The following pages link to (Q3326666):
Displaying 11 items.
- Computing and estimating information matrices of weak ARMA models (Q425392) (← links)
- Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models (Q485924) (← links)
- Dual and inverse ARMA processes and application to time reversibility (Q847109) (← links)
- Comparison of two modified portmanteau tests for model adequacy (Q2563579) (← links)
- Probabilistic Properties of Parametric Dual and Inverse Time Series Models Generated by ARMA Models (Q2797844) (← links)
- On the Evaluation of the Information Matrix for Multiplicative Seasonal Time-Series Models (Q3440755) (← links)
- Asymptotic laws of successive least squares estimates for seasonal arima models and application (Q3440774) (← links)
- A Note on the Information Matrix for Multiplicative Seasonal Autoregressive Moving-Average Models (Q3505330) (← links)
- (Q4225892) (← links)
- Ian McLeod’s Contribution to Time Series Analysis—A Tribute (Q4976474) (← links)
- On Stein's equation, Vandermonde matrices and Fisher's information matrix of time series processes. I: The autoregressive moving average process (Q5935578) (← links)