Pages that link to "Item:Q3332114"
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The following pages link to A UNIFIED APPROACH TO ARMA MODEL IDENTIFICATION AND PRELIMINARY ESTIMATION (Q3332114):
Displaying 8 items.
- Model specification and selection for multivariate time series (Q2293377) (← links)
- Some conventional identification procedures for ARMA(1,0) with small parameter values: A simulation study (Q2785894) (← links)
- ON SOME AMBIGUITIES ASSOCIATED WITH THE FITTING OF ARMA MODELS TO TIME SERIES (Q3685895) (← links)
- ASYMPTOTIC PROPERTIES OF SOME PRELIMINARY ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE TIME SERIES MODELS (Q3749989) (← links)
- ESTIMATION IN MULTIPLE AUTOREGRESSIVE-MOVING AVERAGE MODELS USING PERIODICITY (Q3773124) (← links)
- (Q3773126) (← links)
- On the identification of ARMA echelon-form models (Q4036388) (← links)
- On some simple, autoregression-based estimation and identification techniques for ARMA models (Q4364935) (← links)
