Pages that link to "Item:Q375076"
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The following pages link to Exact maximum likelihood regression estimation with \(\text{ARMA}(n,n-1)\) errors (Q375076):
Displaying 7 items.
- Derivation of the unconditional state-covariance matrix for exact maximum-likelihood estimation of ARMA models (Q803700) (← links)
- Exact likelihood function for a regression model with \(MA(1)\) errors (Q899982) (← links)
- Optimal calculation of residuals for ARMAX models with application to model verification (Q1375155) (← links)
- Foundations of multivariate inference using modern computers (Q1595162) (← links)
- Inference for regression models with errors from a non-invertible MA(1) process (Q3018535) (← links)
- (Q3122930) (← links)
- EXACT MAXIMUM LIKELIHOOD ESTIMATE AND LAGRANGE MULTIPLIER TEST STATISTIC FOR ARMA MODELS (Q3745110) (← links)