Pages that link to "Item:Q485924"
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The following pages link to Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models (Q485924):
Displaying 12 items.
- Modified Schwarz and Hannan-Quinn information criteria for weak VARMA models (Q300778) (← links)
- Estimating structural VARMA models with uncorrelated but non-independent error terms (Q631613) (← links)
- Estimating the asymptotic variance matrix of the QMLE of weak multivariate ARMA models (Q639606) (← links)
- On least-squares estimation of the residual variance in the first-order moving average model. (Q1285512) (← links)
- Asymptotic distributions for quasi-efficient estimators in echelon VARMA models (Q1623428) (← links)
- Asymptotic variance of test statistics in the ML and QML frameworks (Q2223179) (← links)
- Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator (Q2666046) (← links)
- On the numerical evaluation of the theoretical variance‐covariance matrix of least squares estimators for echelon‐form varma models (Q4490202) (← links)
- Quaternion VAR Modelling and Estimation (Q4582037) (← links)
- Approximate Asymptotic Variance-Covariance Matrix for the Whittle Estimators of GAR(1) Parameters (Q4921636) (← links)
- Estimating weak periodic vector autoregressive time series (Q6064239) (← links)
- Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error terms (Q6067649) (← links)
