Works matching IS 01439782 AND DT 1992 AND VI 13 AND IP 2
Results: 6
ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES.
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- Journal of Time Series Analysis, 1992, v. 13, n. 2, p. 95, doi. 10.1111/j.1467-9892.1992.tb00096.x
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- Article
ALGORITHMS FOR ESTIMATION OF POSSIBLY NONSTATIONARY VECTOR TIME SERIES.
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- Journal of Time Series Analysis, 1992, v. 13, n. 2, p. 171, doi. 10.1111/j.1467-9892.1992.tb00101.x
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- Article
TESTS FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS.
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- Journal of Time Series Analysis, 1992, v. 13, n. 2, p. 109, doi. 10.1111/j.1467-9892.1992.tb00097.x
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- Article
MAXIMUM LIKELIHOOD ESTIMATORS IN THE MULTIVARIATE AUTOREGRESSIVE MOVING-AVERAGE MODEL FROM A GENERALIZED LEAST SQUARES VIEWPOINT.
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- Journal of Time Series Analysis, 1992, v. 13, n. 2, p. 133, doi. 10.1111/j.1467-9892.1992.tb00099.x
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- Article
ON THE STABILITY OF A THRESHOLD AR(1) WITHOUT INTERCEPTS.
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- Journal of Time Series Analysis, 1992, v. 13, n. 2, p. 119, doi. 10.1111/j.1467-9892.1992.tb00098.x
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- Article
APPROXIMATE DISTRIBUTION OF PARAMETER ESTIMATORS FOR FIRST-ORDER AUTOREGRESSIVE MODELS.
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- Journal of Time Series Analysis, 1992, v. 13, n. 2, p. 147, doi. 10.1111/j.1467-9892.1992.tb00100.x
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- Article