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A simplified GLS estimator for autoregressive moving-average models

✍ Scribed by Choudhury, Askar H.; Power, Simon

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Generalized Autoregressive Moving Averag

✍ Benjamin, Michael A; Rigby, Robert A; Stasinopoulos, D Mikis 📂 Article 📅 2003 🏛 American Statistical Association 🌐 English ⚖ 413 KB

A Method for Autoregressive-Moving Avera

✍ E. J. Hannan and L. Kavalieris 📂 Article 📅 1984 🏛 Oxford University Press 🌐 English ⚖ 974 KB

THE ESTIMATION OF PARAMETERS FOR AUTOREG

✍ Pham Dinh Tuan 📂 Article 📅 1984 🏛 John Wiley and Sons 🌐 English ⚖ 677 KB

RECURSIVE GENERALIZED M ESTIMATES FOR AU

✍ Hector Allende; Siegfried Heiler 📂 Article 📅 1992 🏛 John Wiley and Sons 🌐 English ⚖ 909 KB

Kalman filter estimation for periodic au

✍ Jimenez, C. ;McLeod, A. I. ;Hipel, K. W. 📂 Article 📅 1989 🏛 Springer 🌐 English ⚖ 728 KB

Parameter estimation of an autoregressiv

✍ Junji Nakano 📂 Article 📅 1982 🏛 Springer Japan 🌐 English ⚖ 360 KB