Pages that link to "Item:Q1914685"
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The following pages link to Identification of refined ARMA echelon form models for multivariate time series (Q1914685):
Displaying 7 items.
- Estimating structural VARMA models with uncorrelated but non-independent error terms (Q631613) (← links)
- Exact maximum likelihood estimation of structured or unit root multivariate time series models (Q959386) (← links)
- Identification of echelon canonical forms for vector linear processes using least squares (Q1192964) (← links)
- Model specification and selection for multivariate time series (Q2293377) (← links)
- ORDERS AND INITIAL VALUES OF NON-STATIONARY MULTIVARIATE ARMA MODELS (Q3203889) (← links)
- On the identification of ARMA echelon-form models (Q4036388) (← links)
- Practical Methods for Modeling Weak VARMA Processes: Identification, Estimation and Specification With a Macroeconomic Application (Q6620935) (← links)
