Pages that link to "Item:Q3219618"
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The following pages link to ESTIMATION OF THE ORDER OF A MOVING AVERAGE MODEL FROM AUTOREGRESSIVE AND WINDOW ESTIMATES OF THE INVERSE CORRELATION FUNCTION (Q3219618):
Displaying 15 items.
- Estimating the codifference function of linear time series models with infinite variance (Q537535) (← links)
- MA blind identification based on order statistics application to binary-driven systems (Q671272) (← links)
- Dual and inverse ARMA processes and application to time reversibility (Q847109) (← links)
- The inverse partial correlation function of a time series and its applications (Q1050734) (← links)
- The discrimination between autoregressive and moving average models from the estimated inverse correlations (Q1113247) (← links)
- Estimating the inverse autocorrelation function from outlier contaminated data (Q1424610) (← links)
- Identification of moving average process with infinite variance (Q2467384) (← links)
- A Simulation Study of Autoregressive and Window Estimators of the Inverse Correlation Function (Q3317948) (← links)
- An efficient method for the estimation of multivariate moving averge models (Q3474140) (← links)
- ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE ORDER GIVEN AN INFINITE NUMBER OF MODELS AND APPROXIMATION OF SPECTRAL DENSITIES (Q3482738) (← links)
- (Q3622474) (← links)
- Evaluation of quadratic forms and traces for iterative estimation in first-order moving average models (Q4275772) (← links)
- A Statistical Method for the Determination of the Appropriate Order in a General Class of Time Series Models (Q4801423) (← links)
- Order identification for Gaussian moving averages using the codifference function (Q5290919) (← links)
- Long memory conditional random fields on regular lattices (Q6626607) (← links)
