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Introductory Time Series with R.
- Published in:
- 2010
- By:
- Publication type:
- Book Review
A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component.
- Published in:
- Journal of Time Series Analysis, 2010, v. 31, n. 5, p. 305, doi. 10.1111/j.1467-9892.2010.00666.x
- By:
- Publication type:
- Article
A Bayesian nonlinearity test for threshold moving average models.
- Published in:
- Journal of Time Series Analysis, 2010, v. 31, n. 5, p. 329, doi. 10.1111/j.1467-9892.2010.00667.x
- By:
- Publication type:
- Article
Central limit theorems for nonparametric estimators with real-time random variables.
- Published in:
- Journal of Time Series Analysis, 2010, v. 31, n. 5, p. 337, doi. 10.1111/j.1467-9892.2010.00668.x
- By:
- Publication type:
- Article
Structure and estimation of a class of nonstationary yet nonexplosive GARCH models.
- Published in:
- Journal of Time Series Analysis, 2010, v. 31, n. 5, p. 348, doi. 10.1111/j.1467-9892.2010.00669.x
- By:
- Publication type:
- Article
A Bayesian regime-switching time-series model.
- Published in:
- Journal of Time Series Analysis, 2010, v. 31, n. 5, p. 365, doi. 10.1111/j.1467-9892.2010.00670.x
- By:
- Publication type:
- Article
Testing for nonlinear deterministic components when the order of integration is unknown.
- Published in:
- Journal of Time Series Analysis, 2010, v. 31, n. 5, p. 379, doi. 10.1111/j.1467-9892.2010.00671.x
- By:
- Publication type:
- Article
Stationarity testing under nonlinear models. Some asymptotic results.
- Published in:
- Journal of Time Series Analysis, 2010, v. 31, n. 5, p. 392, doi. 10.1111/j.1467-9892.2010.00672.x
- By:
- Publication type:
- Article