✦ LIBER ✦

ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS

✍ Scribed by Poskitt, D.S.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A Note on the Specification and Estimati

✍ D. S. Poskitt 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 251 KB

Estimation of Common Long-Memory Compone

✍ Jesus Gonzalo and Clive Granger 📂 Article 📅 1995 🏛 American Statistical Association 🌐 English ⚖ 403 KB

Nonstationary term premia and cointegrat

✍ Kai Carstensen 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 73 KB

The Identification and Parameterization

✍ E. J. Hannan 📂 Article 📅 1976 🏛 John Wiley and Sons 🌐 English ⚖ 284 KB

On the validity and identification of lo

✍ Sau-Him Paul Lau 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 97 KB

On the estimation of an advertising-augm

✍ Martyn Duffy 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 140 KB