Pages that link to "Item:Q1340296"
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The following pages link to On the asymptotic relative efficiency of Gaussian and least squares estimators for vector ARMA models (Q1340296):
Displaying 8 items.
- Asymptotic distributions for quasi-efficient estimators in echelon VARMA models (Q1623428) (← links)
- Whittle parameter estimation for vector ARMA models with heavy-tailed noises (Q2123267) (← links)
- Robust Estimation For Periodic Autoregressive Time Series (Q3608197) (← links)
- Numerical computation of asymptotic covariance matrix of the gaussian estimators for vector arrla models (Q4387651) (← links)
- On the numerical evaluation of the theoretical variance‐covariance matrix of least squares estimators for echelon‐form varma models (Q4490202) (← links)
- Asymptotic efficiency of model selection criteria: the nonzero mean gaussian ar(∞) case (Q4843864) (← links)
- ON THE RELATIONSHIP BETWEEN GENERALIZED LEAST SQUARES AND GAUSSIAN ESTIMATION OF VECTOR ARMA MODELS (Q4864583) (← links)
- A Note on the Specification and Estimation of ARMAX Systems (Q5467600) (← links)
