Pages that link to "Item:Q1031300"
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The following pages link to A comparison of multivariate autoregressive estimators (Q1031300):
Displaying 11 items.
- Mathematical issues in the inference of causal interactions among multichannel neural signals (Q410983) (← links)
- Measuring connectivity in linear multivariate processes: definitions, interpretation, and practical analysis (Q428187) (← links)
- Order selection criteria for vector autoregressive models (Q551641) (← links)
- Multichannel AR parameter estimation from noisy observations as an errors-in-variables issue (Q994821) (← links)
- PROPERTIES OF PREDICTORS FOR MULTIVARIATE AUTOREGRESSIVE MODELS WITH ESTIMATED PARAMETERS (Q3471571) (← links)
- (Q4221819) (← links)
- Multi‐variate <i>t</i> Autoregressions: Innovations, Prediction Variances and Exact Likelihood Equations (Q4828166) (← links)
- Consistent autoregressive spectral estimates: Nonlinear time series and large autocovariance matrices (Q5012854) (← links)
- Analyzing multiple vector autoregressions through matrix-variate normal distribution with two covariance matrices (Q5077392) (← links)
- A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models (Q5080149) (← links)
- Algorithm 808 (Q5460990) (← links)
