Pages that link to "Item:Q1623428"
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The following pages link to Asymptotic distributions for quasi-efficient estimators in echelon VARMA models (Q1623428):
Displaying 13 items.
- Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations (Q111926) (← links)
- Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models (Q485924) (← links)
- Estimating structural VARMA models with uncorrelated but non-independent error terms (Q631613) (← links)
- Estimating the asymptotic variance matrix of the QMLE of weak multivariate ARMA models (Q639606) (← links)
- Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes (Q945823) (← links)
- On the asymptotic relative efficiency of Gaussian and least squares estimators for vector ARMA models (Q1340296) (← links)
- Estimation and forecasting in vector autoregressive moving average models for rich datasets (Q1680191) (← links)
- Estimating models with high-order noise dynamics using semi-parametric weighted null-space fitting (Q1737773) (← links)
- The asympotic properties of the sample quantile estimator of VaR under positive associated samples (Q2824051) (← links)
- On the numerical evaluation of the theoretical variance‐covariance matrix of least squares estimators for echelon‐form varma models (Q4490202) (← links)
- Linear bootstrap methods for vector autoregressive moving-average models (Q5220857) (← links)
- Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages (Q6107231) (← links)
- Estimation of functional ARMA models (Q6178553) (← links)
