Works matching IS 01439782 AND DT 2006 AND VI 27 AND IP 3
Results: 6
A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks.
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- Journal of Time Series Analysis, 2006, v. 27, n. 3, p. 381, doi. 10.1111/j.1467-9892.2006.00478.x
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- Article
Dynamics of Model Overfitting Measured in terms of Autoregressive Roots.
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- Journal of Time Series Analysis, 2006, v. 27, n. 3, p. 347, doi. 10.1111/j.1467-9892.2006.00468.x
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- Article
Impact of the Sampling Rate on the Estimation of the Parameters of Fractional Brownian Motion.
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- Journal of Time Series Analysis, 2006, v. 27, n. 3, p. 367, doi. 10.1111/j.1467-9892.2005.00470.x
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- Article
Local Asymptotic Distributions of Stationarity Tests.
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- Journal of Time Series Analysis, 2006, v. 27, n. 3, p. 323, doi. 10.1111/j.1467-9892.2005.00471.x
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- Article
Inference for pth-order random coefficient integer-valued autoregressive processes.
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- Journal of Time Series Analysis, 2006, v. 27, n. 3, p. 411, doi. 10.1111/j.1467-9892.2006.00472.x
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- Article
A Modified Nonparametric Prewhitened Covariance Estimator.
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- Journal of Time Series Analysis, 2006, v. 27, n. 3, p. 441, doi. 10.1111/j.1467-9892.2006.00477.x
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- Article