Pages that link to "Item:Q1421317"
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The following pages link to Modeling of time series arrays by multistep prediction or likelihood methods. (Q1421317):
Displaying 7 items.
- Estimating structural VARMA models with uncorrelated but non-independent error terms (Q631613) (← links)
- Selection between models through multi-step-ahead forecasting (Q993804) (← links)
- Uniform convergence of sample second moments of families of time series arrays. (Q1848885) (← links)
- Selecting optimal multistep predictors for autoregressive processes of unknown order. (Q1879949) (← links)
- Optimality of GLS for one-step-ahead forecasting with regARIMA and related models when the regression is misspecified (Q2886977) (← links)
- Modeling of multichannel time series and extrapolation of matrix-valued autocorrelation sequences (Q3680122) (← links)
- A conversation with David Findley (Q5965311) (← links)