Pages that link to "Item:Q4036388"
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The following pages link to On the identification of ARMA echelon-form models (Q4036388):
Displaying 10 items.
- 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)
- Identification of refined ARMA echelon form models for multivariate time series (Q1914685) (← links)
- Use of canonical analysis in time series model identification (Q3696345) (← links)
- (Q3979224) (← links)
- ORDER IDENTIFICATION STATISTICS IN STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS:VECTOR AUTOCORRELATIONS AND THE BOOTSTRAP (Q4021568) (← links)
- (Q4733260) (← links)
- Suboptimal identification of nonlinear ARMA models using an orthogonality approach (Q4868138) (← links)
- Identification of canonical models for vectors of time series: a subspace approach (Q6579386) (← links)
- Practical Methods for Modeling Weak VARMA Processes: Identification, Estimation and Specification With a Macroeconomic Application (Q6620935) (← links)
