Pages that link to "Item:Q3153643"
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The following pages link to A generalized least squares estimation method for VARMA models (Q3153643):
Displaying 5 items.
- A note on an iterative least-squares estimation method for ARMA and VARMA models (Q1927312) (← links)
- Comparing VaR Approximation Methods that Use the First Four Moments as Inputs (Q2809621) (← links)
- Fast estimation methods for time-series models in state–space form (Q3615060) (← links)
- A simple nearly unbiased estimator of cross‐covariances (Q4997697) (← links)
- A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models (Q5080149) (← links)