Pages that link to "Item:Q5080137"
From MaRDI portal
The following pages link to Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form (Q5080137):
Displaying 8 items.
- Large Bayesian VARMAs (Q281043) (← links)
- Vector autoregressive moving average identification for macroeconomic modeling: a new methodology (Q281054) (← links)
- On weak identification in structural VARMA models (Q1673503) (← links)
- Estimation and forecasting in vector autoregressive moving average models for rich datasets (Q1680191) (← links)
- A complete VARMA modelling methodology based on scalar components (Q3552837) (← links)
- USING VARMA TECHNIQUE TO MEASURE THE PERFORMANCE QUALITY OF E-SERVICE-FIFA2014 (Q5204680) (← links)
- Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages (Q6107231) (← links)
- Identification of canonical models for vectors of time series: a subspace approach (Q6579386) (← links)