Large sample properties of spectral estimators for a class of stationary nonlinear processes.
- Published in:
- Journal of Time Series Analysis, 2005, v. 26, n. 1, p. 1, doi. 10.1111/j.1467-9892.2005.00387.x
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- Publication type:
- Article
Works matching IS 01439782 AND DT 2005 AND VI 26 AND IP 1
Results: 11
1
2
Difference Equations for the Higher Order Moments and Cumulants of the INAR(p) Model.
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- Journal of Time Series Analysis, 2005, v. 26, n. 1, p. 17, doi. 10.1111/j.1467-9892.2005.00388.x
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- Publication type:
- Article
3
Estimating the Rank of the Spectral Density Matrix.
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- Journal of Time Series Analysis, 2005, v. 26, n. 1, p. 37, doi. 10.1111/j.1467-9892.2005.00389.x
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- Publication type:
- Article
4
Robust and powerful serial correlation tests with new robust estimates in ARX models.
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- Journal of Time Series Analysis, 2005, v. 26, n. 1, p. 49, doi. 10.1111/j.1467-9892.2005.00390.x
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- Publication type:
- Article
5
Testing Non-Correlation and Non-Causality between Multivariate ARMA Time Series.
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- Journal of Time Series Analysis, 2005, v. 26, n. 1, p. 83, doi. 10.1111/j.1467-9892.2005.00391.x
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- Publication type:
- Article
6
Outlier Detection And Estimation In NonLinear Time Series.
- Published in:
- Journal of Time Series Analysis, 2005, v. 26, n. 1, p. 107, doi. 10.1111/j.1467-9892.2005.00392.x
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- Publication type:
- Article
7
Unit-root testing against the alternative hypothesis of up tomstructural breaks.
- Published in:
- Journal of Time Series Analysis, 2005, v. 26, n. 1, p. 123, doi. 10.1111/j.1467-9892.2005.00393.x
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- Publication type:
- Article
8
Testing for EGARCH Against Stochastic Volatility Models.
- Published in:
- Journal of Time Series Analysis, 2005, v. 26, n. 1, p. 135, doi. 10.1111/j.1467-9892.2005.00394.x
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- Publication type:
- Article
9
Book Reviews 1.
- Published in:
- 2005
- By:
- Publication type:
- Book Review
10
Book Reviews 2.
- Published in:
- 2005
- Publication type:
- Book Review
11
Erratum.
- Published in:
- 2005
- Publication type:
- Correction Notice