Pages that link to "Item:Q959448"
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The following pages link to Exact maximum likelihood estimation of partially nonstationary vector ARMA models (Q959448):
Displaying 9 items.
- Exact maximum likelihood estimation of structured or unit root multivariate time series models (Q959386) (← links)
- Computing and using residuals in time series models (Q1023503) (← links)
- Approximate predictor and filter for partially observed vector ARMA processes (Q1075732) (← links)
- Asymptotic distributions for quasi-efficient estimators in echelon VARMA models (Q1623428) (← links)
- The exact Gaussian likelihood estimation of time-dependent VARMA models (Q1659153) (← links)
- Whittle parameter estimation for vector ARMA models with heavy-tailed noises (Q2123267) (← links)
- On the estimation problem of periodic autoregressive time series: symmetric and asymmetric innovations (Q5107312) (← links)
- Cointegrated VARIMA Models: Specification and Simulation (Q5252808) (← links)
- Quantum prediction GJR model and its applications (Q6552786) (← links)