Pages that link to "Item:Q899917"
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The following pages link to The determination of the state covariance matrix of moving-average processes without computation (Q899917):
Displaying 5 items.
- Derivation of the unconditional state-covariance matrix for exact maximum-likelihood estimation of ARMA models (Q803700) (← links)
- The exact initial covariance matrix of the state vector of a general \(MA(q)\) process (Q899861) (← links)
- Recursive estimation in econometrics (Q956735) (← links)
- A simple algorithm to factorize the autocovariance function of moving average process chains (Q1966362) (← links)
- Computing the covariance matrix of QML estimators for a state space model (Q2493868) (← links)
