Works matching IS 01439782 AND DT 2004 AND VI 25 AND IP 6
Results: 7
Reversible Jump Markov Chain Monte Carlo Strategies for Bayesian Model Selection in Autoregressive Processes.
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- Journal of Time Series Analysis, 2004, v. 25, n. 6, p. 785, doi. 10.1111/j.1467-9892.2004.00380.x
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- Article
On The Peña–Box Model.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 6, p. 811, doi. 10.1111/j.1467-9892.2004.00381.x
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- Article
Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series.
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- Journal of Time Series Analysis, 2004, v. 25, n. 6, p. 831, doi. 10.1111/j.1467-9892.2004.00382.x
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- Article
Time-scale transformations of discrete time processes.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 6, p. 873, doi. 10.1111/j.1467-9892.2004.00383.x
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- Article
A Joint Regression Variable and Autoregressive Order Selection Criterion.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 6, p. 923, doi. 10.1111/j.1467-9892.2004.00385.x
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- Article
Semiparametric Bayesian Inference of Long-Memory Stochastic Volatility Models.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 6, p. 895, doi. 10.1111/j.1467-9892.2004.00384.x
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- Article
Journal of Time Series Analysis.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 6, p. 943, doi. 10.1111/j.1467-9892.2004.00386.x
- Publication type:
- Article