Pages that link to "Item:Q1138872"
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The following pages link to Finite sample properties of estimators for autoregressive moving average models (Q1138872):
Displaying 37 items.
- The zero-information-limit condition and spurious inference in weakly identified models (Q277154) (← links)
- Model identification of ARIMA family using genetic algorithms (Q556129) (← links)
- Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients (Q849863) (← links)
- BIC-based unit-root detection: simulation-based evidence (Q864807) (← links)
- Moments of OLS estimators in an autoregressive moving average model with explanatory variables (Q899843) (← links)
- 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)
- Time series clustering and classification by the autoregressive metric (Q1023515) (← links)
- Mean estimation bias in least squares estimation of autoregressive processes (Q1058799) (← links)
- Testing causality using efficiently parametrized vector ARMA models (Q1086960) (← links)
- The exact multi-period mean-square forecast error for the first-order autoregressive model (Q1118311) (← links)
- Asymptotic distribution of residual autocorrelations from estimation of ARMA processes by Gram-Schmidt orthogonalization (Q1154190) (← links)
- The exact quasi-likelihood of time-dependent ARMA models (Q1299531) (← links)
- Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study. (Q1304365) (← links)
- Finite-sampling properties of the maximum likelihood estimator in autoregressive models with Markov switching (Q1305646) (← links)
- Adjusted estimates and Wald statistics for the AR(1) model with constant (Q1586553) (← links)
- Finite-sample performance of alternative estimators for autoregressive models in the presence of outliers (Q1606507) (← links)
- Computation of the exact information matrix of Gaussian dynamic regression time series models (Q1807120) (← links)
- Fully Bayesian analysis of ARMA time series models (Q1838260) (← links)
- New exact ML estimation and inference for a Gaussian \(MA(1)\) process (Q1934735) (← links)
- Business cycle analysis and VARMA models (Q2271626) (← links)
- Improved maximum likelihood estimation of ARMA models (Q2680668) (← links)
- Simulation Study on Variance of Forecast Error for Vector Arima Models (Q3489235) (← links)
- Robustness of Inference for One-sample Problem with Correlated Observations (Q3604108) (← links)
- Fast estimation methods for time-series models in state–space form (Q3615060) (← links)
- Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study (Q3625279) (← links)
- Least-squares, Yule-Walker, and overdetermined Yule—Walker estimation of AR parameters: a Monte Carlo analysis of finite-sample properties (Q3728779) (← links)
- ASYMPTOTIC PROPERTIES OF SOME PRELIMINARY ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE TIME SERIES MODELS (Q3749989) (← links)
- Bootstrapping a time series model: some empirical results (Q3753352) (← links)
- Computation of the theoretical autocovariance function for a vector arma process (Q3889971) (← links)
- Numerical computation of asymptotic covariance matrix of the gaussian estimators for vector arrla models (Q4387651) (← links)
- CONFIDENCE REGIONS FOR PARAMETERS IN THE AR(1) MODEL (Q4837789) (← links)
- On strong consistency and asymptotic normality of one-step Gauss-Newton estimators in ARMA time series models (Q4999850) (← links)
- Bootstrap-based inferential improvements in beta autoregressive moving average model (Q5084765) (← links)
- Cointegration Detection Using Dynamic Factor Models (Q5451124) (← links)
- The Effect of the Estimation on Goodness‐of‐Fit Tests in Time Series Models (Q5467616) (← links)
- PROFILE SUMMARIES FOR ARIMA TIME SERIES MODEL PARAMETERS (Q5753415) (← links)
