Pages that link to "Item:Q3505309"

The following pages link to Gaussian Maximum Likelihood Estimation For ARMA Models. I. Time Series (Q3505309):

Displaying 29 items.

• Estimation of semivarying coefficient time series models with ARMA errors (Q309731) (← links)
• Efficient likelihood estimation in state space models (Q449965) (← links)
• Tests for \(m\)-dependence based on sample splitting methods (Q528177) (← links)
• Convergence results for maximum likelihood type estimators in multivariable ARMA models (Q580858) (← links)
• On the martingale approximation of the estimation error of ARMA parameters (Q807566) (← links)
• Dual and inverse ARMA processes and application to time reversibility (Q847109) (← links)
• Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes (Q850752) (← links)
• Generalized ARMA models with martingale difference errors (Q888346) (← links)
• Modified Gaussian likelihood estimators for ARMA models on \(\mathbb Z^d\) (Q1045794) (← links)
• Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study. (Q1304365) (← links)
• Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends (Q1567511) (← links)
• A general result on the estimation bias of ARMA models (Q1643799) (← links)
• On model Fitting and estimation of strictly stationary processes (Q1697205) (← links)
• A novel partial-linear single-index model for time series data (Q1727926) (← links)
• Convergence results for maximum likelihood type estimators in multivariable ARMA models. II (Q1824333) (← links)
• Consistency of global LSE for MA(1) models (Q2070587) (← links)
• Statistical inference for autoregressive models under heteroscedasticity of unknown form (Q2284370) (← links)
• Dirichlet ARMA models for compositional time series (Q2359674) (← links)
• Partitioning and interpolation based hybrid ARIMA-ANN model for time series forecasting (Q2359869) (← links)
• Exact maximum likelihood estimation for non-stationary periodic time series models (Q2445716) (← links)
• Maximum likelihood estimation for all-pass time series models (Q2499083) (← links)
• Probabilistic Properties of Parametric Dual and Inverse Time Series Models Generated by ARMA Models (Q2797844) (← links)
• Exact Likelihood Equations for Autoregression Models with Multivariate Elliptically Contoured Distributions (Q3625362) (← links)
• On strong consistency and asymptotic normality of one-step Gauss-Newton estimators in ARMA time series models (Q4999850) (← links)
• The asymptotic covariance matrix of the QMLE in ARMA models (Q5034253) (← links)
• Statistical inference for ARMA time series with moving average trend (Q5078827) (← links)
• Model selection for time series with nonlinear trend (Q5104523) (← links)
• Estimating the mean and its effects on Neyman smooth tests of normality for ARMA models (Q5507358) (← links)
• Bootstrapping ARMA time series models after model selection (Q6641337) (← links)