✦ LIBER ✦

A NOTE ON SQUARE ROOT FILTERING FOR VECTOR AUTOREGRESSIVE MOVING-AVERAGE MODELS

✍ Scribed by Craig F. Ansley; Robert Kohn

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A Note on the Information Matrix for Mul

✍ E. J. Godolphin; J. D. Godolphin 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 508 KB

Testing for a Unit Root in Autoregressiv

✍ Dong Wan Shin; Sahadeb Sarkar 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 174 KB

A GENERALIZED LEAST-SQUARES APPROACH FOR

✍ Sergio Koreisha; Tarmo Pukkila 📂 Article 📅 1990 🏛 John Wiley and Sons 🌐 English ⚖ 590 KB

A NOTE ON THE GENERATION OF INDEPENDENT

✍ B. L. Shea 📂 Article 📅 1988 🏛 John Wiley and Sons 🌐 English ⚖ 331 KB

A note on covariance-invariant digital f

✍ Kinkel, J.; Perl, J.; Scharf, L.; Stubberud, A. 📂 Article 📅 1979 🏛 IEEE ⚖ 320 KB

A generalized least squares estimation m

✍ Rafael Flores de Frutos; Gregorio R. Serrano 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 50 KB