✦ LIBER ✦

A note on an iterative least-squares estimation method for ARMA and VARMA models

✍ Scribed by George Kapetanios

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A note on estimation by least squares fo

✍ A. M. Walker 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 157 KB

A Note on Least Squares Estimation by th

✍ Kailath, Thomas 📂 Article 📅 1972 🏛 Society for Industrial and Applied Mathematics ⚖ 759 KB

Asymptotic canonical forms and iterated

✍ Huming Zhang 📂 Article 📅 1996 🏛 Institute of Applied Mathematics, Chinese Academy 🌐 English ⚖ 888 KB

A note on an error estimate for least sq

✍ C. L. Frenzen 📂 Article 📅 1986 🏛 Springer Netherlands 🌐 English ⚖ 133 KB

On the LIML estimation of a structural e

✍ N.S. Revankar 📂 Article 📅 1981 🏛 Elsevier Science 🌐 English ⚖ 275 KB

On the Asymptotic Relative Efficiency of

✍ D.S. Poskitt; M.O. Salau 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 780 KB