The following pages link to (Q3477847):
Displaying 14 items.
- Generation Of Time Series Models With Given Spectral Properties (Q92277) (← links)
- Computation of vector ARMA autocovariances (Q514119) (← links)
- Derivation of the unconditional state-covariance matrix for exact maximum-likelihood estimation of ARMA models (Q803700) (← links)
- On the asymptotic bias of OLS in dynamic regression models with autocorrelated errors (Q849893) (← links)
- Exact maximum likelihood estimation of structured or unit root multivariate time series models (Q959386) (← links)
- The exact likelihood function of a vector autoregressive moving average process (Q1009699) (← links)
- Misspecifications in vector autoregressions and their effects on impulse responses and variance decompositions (Q1314479) (← links)
- Kalman-filtering methods for computing information matrices for time- invariant, periodic, and generally time-varying VARMA models and samples (Q1334708) (← links)
- New approximation for ARMA parameters estimate (Q2228687) (← links)
- Derivation of the theoretical autocovariance and autocorrelation function of autoregessive moving average processes (Q3474139) (← links)
- Modeling of multichannel time series and extrapolation of matrix-valued autocorrelation sequences (Q3680122) (← links)
- Analyzing multiple vector autoregressions through matrix-variate normal distribution with two covariance matrices (Q5077392) (← links)
- Multistep ahead forecasting of vector time series (Q5864446) (← links)
- Vector Autoregressions and Macroeconomic Modeling: An Error Taxonomy (Q6616621) (← links)
