Pages that link to "Item:Q4720615"
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The following pages link to ESTIMATION OF MULTIVARIATE TIME SERIES (Q4720615):
Displaying 12 items.
- Derivation of the unconditional state-covariance matrix for exact maximum-likelihood estimation of ARMA models (Q803700) (← links)
- Exact maximum likelihood estimation of structured or unit root multivariate time series models (Q959386) (← links)
- SUR estimation of multiple time-series models with heteroscedasticity and serial correlation of unknown form (Q1391607) (← links)
- Degrees of freedom of a time series (Q1602032) (← links)
- Analysis of variance for multivariate time series (Q1640652) (← links)
- Superefficient estimation of multivariate trend. (Q1856521) (← links)
- Estimating multivariate autoregressive moving average models by fitting long autoregressions (Q3474141) (← links)
- Computing optimal adjustment schemes for the general tool-wear problem (Q4355595) (← links)
- On time-irreversibility and other non-linear features in time series (Q4490159) (← links)
- Goodness‐of‐fit tests of normality for the innovations in ARMA models (Q4677019) (← links)
- Goodness-of-fit tests for Laplace, Gaussian and exponential power distributions based on <i>λ</i>-th power skewness and kurtosis (Q5880773) (← links)
- An effectiveness study of the Bayesian inference with multivariate autoregressive moving average processes (Q6141692) (← links)
