The following pages link to AS 154 (Q26022):
Displaying 50 items.
- Nonparametric phase-II monitoring for detecting monotone trend based on inverse sampling (Q257404) (← links)
- Derivation of the unconditional state-covariance matrix for exact maximum-likelihood estimation of ARMA models (Q803700) (← links)
- Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients (Q849863) (← links)
- The exact initial covariance matrix of the state vector of a general \(MA(q)\) process (Q899861) (← links)
- Exact maximum-likelihood estimation of autoregressive models via the Kalman filter (Q899876) (← links)
- The determination of the state covariance matrix of moving-average processes without computation (Q899917) (← links)
- Probabilistic-statistical programs from ``Applied Statistics'' (Q918058) (← links)
- State space modeling of time series: A review essay (Q921819) (← links)
- Recursive estimation in econometrics (Q956735) (← links)
- Exact maximum likelihood estimation of structured or unit root multivariate time series models (Q959386) (← links)
- The auto-regression and the moving-average (Q963863) (← links)
- Computing and using residuals in time series models (Q1023503) (← links)
- A maximum likelihood approach to temporal factor analysis in state-space model (Q1031379) (← links)
- The exact quasi-likelihood of time-dependent ARMA models (Q1299531) (← links)
- Bayes inference in regression models with ARMA\((p,q)\) errors (Q1341195) (← links)
- Fast optimization of the exact likelihood of AR and ARMA processes (Q1361557) (← links)
- Kalman filter with outliers and missing observations (Q1382951) (← links)
- Smoothness priors analysis of time series (Q1922286) (← links)
- Nonstationary dynamic factor analysis (Q2491853) (← links)
- Improved maximum likelihood estimation of ARMA models (Q2680668) (← links)
- Minimum Message Length Order Selection and Parameter Estimation of Moving Average Models (Q2868423) (← links)
- A Review of the Development and Application of Recursive Residuals in Linear Models (Q3128779) (← links)
- (Q3217475) (← links)
- Forecasting Time Series With Complex Seasonal Patterns Using Exponential Smoothing (Q3225814) (← links)
- (Q3313045) (← links)
- (Q3321289) (← links)
- Fixed interval estimation in state space models when some of the data are missing or aggregated (Q3332121) (← links)
- Algorithm AS 197: A Fast Algorithm for the Exact Likelihood of Autoregressive-Moving Average Models (Q3340103) (← links)
- (Q3343284) (← links)
- LOCAL LINEAR FORECASTS USING CUBIC SMOOTHING SPLINES (Q3429851) (← links)
- (Q3477847) (← links)
- Time-Domain Methods for Diffusive Transport in Soft Matter (Q3642905) (← links)
- The Finite Memory Prediction of Covariance Stationary Time Series (Q3673058) (← links)
- A note on Kalman filtering for the seasonal moving average model (Q3681792) (← links)
- On the rate of convergence of the innovation representation of a moving average process (Q3687558) (← links)
- A structured state space approach to computing the likelihood of an ARIMA process and its derivatives (Q3727188) (← links)
- Estimation, Prediction, and Interpolation for ARIMA Models with Missing Data (Q3746732) (← links)
- (Q3761509) (← links)
- (Q3765083) (← links)
- A fast likelihood approximation for vector general linear processes with long series: application to fractional differencing (Q3837367) (← links)
- (Q3936080) (← links)
- (Q3943865) (← links)
- (Q3968337) (← links)
- Exact likelihood of vector autoregressive-moving average process with missing or aggregated data (Q3968344) (← links)
- Bootstrapping State-Space Models: Gaussian Maximum Likelihood Estimation and the Kalman Filter (Q4031122) (← links)
- Time series analysis for repeated surveys (Q4038794) (← links)
- A fast algorithm for the exact likelihood of stationary and partially nonstationary vector autoregressive-moving average processes (Q4320767) (← links)
- A Fast Algorithm for the Repeated Evaluation of the Likelihood of a General Linear Process for Long Series (Q4694188) (← links)
- A note on obtaining the theoretical autocovariances of an ARMA process (Q4742199) (← links)
- (Q4749055) (← links)
