Works matching IS 01439782 AND DT 2012 AND VI 33 AND IP 1
Results: 14
Non-Parametric Econometrics.
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- Journal of Time Series Analysis, 2012, v. 33, n. 1, p. 175, doi. 10.1111/j.1467-9892.2011.00743.x
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Frequency and phase estimation in time series with quasi periodic components.
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- Journal of Time Series Analysis, 2012, v. 33, n. 1, p. 13, doi. 10.1111/j.1467-9892.2011.00736.x
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Statistical tests for a single change in mean against long-range dependence.
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- Journal of Time Series Analysis, 2012, v. 33, n. 1, p. 131, doi. 10.1111/j.1467-9892.2011.00747.x
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Subsampling inference for the mean of heavy-tailed long-memory time series.
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- Journal of Time Series Analysis, 2012, v. 33, n. 1, p. 96, doi. 10.1111/j.1467-9892.2011.00742.x
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- Article
Selection of weak VARMA models by modified Akaike's information criteria.
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- Journal of Time Series Analysis, 2012, v. 33, n. 1, p. 121, doi. 10.1111/j.1467-9892.2011.00746.x
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Weighted scatter estimation method of the GO-GARCH models.
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- Journal of Time Series Analysis, 2012, v. 33, n. 1, p. 81, doi. 10.1111/j.1467-9892.2011.00741.x
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- Article
Statistical Methods for Trend Detection and Analysis in the Environmental Sciences.
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- Journal of Time Series Analysis, 2012, v. 33, n. 1, p. 176, doi. 10.1111/j.1467-9892.2011.00745.x
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Limit theorems for the discount sums of moving averages.
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- Journal of Time Series Analysis, 2012, v. 33, n. 1, p. 1, doi. 10.1111/j.1467-9892.2011.00727.x
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Multi-variate stochastic volatility modelling using Wishart autoregressive processes.
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- Journal of Time Series Analysis, 2012, v. 33, n. 1, p. 48, doi. 10.1111/j.1467-9892.2011.00738.x
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Limit theory for a general class of GARCH models with just barely infinite variance.
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- Journal of Time Series Analysis, 2012, v. 33, n. 1, p. 161, doi. 10.1111/j.1467-9892.2011.00749.x
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Efficient estimation and particle filter for max-stable processes.
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- Journal of Time Series Analysis, 2012, v. 33, n. 1, p. 61, doi. 10.1111/j.1467-9892.2011.00740.x
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Maximum entropy models for general lag patterns.
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- Journal of Time Series Analysis, 2012, v. 33, n. 1, p. 112, doi. 10.1111/j.1467-9892.2011.00744.x
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Unit root bootstrap tests under infinite variance.
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- Journal of Time Series Analysis, 2012, v. 33, n. 1, p. 32, doi. 10.1111/j.1467-9892.2011.00737.x
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- Article
High-frequency sampling of a continuous-time ARMA process.
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- Journal of Time Series Analysis, 2012, v. 33, n. 1, p. 152, doi. 10.1111/j.1467-9892.2011.00748.x
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- Article