Pages that link to "Item:Q4387651"
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The following pages link to Numerical computation of asymptotic covariance matrix of the gaussian estimators for vector arrla models (Q4387651):
Displaying 6 items.
- Computation of vector ARMA autocovariances (Q514119) (← links)
- On the asymptotic relative efficiency of Gaussian and least squares estimators for vector ARMA models (Q1340296) (← links)
- Asymptotic distributions for quasi-efficient estimators in echelon VARMA models (Q1623428) (← links)
- On the Fisher information matrix of a vector ARMA process (Q2453004) (← links)
- Computing the covariance matrix of QML estimators for a state space model (Q2493868) (← links)
- On the numerical evaluation of the theoretical variance‐covariance matrix of least squares estimators for echelon‐form varma models (Q4490202) (← links)
