The following pages link to (Q3343284):
Displaying 7 items.
- Exact maximum likelihood estimation of structured or unit root multivariate time series models (Q959386) (← links)
- Exact maximum likelihood estimation of partially nonstationary vector ARMA models (Q959448) (← links)
- The exact Gaussian likelihood estimation of time-dependent VARMA models (Q1659153) (← links)
- Optimal reconstruction of ARMA signals with decimated samples under corrupting noise by use of multirate Kalman filter (Q1908850) (← links)
- Maximum likelihood estimation of stationary multivariate ARFIMA processes (Q3589972) (← links)
- Analytical uses of Kalman filtering in econometrics — A survey (Q3777293) (← links)
- (Q5017242) (← links)
