Varma Process Links

These links are the first page of a search on www.google.com

Back to varma.net

Testing for Short Term Memory in a VARMA Process. Adjunct professor
Lars-Erik Oller (lars-erik.oller@konj.se); Dr Timothy Oke. ...
www.hhs.se/stat/research/varma.htm - 6k -
- Similar pages

State Space Representation of a VARMA Process
next up previous Next: Background and Definitions Up: PLSBALANCED, AND CANONICAL
Previous: Introduction. State Space Representation of a VARMA Process. ...
heron.tc.clarkson.edu/~incinc96/zdir6/node2.html - 5k -
- Similar pages

PLS, BALANCED, AND CANONICAL VARIATE REALIZATION TECHNIQUES ...
... in state space. An example VARMA process model is used to generate data, carry out
modeling activities, and compare the three model development techniques. All ...
heron.tc.clarkson.edu/~incinc96/zdir6/cinar.html - 6k -
- Similar pages
[ More results from heron.tc.clarkson.edu ]

Testing for Short Memory in a Varma Process
... Handle: RePEc:fth:nainer:56. Title: Testing for Short Memory in a Varma
Process. Author-name: Oke, T. Author-name: Oller, LE. ...
netec.wustl.edu/BibEc/data/Papers/fthnainer56.html - 8k -
- Similar pages

Structural Equation Modeling (SEM) Festschrift published by SSI ...
... from other available expressions for the covariance function of a stationary VARMA
process in that it is not recursive, it can handle initial nonstationarity ...
www.ssicentral.com/festschrift/chapte14.htm - 10k -
- Similar pages

National Institute of Economic Research- -- National Institute ...
... Year 2000. by Ostblom, G 17.- RePEc:fth:nainer:56 Testing for Short Memory in a
Varma Process by Oke, T. & Oller, LE 18.- RePEc:fth:nainer:57 Investment Plan ...
netec.mcc.ac.uk/BibEc/data/fthnainer.html - 19k -
- Similar pages