The following pages link to (Q5326958):
Displaying 5 items.
- AR order selection in the case when the model parameters are estimated by forgetting factor least-squares algorithms (Q1048842) (← links)
- Computing stochastic continuous-time models from ARMA models (Q3360751) (← links)
- (Q3984841) (← links)
- (Q4284415) (← links)
- Consistent estimation of the number of regimes in Markov-switching autoregressive models (Q5081005) (← links)