Works matching IS 01439782 AND DT 2003 AND VI 24 AND IP 5
Results: 9
Locally Optimal Tests Against Unit Roots in Seasonal Time Series Processes.
- Published in:
- Journal of Time Series Analysis, 2003, v. 24, n. 5, p. 591, doi. 10.1111/1467-9892.00324
- By:
- Publication type:
- Article
A note on estimation by least squares for harmonic component models.
- Published in:
- Journal of Time Series Analysis, 2003, v. 24, n. 5, p. 613, doi. 10.1111/1467-9892.00325
- By:
- Publication type:
- Article
Simulating a class of stationary Gaussian processes using the Davies–Harte algorithm, with application to long memory processes.
- Published in:
- Journal of Time Series Analysis, 2003, v. 24, n. 5, p. 505, doi. 10.1111/1467-9892.00318
- By:
- Publication type:
- Article
Decomposition of Time Series Dynamic Linear Models.
- Published in:
- Journal of Time Series Analysis, 2003, v. 24, n. 5, p. 513, doi. 10.1111/1467-9892.00319
- By:
- Publication type:
- Article
A Dynamic Factor Model.
- Published in:
- Journal of Time Series Analysis, 2003, v. 24, n. 5, p. 529, doi. 10.1111/1467-9892.00320
- By:
- Publication type:
- Article
Testing for Linear Trend with Application to Relative Primary Commodity Prices.
- Published in:
- Journal of Time Series Analysis, 2003, v. 24, n. 5, p. 539, doi. 10.1111/1467-9892.00321
- By:
- Publication type:
- Article
Tests for non-correlation of two cointegrated ARMA time series.
- Published in:
- Journal of Time Series Analysis, 2003, v. 24, n. 5, p. 553, doi. 10.1111/1467-9892.00322
- By:
- Publication type:
- Article
Extremes of Some Sub-Sampled Time Series.
- Published in:
- Journal of Time Series Analysis, 2003, v. 24, n. 5, p. 579, doi. 10.1111/1467-9892.00320
- By:
- Publication type:
- Article
Table of Contents.
- Published in:
- 2003
- Publication type:
- Table of Contents