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  • ITSM2000
  • Referenced in 19 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 1702 articles [sw00503]
  • LAPACK is written in Fortran 90 and provides...

  • Maple
  • Referenced in 5373 articles [sw00545]
  • The result of over 30 years of cutting...

  • Mathematica
  • Referenced in 6355 articles [sw00554]
  • Almost any workflow involves computing results, and that...

  • Matlab
  • Referenced in 13544 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 9969 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 1281 articles [sw04002]
  • SeDuMi is a Matlab toolbox for solving optimization...