Pages that link to "Item:Q2724228"
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The following pages link to An efficient and versatile algorithm for computing the covariance function of an ARMA process (Q2724228):
Displaying 7 items.
- Exact maximum likelihood estimation of structured or unit root multivariate time series models (Q959386) (← links)
- Variance and covariance computations for 2-D ARMA processes (Q1289150) (← links)
- An evaluation of algorithms for computing the covariance function of a multivariable arma process (Q2512229) (← links)
- (Q3143780) (← links)
- A METHOD FOR GENERATING INDEPENDENT REALIZATIONS OF A MULTIVARIATE NORMAL STATIONARY AND INVERTIBLE ARMA(p, q) PROCESS (Q3747564) (← links)
- An asymptotically efficient ARMA estimator based on sample covariances (Q3748167) (← links)
- Discrete \(J-\)spectral factorization. (Q5941417) (← links)