共 40 条
- [11] THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(p,q) MODELSECONOMETRIC THEORY, 2012, 28 (05) : 1065 - 1086Zhu, KeLing, Shiqing
- [13] The consequences of a potential pitfall in approximate GLS estimation of the regression model with ARMA(p, q) disturbancesAPPLIED ECONOMICS LETTERS, 1998, 5 (07) : 469 - 472Choudhury, AHPower, S
- [14] Optimization of ARMA(p, q) models for SISO Multipath Fading Channel Simulation With Arbitrary Correlation2010 IEEE 71ST VEHICULAR TECHNOLOGY CONFERENCE, 2010,Mera, DiogoTavares, Goncalo
- [15] Rate of convergence in the central limit theorem for parameter estimation in a causal, invertible ARMA(p, q) modelJOURNAL OF TIME SERIES ANALYSIS, 2013, 34 (01) : 130 - 137Sen Roy, SugataBhattacharya, Sankha
- [16] On conditional maximum likelihood estimation for INGARCH(p, q) modelsSTATISTICS & PROBABILITY LETTERS, 2016, 118 : 1 - 7Cui, YunweiWu, Rongning
- [17] A goodness-of-fit process for ARMA(p,q) models based on a modified residual autocorrelation sequenceJOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2007, 137 (09) : 2903 - 2919Ubierna, AndresVelilla, Santiago
- [18] Bayesian analysis of Box-Cox transformed linear mixed models with ARMA(p, q) dependenceJOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2005, 133 (02) : 435 - 451Lee, JCLin, TILee, KJHsu, YL
- [19] The Effect of Initial State Estimates on Just-in-Time Adaptive Disturbance EstimationIEEE TRANSACTIONS ON SEMICONDUCTOR MANUFACTURING, 2014, 27 (03) : 400 - 409Chang, Chun-ChengToprac, Anthony J.Edgar, Thomas F.Jang, Shi-Shang
- [20] Sequential and non-sequential acceptance sampling plans for autocorrelated processes using ARMA(p,q) modelsComputational Statistics, 2009, 24 : 95 - 111M. S. Aminzadeh