
ITSM2000
 Referenced in 11 articles
[sw16941]
 core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series ... expanded section on continuoustime 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 TimeSeries Utilities. Stationary Gaussian ARMA processes ... covariance/autocorrelation for a stationary Gaussian ARMA process, as well as the probability functions (density...

SPEKTR
 Referenced in 1 article
[sw26577]
 spectral characteristics of the onedimensional 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 highlevel 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...