Pages that link to "Item:Q1192964"
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The following pages link to Identification of echelon canonical forms for vector linear processes using least squares (Q1192964):
Displaying 18 items.
- Large Bayesian VARMAs (Q281043) (← links)
- Vector autoregressive moving average identification for macroeconomic modeling: a new methodology (Q281054) (← links)
- Exact maximum likelihood estimation of structured or unit root multivariate time series models (Q959386) (← links)
- Estimation and forecasting in vector autoregressive moving average models for rich datasets (Q1680191) (← links)
- Consistency and relative efficiency of subspace methods (Q1911279) (← links)
- Identification of refined ARMA echelon form models for multivariate time series (Q1914685) (← links)
- Model specification and selection for multivariate time series (Q2293377) (← links)
- Structural identification of linear multivariable systems using overlapping forms: a new parametrization (Q3220412) (← links)
- ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS (Q3434193) (← links)
- Use of canonical analysis in time series model identification (Q3696345) (← links)
- On the identification of ARMA echelon-form models (Q4036388) (← links)
- On the numerical evaluation of the theoretical variance‐covariance matrix of least squares estimators for echelon‐form varma models (Q4490202) (← links)
- ON THE RELATIONSHIP BETWEEN GENERALIZED LEAST SQUARES AND GAUSSIAN ESTIMATION OF VECTOR ARMA MODELS (Q4864583) (← links)
- Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form (Q5080137) (← links)
- A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models (Q5080149) (← links)
- Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages (Q6107231) (← links)
- Identification of canonical models for vectors of time series: a subspace approach (Q6579386) (← links)
- Practical Methods for Modeling Weak VARMA Processes: Identification, Estimation and Specification With a Macroeconomic Application (Q6620935) (← links)
