The following pages link to (Q5686840):
Displayed 9 items.
- Frequency domain estimation of temporally aggregated Gaussian cointegrated systems (Q278231) (← links)
- On the equivalence of time and frequency domain maximum likelihood estimation (Q983924) (← links)
- On the errors-in-variables problem for time series (Q1076466) (← links)
- Local and global identification and strong consistency in time series models (Q1148645) (← links)
- Estimating the dimension of a linear system (Q1172612) (← links)
- Dual time-frequency domain system identification (Q1932694) (← links)
- Multivariate time series analysis (Q2264530) (← links)
- Discussion on: ``Identification of ARX and ARARX models in the presence of input and output noises'' (Q2638171) (← links)
- SPECTRAL FINANCIAL ECONOMETRICS (Q5059133) (← links)