Pages that link to "Item:Q1812567"

The following pages link to Recursive method for ARMA model estimation. I (Q1812567):

Displaying 29 items.

• On the criterion function for ARMA estimation (Q689416) (← links)
• Explicit weighting coefficients for predicting ARMA time series from the finite past (Q756898) (← links)
• Recursive identification for multidimensional ARMA processes with increasing variance (Q866181) (← links)
• Estimation of parameters in ARUMA models (Q917202) (← links)
• Rational transfer function approximation (with discussion) (Q1099565) (← links)
• Padé approximation and its application in time series analysis (Q1186530) (← links)
• Identification of echelon canonical forms for vector linear processes using least squares (Q1192964) (← links)
• Subset regression time series and its modeling procedures (Q1263208) (← links)
• Identification of multivariate ARMA models (Q1286663) (← links)
• Strong approximation of the recursive prediction error estimator of the parameters of an ARMA process (Q1315968) (← links)
• Parameter estimation for ARMA processes with errors in models (Q1332884) (← links)
• Fitting ARMA time series by structural equation models (Q1362271) (← links)
• Estimation of the mixed AR and hidden periodic model (Q1367252) (← links)
• Solution of discrete ARMA-representations via MAPLE (Q1406205) (← links)
• Recursive method for ARMA model estimation. II (Q1813490) (← links)
• Estimating ARMA models with recurrent regime changes (Q1876898) (← links)
• Large sample properties of parameter estimates for periodic ARMA models (Q2784953) (← links)
• ESTIMATION OF THE MOVING-AVERAGE REPRESENTATION OF A STATIONARY PROCESS BY AUTOREGRESSIVE MODEL FITTING (Q3197165) (← links)
• LEVINSON-TYPE RECURSIVE ALGORITHMS FOR LEAST-SQUARES AUTOREGRESSION (Q3203887) (← links)
• A UNIFIED APPROACH TO ARMA MODEL IDENTIFICATION AND PRELIMINARY ESTIMATION (Q3332114) (← links)
• One New Method on ARMA Model Parameters Estimation (Q3398142) (← links)
• A Shrinked Forecast in Stationary Processes Favouring Percentage Error (Q3440745) (← links)
• ARMA parameter estimation using a novel recursive estimation algorithm with selective updating (Q3486490) (← links)
• ON SOME AMBIGUITIES ASSOCIATED WITH THE FITTING OF ARMA MODELS TO TIME SERIES (Q3685895) (← links)
• On the relationship between levinson recursion and the r and s arrays for arma model identification (Q3725398) (← links)
• ASYMPTOTIC PROPERTIES OF SOME PRELIMINARY ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE TIME SERIES MODELS (Q3749989) (← links)
• Order-recursive methods for instrumental variable estimates and instrumental variable inverses (Q3775449) (← links)
• AN APPLICATION OF THE SCHUR‐COHN ALGORITHM TO TIME SERIES ANALYSIS (Q4854209) (← links)
• (Q5286138) (← links)