Pages that link to "Item:Q1341185"

The following pages link to The covariance matrix of ARMA errors in closed form (Q1341185):

Displaying 7 items.

• Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model (Q295407) (← links)
• A simplified approach to inverting the autocovariance matrix of a general \(\mathrm{ARMA}(p,q)\) process (Q2475419) (← links)
• The exact covariance matrix of dynamic models with latent variables (Q2576380) (← links)
• Improved model selection criteria for SETAR time series models (Q2643276) (← links)
• A Likelihood Ratio Test for Idiosyncratic Unit Roots in the Exact Factor Model with Integrated Factors (Q2816736) (← links)
• A Lagrange Multiplier-Type Test for Idiosyncratic Unit Roots in the Exact Factor Model (Q2954302) (← links)
• On the closed form of the covariance matrix and its inverse of the causal ARMA process (Q4677023) (← links)