The following pages link to (Q4839930):
Displaying 10 items.
- Large Bayesian VARMAs (Q281043) (← links)
- Vector autoregressive moving average identification for macroeconomic modeling: a new methodology (Q281054) (← links)
- A type of matrix Padé approximant inspired by scalar component models (Q421849) (← links)
- A note on the initial identification of scalar component models (Q645034) (← links)
- Exact maximum likelihood estimation of structured or unit root multivariate time series models (Q959386) (← links)
- Model specification and selection for multivariate time series (Q2293377) (← links)
- (Q3462629) (← links)
- (Q3732804) (← links)
- On the identification of ARMA echelon-form models (Q4036388) (← links)
- Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form (Q5080137) (← links)