Pages that link to "Item:Q3746731"
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The following pages link to Estimation Of Paramters Of A Multivatiate Moving Average Model From Estimates Of The Inverse Autocovariance Function (Q3746731):
Displaying 9 items.
- Yule-Walker estimation for the moving-average model (Q638025) (← links)
- Simple multivariate conditional covariance dynamics using hyperbolically weighted moving averages (Q2661315) (← links)
- Multidimensional and strong Gevers-Wouters algorithm for estimating moving average parameters and its application to the construction of the ARMA innovation model (Q2766034) (← links)
- ESTIMATION OF THE ORDER OF A MOVING AVERAGE MODEL FROM AUTOREGRESSIVE AND WINDOW ESTIMATES OF THE INVERSE CORRELATION FUNCTION (Q3219618) (← links)
- THE ESTIMATION OF PARAMETERS FOR AUTOREGRESSIVE MOVING AVERAGE MODELS (Q3333925) (← links)
- An efficient method for the estimation of multivariate moving averge models (Q3474140) (← links)
- Estimating multivariate autoregressive moving average models by fitting long autoregressions (Q3474141) (← links)
- (Q4042559) (← links)
- (Q5389854) (← links)