Pages that link to "Item:Q1659153"
From MaRDI portal
The following pages link to The exact Gaussian likelihood estimation of time-dependent VARMA models (Q1659153):
Displaying 6 items.
- Fast approximate likelihood evaluation for stable VARFIMA processes (Q893979) (← links)
- Exact maximum likelihood estimation of structured or unit root multivariate time series models (Q959386) (← links)
- The exact quasi-likelihood of time-dependent ARMA models (Q1299531) (← links)
- Calculating the autocovariances and the likelihood for periodic V ARMA models (Q3636723) (← links)
- Empirical likelihood inference in autoregressive models with time-varying variances (Q5880117) (← links)
- General estimation results for \textsc{tdVARMA} array models (Q6655925) (← links)