Works matching IS 01439782 AND DT 1997 AND VI 18 AND IP 4
Results: 8
Goodness-of-fit tests for autoregressive processes.
- Published in:
- Journal of Time Series Analysis, 1997, v. 18, n. 4, p. 321, doi. 10.1111/1467-9892.00053
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- Article
Spurious regressions between I(1) processes with long memory errors.
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- Journal of Time Series Analysis, 1997, v. 18, n. 4, p. 341, doi. 10.1111/1467-9892.00054
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- Article
The zero-crossing rate of pth-order autoregressive processes.
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- Journal of Time Series Analysis, 1997, v. 18, n. 4, p. 355, doi. 10.1111/1467-9892.00055
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- Article
A note on L[sub 1] density estimation for linear processes.
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- Journal of Time Series Analysis, 1997, v. 18, n. 4, p. 375, doi. 10.1111/1467-9892.00056
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- Article
Asymptotic theory for certain regression models with long memory errors.
- Published in:
- Journal of Time Series Analysis, 1997, v. 18, n. 4, p. 385, doi. 10.1111/1467-9892.00057
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- Article
A Parametric approach to testing the null of cointegration.
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- Journal of Time Series Analysis, 1997, v. 18, n. 4, p. 395, doi. 10.1111/1467-9892.00058
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- Article
On backward periodic autoregressive processes.
- Published in:
- Journal of Time Series Analysis, 1997, v. 18, n. 4, p. 415, doi. 10.1111/1467-9892.00059
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- Article
Multivariate modelling of the autoregressive random variance process.
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- Journal of Time Series Analysis, 1997, v. 18, n. 4, p. 429, doi. 10.1111/1467-9892.00060
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- Article