Works matching IS 01439782 AND DT 1993 AND VI 14 AND IP 3
Results: 9
EXPECTATION-MAXIMIZATION ALGORITHMS AND THE ESTIMATION OF TIME SERIES MODELS IN THE PRESENCE OF OUTLIERS.
- Published in:
- Journal of Time Series Analysis, 1993, v. 14, n. 3, p. 221, doi. 10.1111/j.1467-9892.1993.tb00140.x
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- Article
THE EFFECT OF AGGREGATION ON PREDICTION IN AUTOREGRESSIVE INTEGRATED MOVING-AVERAGE MODELS.
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- Journal of Time Series Analysis, 1993, v. 14, n. 3, p. 261, doi. 10.1111/j.1467-9892.1993.tb00143.x
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- Article
THE DISTRIBUTION OF NONSTATIONARY AUTOREGRESSIVE PROCESSES UNDER GENERAL NOISE CONDITIONS.
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- Journal of Time Series Analysis, 1993, v. 14, n. 3, p. 317, doi. 10.1111/j.1467-9892.1993.tb00148.x
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- Article
ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS.
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- Journal of Time Series Analysis, 1993, v. 14, n. 3, p. 247, doi. 10.1111/j.1467-9892.1993.tb00142.x
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- Article
ON THE INVERTIBILITY OF MULTIVARIATE LINEAR PROCESSES.
- Published in:
- Journal of Time Series Analysis, 1993, v. 14, n. 3, p. 305, doi. 10.1111/j.1467-9892.1993.tb00147.x
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- Article
A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION.
- Published in:
- Journal of Time Series Analysis, 1993, v. 14, n. 3, p. 271, doi. 10.1111/j.1467-9892.1993.tb00144.x
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- Article
BIAS IN AN ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER.
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- Journal of Time Series Analysis, 1993, v. 14, n. 3, p. 235, doi. 10.1111/j.1467-9892.1993.tb00141.x
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- Article
NON-STATIONARY AUTOREGRESSIVE MOVING-AVERAGE PROCESSES WITH INFINITE VARIANCE.
- Published in:
- Journal of Time Series Analysis, 1993, v. 14, n. 3, p. 297, doi. 10.1111/j.1467-9892.1993.tb00146.x
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- Article
YULE-WALKER ESTIMATES FOR CONTINUOUS-TIME AUTOREGRESSIVE MODELS.
- Published in:
- Journal of Time Series Analysis, 1993, v. 14, n. 3, p. 281, doi. 10.1111/j.1467-9892.1993.tb00145.x
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- Article