Works matching IS 01439782 AND DT 2010 AND VI 31 AND IP 1
Results: 6
Bayesian analysis of multivariate Gaussian hidden Markov models with an unknown number of regimes.
- Published in:
- Journal of Time Series Analysis, 2010, v. 31, n. 1, p. 1, doi. 10.1111/j.1467-9892.2009.00635.x
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- Publication type:
- Article
Treating missing values in INAR(1) models: An application to syndromic surveillance data.
- Published in:
- Journal of Time Series Analysis, 2010, v. 31, n. 1, p. 12, doi. 10.1111/j.1467-9892.2009.00636.x
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- Publication type:
- Article
On the properties of the periodogram of a stationary long-memory process over different epochs with applications.
- Published in:
- Journal of Time Series Analysis, 2010, v. 31, n. 1, p. 20, doi. 10.1111/j.1467-9892.2009.00637.x
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- Publication type:
- Article
Local Whittle estimation of the memory parameter in presence of deterministic components.
- Published in:
- Journal of Time Series Analysis, 2010, v. 31, n. 1, p. 37, doi. 10.1111/j.1467-9892.2009.00638.x
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- Publication type:
- Article
Postmodel selection estimators of variance function for nonlinear autoregression.
- Published in:
- Journal of Time Series Analysis, 2010, v. 31, n. 1, p. 50, doi. 10.1111/j.1467-9892.2009.00639.x
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- Publication type:
- Article
Handbook of Financial Time Series.
- Published in:
- 2010
- By:
- Publication type:
- Book Review