✦ LIBER ✦

The Estimation of Parameters in Multivariate Time Series Models

✍ Scribed by G. Tunnicliffe Wilson

Book ID: 124914107
Publisher: Blackwell Publishing
Year: 1973
Tongue: English
Weight: 960 KB
Volume: 35
Category: Article
ISSN: 0035-9246
DOI: 10.2307/2985130

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Estimation of multivariate non-linear ti

Estimation of multivariate non-linear time series models

✍ A. Thavaneswaran; Bovas Abraham 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 724 KB

ESTIMATION OF MULTIVARIATE TIME SERIES

✍ B. L. Shea 📂 Article 📅 1987 🏛 John Wiley and Sons 🌐 English ⚖ 550 KB

Estimation of multivariate models for ti

Estimation of multivariate models for time series of possibly different lengths

✍ Andrew J. Patton 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 337 KB 👁 1 views

## Abstract We consider the problem of estimating parametric multivariate density models when unequal amounts of data are available on each variable. We focus in particular on the case that the unknown parameter vector may be partitioned into elements relating only to a marginal distribution and el

Multivariate time-series model to estima

Multivariate time-series model to estimate the arrival times of S-waves

✍ Tetsuo Takanami; Genshiro Kitagawa 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 475 KB

Recursive Estimation and Time-Series Ana

Recursive Estimation and Time-Series Analysis || Recursive Estimation of Time Variable Parameters in Regression Models

✍ Young, Peter C. 📂 Article 📅 2011 🏛 Springer Berlin Heidelberg ⚖ 768 KB

Estimation and model adequacy checking f

Estimation and model adequacy checking for multivariate seasonal autoregressive time series models with periodically varying parameters

✍ Eugen Ursu; Pierre Duchesne 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 662 KB