Pages that link to "Item:Q3333925"
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The following pages link to THE ESTIMATION OF PARAMETERS FOR AUTOREGRESSIVE MOVING AVERAGE MODELS (Q3333925):
Displaying 19 items.
- Estimating linear representations of nonlinear processes (Q111924) (← links)
- Finite sample properties of estimators for autoregressive moving average models (Q1138872) (← links)
- Estimation of multivariate signal by output autocovariance data in linear discrete-time systems (Q1922187) (← links)
- The auto regression moving average model optimization method of parameter estimation based on the improved conjugate gradient thoughts (Q2927477) (← links)
- (Q3446309) (← links)
- A method for autoregressive-moving average estimation (Q3675373) (← links)
- Estimation Of Paramters Of A Multivatiate Moving Average Model From Estimates Of The Inverse Autocovariance Function (Q3746731) (← links)
- ESTIMATION OF AUTOREGRESSIVE PARAMETERS AND ORDER SELECTION FOR ARMA MODELS (Q3821442) (← links)
- A LINEAR ESTIMATION PROCEDURE FOR THE PARAMETERS OF AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q3985817) (← links)
- Parameter estimation of an all pole autoregressive model through autocovariance (Q3992148) (← links)
- (Q4221819) (← links)
- Evaluation of quadratic forms and traces for iterative estimation in first-order moving average models (Q4275772) (← links)
- Estimation of the parameters of a time series subject to the error of rotation sampling (Q4275805) (← links)
- (Q4834158) (← links)
- A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models (Q5080149) (← links)
- (Q5285952) (← links)
- Oracally Efficient Estimation and Consistent Model Selection for Auto-Regressive Moving Average Time Series with Trend (Q5381089) (← links)
- (Q5430680) (← links)
- Estimation of parameters and eigenmodes of multivariate autoregressive models (Q5460989) (← links)