Pages that link to "Item:Q4166099"

The following pages link to Vector linear time series models: corrections and extensions (Q4166099):

Displaying 27 items.

• Convergence results for maximum likelihood type estimators in multivariable ARMA models (Q580858) (← links)
• Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors (Q707402) (← links)
• On multiplicative seasonal modelling for vector time series (Q731947) (← links)
• Outliers in a multivariate autoregressive moving-average process (Q916291) (← links)
• The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model (Q1084822) (← links)
• Properties of the parametrization of monic ARMA systems (Q1121845) (← links)
• Local identification of ARMAX structures subject to nonlinear constraints (Q1138868) (← links)
• Estimation of vector Armax models (Q1145456) (← links)
• Some properties of the parameterization of ARMA systems with unknown order (Q1163327) (← links)
• Estimating the dimension of a linear system (Q1172612) (← links)
• Seasonally and approximation errors in rational expectations models (Q1203073) (← links)
• Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence (Q1208963) (← links)
• Modeling of time series arrays by multistep prediction or likelihood methods. (Q1421317) (← links)
• The common structure of parametrizations for linear systems (Q1823217) (← links)
• Convergence results for maximum likelihood type estimators in multivariable ARMA models. II (Q1824333) (← links)
• Whittle estimation for continuous-time stationary state space models with finite second moments (Q2121445) (← links)
• Modified Whittle estimation of multilateral models on a lattice (Q2493134) (← links)
• MULTIPLICATIVE EXPONENTIAL MODELS FOR STATIONARY TIME SERIES (Q3333929) (← links)
• Test de hipotesis para contrastar modelos MARMA de series temporales (Q3357393) (← links)
• A NOTE ON ARMA ESTIMATION (Q3666098) (← links)
• ON THE STRUCTURE OF THE LIKELIHOOD FUNCTION OF AUTOREGRESSIVE AND MOVING AVERAGE MODELS (Q3965458) (← links)
• Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts (Q3974560) (← links)
• System order and structure indices of linear systems in polynomial form (Q4013288) (← links)
• A note on nonlinear regression for the autoregressive moving average with non-hd errors (Q4275860) (← links)
• Test for Parameter Change in Linear Processes Based on Whittle's Estimator (Q5421563) (← links)
• Direct iterative tuning via spectral analysis (Q5926265) (← links)
• Optimal instrumental variables estimation for ARMA models (Q5952957) (← links)