Pages that link to "Item:Q485924"
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The following pages link to Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models (Q485924):
Displaying 5 items.
- Modified Schwarz and Hannan-Quinn information criteria for weak VARMA models (Q300778) (← links)
- Estimating the asymptotic variance matrix of the QMLE of weak multivariate ARMA models (Q639606) (← links)
- Quaternion VAR Modelling and Estimation (Q4582037) (← links)
- Estimating weak periodic vector autoregressive time series (Q6064239) (← links)
- Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error terms (Q6067649) (← links)
