• ITSM2000

  • Referenced in 11 articles [sw16941]
  • core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series ... expanded section on continuous-time ARMA processes...
  • glarma

  • Referenced in 5 articles [sw23274]
  • conditional on initializing values for the ARMA process) optimized using Fisher scoring or Newton Raphson...
  • ts.extend

  • Referenced in 1 article [sw40070]
  • package ts.extend: Stationary Gaussian ARMA Processes and Other Time-Series Utilities. Stationary Gaussian ARMA processes ... covariance/auto-correlation for a stationary Gaussian ARMA process, as well as the probability functions (density...
  • SPEKTR

  • Referenced in 1 article [sw26577]
  • spectral characteristics of the one-dimensional random processes by their realizations. Using the subroutines ... estimate the time series spectrum along the ARMA mathematical model. Some subroutines for the statistical...
  • EViews

  • Referenced in 39 articles [sw00254]
  • Eviews supports general statistical analysis and econometric analyses...
  • ITSM

  • Referenced in 16 articles [sw00461]
  • ITSM (Interactive Time Series Modelling) 6.0 is an...
  • LAPACK

  • Referenced in 1695 articles [sw00503]
  • LAPACK is written in Fortran 90 and provides...
  • Maple

  • Referenced in 5363 articles [sw00545]
  • The result of over 30 years of cutting...
  • Mathematica

  • Referenced in 6337 articles [sw00554]
  • Almost any workflow involves computing results, and that...
  • Matlab

  • Referenced in 13460 articles [sw00558]
  • MATLAB® is a high-level language and interactive...
  • NAG

  • Referenced in 423 articles [sw00610]
  • Produced by experts for use in a variety...
  • OxMetrics

  • Referenced in 14 articles [sw00664]
  • OxMetrics™ A family of of software packages providing...
  • R

  • Referenced in 9810 articles [sw00771]
  • R is a language and environment for statistical...
  • REDUCE

  • Referenced in 746 articles [sw00789]
  • REDUCE is an interactive system for general algebraic...
  • ROBETH

  • Referenced in 43 articles [sw00811]
  • ROBETH is the program library for robust statistical...
  • SIMANN

  • Referenced in 13 articles [sw02517]
  • Simulated annealing is a global optimization method that...
  • MINITAB

  • Referenced in 208 articles [sw02865]
  • Analyze your data and improve your products and...
  • AS 191

  • Referenced in 3 articles [sw03889]
  • Algorithm AS 191. An algorithm for approximate likelihood...
  • SeDuMi

  • Referenced in 1272 articles [sw04002]
  • SeDuMi is a Matlab toolbox for solving optimization...