Pages that link to "Item:Q4275154"
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The following pages link to Stable spectral factorization with applications to the estimation of time series models (Q4275154):
Displaying 10 items.
- A spectral EM algorithm for dynamic factor models (Q1754525) (← links)
- Bias-corrected bootstrap prediction intervals for autoregressive model: new alternatives with applications to tourism forecasting (Q3065551) (← links)
- A numerical method for factorizing the rational spectral density matrix (Q3103179) (← links)
- SPECTRAL ESTIMATION AND DECONVOLUTION FOR A LINEAR TIME SERIES MODEL (Q3823692) (← links)
- Numerical computation of asymptotic covariance matrix of the gaussian estimators for vector arrla models (Q4387651) (← links)
- On the numerical evaluation of the theoretical variance‐covariance matrix of least squares estimators for echelon‐form varma models (Q4490202) (← links)
- Scaled Largest Eigenvalue Detection for Stationary Time-Series (Q4618216) (← links)
- On the numerical implementation of the generalized least squares procedure for arma estimation (Q4861314) (← links)
- ON THE RELATIONSHIP BETWEEN GENERALIZED LEAST SQUARES AND GAUSSIAN ESTIMATION OF VECTOR ARMA MODELS (Q4864583) (← links)
- Fused-Lasso Regularized Cholesky Factors of Large Nonstationary Covariance Matrices of Replicated Time Series (Q6047123) (← links)
