Works matching IS 01439782 AND DT 1998 AND VI 19 AND IP 3
Results: 9
Long-range Dependence: Revisiting Aggregation with Wavelets.
- Published in:
- Journal of Time Series Analysis, 1998, v. 19, n. 3, p. 253, doi. 10.1111/1467-9892.00090
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- Publication type:
- Article
Error-correction Mechanism Tests for Cointegration in a Single-equation Framework.
- Published in:
- Journal of Time Series Analysis, 1998, v. 19, n. 3, p. 267, doi. 10.1111/1467-9892.00091
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- Publication type:
- Article
A Difference Estimator for Testing Equality of Variances for Paired Time Series.
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- Journal of Time Series Analysis, 1998, v. 19, n. 3, p. 285, doi. 10.1111/1467-9892.00092
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- Publication type:
- Article
Consistent Estimation of Linear and Non-linear Autoregressive Models with Markov Regime.
- Published in:
- Journal of Time Series Analysis, 1998, v. 19, n. 3, p. 291, doi. 10.1111/1467-9892.00093
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- Publication type:
- Article
Tests for Harmonic Components in the Spectra of Categorical Time Series.
- Published in:
- Journal of Time Series Analysis, 1998, v. 19, n. 3, p. 309, doi. 10.1111/1467-9892.00094
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- Publication type:
- Article
Testing for Unit Roots in Monthly Time Series.
- Published in:
- Journal of Time Series Analysis, 1998, v. 19, n. 3, p. 349, doi. 10.1111/1467-9892.00096
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- Publication type:
- Article
Testing for a Structural Break at Unknown Date with Long-memory Disturbances.
- Published in:
- Journal of Time Series Analysis, 1998, v. 19, n. 3, p. 369, doi. 10.1111/1467-9892.00097
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- Publication type:
- Article
Book Review.
- Published in:
- 1998
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- Publication type:
- Book Review
Dickey–Fuller, Lagrange Multiplier and Combined Tests for a Unit Root in Autoregressive Time Series.
- Published in:
- Journal of Time Series Analysis, 1998, v. 19, n. 3, p. 325, doi. 10.1111/1467-9892.00095
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- Publication type:
- Article