Pages that link to "Item:Q2654185"
From MaRDI portal
The following pages link to Estimating parameters of a multiple autoregressive model by the modified maximum likelihood method (Q2654185):
Displaying 12 items.
- Efficient and robust estimation for autoregressive regression models using shape mixtures of skew \(t\) normal distribution (Q2157393) (← links)
- A Robust Control Chart for Monitoring the Mean of an Autocorrelated Process (Q2943793) (← links)
- Modified Maximum-Likelihood Method for Non-Normal Time Series Revisited (Q3155268) (← links)
- Multiple Linear Regression Model Under Nonnormality (Q3155409) (← links)
- (Q3354940) (← links)
- Maximum likelihood estimation of the autoregressive model by relaxation on the reflection coefficients (Q3807997) (← links)
- MAXIMUM LIKELIHOOD ESTIMATION FOR AUTOREGRESSIVE PROCESSES DISTURBED BY A MOVING AVERAGE (Q4272780) (← links)
- Efficient algorithms for robust estimation in autoregressive regression models using Student’s<i>t</i>distribution (Q5087940) (← links)
- Modified Maximum Likelihood Estimation in First-Order Autoregressive Moving Average Models with some Non-Normal Residuals (Q5152287) (← links)
- Estimation of parameters and eigenmodes of multivariate autoregressive models (Q5460989) (← links)
- Robust estimation using multivariate <i>t</i> innovations for vector autoregressive models via ECM algorithm (Q5861541) (← links)
- (Q5889912) (← links)