)
- The CBD Mortality Indexes: Modeling and Applications (Q5742658) (← links)
- On a matrix-valued autoregressive model (Q6655919) (← links)
