Works matching IS 01439782 AND DT 1995 AND VI 16 AND IP 5
Results: 7
A NOTE ON THE EMBEDDING OF DISCRETE-TIME ARMA PROCESSES.
- Published in:
- Journal of Time Series Analysis, 1995, v. 16, n. 5, p. 451, doi. 10.1111/j.1467-9892.1995.tb00246.x
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- Article
A NOTE ON TESTING FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS IN THE FREQUENCY DOMAIN.
- Published in:
- Journal of Time Series Analysis, 1995, v. 16, n. 5, p. 499, doi. 10.1111/j.1467-9892.1995.tb00250.x
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- Article
THRESHOLD VARIABLE SELECTION IN OPEN-LOOP THRESHOLD AUTOREGRESSIVE MODELS.
- Published in:
- Journal of Time Series Analysis, 1995, v. 16, n. 5, p. 461, doi. 10.1111/j.1467-9892.1995.tb00247.x
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- Article
BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS.
- Published in:
- Journal of Time Series Analysis, 1995, v. 16, n. 5, p. 483, doi. 10.1111/j.1467-9892.1995.tb00248.x
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- Article
ESTIMATING FINITE SAMPLE CRITICAL VALUES FOR UNIT ROOT TESTS USING PURE RANDOM WALK PROCESSES:A NOTE.
- Published in:
- Journal of Time Series Analysis, 1995, v. 16, n. 5, p. 493, doi. 10.1111/j.1467-9892.1995.tb00249.x
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- Article
A CONDITIONAL LEAST SQUARES APPROACH TO BILINEAR TIME SERIES ESTIMATION.
- Published in:
- Journal of Time Series Analysis, 1995, v. 16, n. 5, p. 509, doi. 10.1111/j.1467-9892.1995.tb00251.x
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- Article
AN APPLICATION OF THE SCHUR-COHN ALGORITHM TO TIME SERIES ANALYSIS.
- Published in:
- Journal of Time Series Analysis, 1995, v. 16, n. 5, p. 445, doi. 10.1111/j.1467-9892.1995.tb00245.x
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- Article