Pages that link to "Item:Q899861"
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The following pages link to The exact initial covariance matrix of the state vector of a general \(MA(q)\) process (Q899861):
Displaying 8 items.
- Derivation of the unconditional state-covariance matrix for exact maximum-likelihood estimation of ARMA models (Q803700) (← links)
- Exact maximum-likelihood estimation of autoregressive models via the Kalman filter (Q899876) (← links)
- The determination of the state covariance matrix of moving-average processes without computation (Q899917) (← links)
- Exact likelihood function for a regression model with \(MA(1)\) errors (Q899982) (← links)
- State space modeling of time series: A review essay (Q921819) (← links)
- Recursive estimation in econometrics (Q956735) (← links)
- The covariance matrix of ARMA errors in closed form (Q1341185) (← links)
- Computing the covariance matrix of QML estimators for a state space model (Q2493868) (← links)