Works matching IS 01439782 AND DT 1987 AND VI 8 AND IP 1
Results: 10
DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE.
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- Journal of Time Series Analysis, 1987, v. 8, n. 1, p. 21, doi. 10.1111/j.1467-9892.1987.tb00418.x
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- Article
EXACT MAXIMUM LIKELIHOOD ESTIMATE AND LAGRANGE MULTIPLIER TEST STATISTIC FOR ARMA MODELS.
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- Journal of Time Series Analysis, 1987, v. 8, n. 1, p. 61, doi. 10.1111/j.1467-9892.1987.tb00421.x
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- Article
DETECTION OF PERIODICITIES BY HIGHER-ORDER CROSSINGS.
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- Journal of Time Series Analysis, 1987, v. 8, n. 1, p. 39, doi. 10.1111/j.1467-9892.1987.tb00419.x
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- Article
THE ASYMPTOTIC PROPERTIES OF THE SAMPLE AUTOCORRELATIONS FOR A MULTIPLE AUTOREGRESSIVE PROCESS WITH ONE UNIT ROOT.
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- Journal of Time Series Analysis, 1987, v. 8, n. 1, p. 79, doi. 10.1111/j.1467-9892.1987.tb00422.x
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- Article
DISTRIBUTIONS OF LEAST SQUARES ESTIMATORS OF AUTOREGRESSIVE PARAMETERS FOR A PROCESS WITH COMPLEX ROOTS ON THE UNIT CIRCLE.
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- Journal of Time Series Analysis, 1987, v. 8, n. 1, p. 1, doi. 10.1111/j.1467-9892.1987.tb00416.x
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- Article
THIRD ORDER ASYMPTOTIC PROPERTIES OF BLUE AND LSE FOR A REGRESSION MODEL WITH ARMA RESIDUAL.
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- Journal of Time Series Analysis, 1987, v. 8, n. 1, p. 111, doi. 10.1111/j.1467-9892.1987.tb00424.x
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- Article
TIME SERIES ANALYSIS OF BOUNDED ECONOMIC VARIABLES.
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- Journal of Time Series Analysis, 1987, v. 8, n. 1, p. 115, doi. 10.1111/j.1467-9892.1987.tb00425.x
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- Article
RATE OF CONVERGENCE OF CENTRED ESTIMATES OF AUTOREGRESSIVE PARAMETERS FOR INFINITE VARIANCE AUTOREGRESSIONS.
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- Journal of Time Series Analysis, 1987, v. 8, n. 1, p. 51, doi. 10.1111/j.1467-9892.1987.tb00420.x
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- Article
A NOTE ON ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH ROOTS ON THE UNIT CIRCLE.
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- Journal of Time Series Analysis, 1987, v. 8, n. 1, p. 15, doi. 10.1111/j.1467-9892.1987.tb00417.x
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- Article
ESTIMATION OF MULTIVARIATE TIME SERIES.
- Published in:
- Journal of Time Series Analysis, 1987, v. 8, n. 1, p. 95, doi. 10.1111/j.1467-9892.1987.tb00423.x
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- Article