The following pages link to E4 (Q29729):
Displaying 14 items.
- From general state-space to VARMAX models (Q419456) (← links)
- Exact initial conditions for maximum likelihood estimation of state space models with stochastic inputs (Q1127411) (← links)
- A fast and stable method to compute the likelihood of time invariant state-space models. (Q1606272) (← links)
- Likelihood stabilization for ill-conditioned vector GARCH models (Q2430220) (← links)
- An algorithm for the exact Fisher information matrix of vector ARMAX time series (Q2442353) (← links)
- Estimating the system order by subspace methods (Q2512738) (← links)
- Decomposition of a state-space model with inputs (Q3012674) (← links)
- (Q3188233) (← links)
- TF-MIDAS: a transfer function based mixed-frequency model (Q3389613) (← links)
- Fast estimation methods for time-series models in state–space form (Q3615060) (← links)
- An Exact Multivariate Model-Based Structural Decomposition (Q4468407) (← links)
- Stochastic and deterministic trend in state space models (Q5082746) (← links)
- Unit roots and cointegration modelling through a family of flexible information criteria (Q5306331) (← links)
- The exact likelihood for a state space model with stochastic inputs (Q5948831) (← links)
