Pages that link to "Item:Q5305485"
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The following pages link to Weighted least squares approximate restricted likelihood estimation for vector autoregressive processes (Q5305485):
Displaying 5 items.
- A likelihood based estimator for vector autoregressive processes (Q537365) (← links)
- Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals (Q2324269) (← links)
- Weighted symmetric estimators of autoregressive models (Q2795818) (← links)
- The restricted likelihood ratio test for autoregressive processes (Q2930894) (← links)
- Weighted<i>L</i><sub>1</sub>-estimates for a VAR(<i>p</i>) time series model (Q3523678) (← links)