Pages that link to "Item:Q1824333"
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The following pages link to Convergence results for maximum likelihood type estimators in multivariable ARMA models. II (Q1824333):
Displaying 7 items.
- Convergence results for maximum likelihood type estimators in multivariable ARMA models (Q580858) (← links)
- On the martingale approximation of the estimation error of ARMA parameters (Q807566) (← links)
- Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes (Q850752) (← links)
- Modified Gaussian likelihood estimators for ARMA models on \(\mathbb Z^d\) (Q1045794) (← links)
- Modeling of time series arrays by multistep prediction or likelihood methods. (Q1421317) (← links)
- Whittle estimation for continuous-time stationary state space models with finite second moments (Q2121445) (← links)
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts (Q3974560) (← links)
