Works matching IS 01439782 AND DT 2012 AND VI 33 AND IP 2
Results: 14
The averaged periodogram estimator for a power law in coherency.
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- Journal of Time Series Analysis, 2012, v. 33, n. 2, p. 340, doi. 10.1111/j.1467-9892.2011.00770.x
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Improved multivariate portmanteau test.
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- Journal of Time Series Analysis, 2012, v. 33, n. 2, p. 211, doi. 10.1111/j.1467-9892.2011.00752.x
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- Article
Empirical likelihood in long-memory time series models.
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- Journal of Time Series Analysis, 2012, v. 33, n. 2, p. 269, doi. 10.1111/j.1467-9892.2011.00756.x
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Fast continuous-discrete DAF-filters.
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- Journal of Time Series Analysis, 2012, v. 33, n. 2, p. 193, doi. 10.1111/j.1467-9892.2011.00751.x
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- Article
Overlapped grouping periodogram test for detecting multiple hidden periodicities in mixed spectra.
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- Journal of Time Series Analysis, 2012, v. 33, n. 2, p. 255, doi. 10.1111/j.1467-9892.2011.00755.x
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- Article
A single series representation of multiple independent ARMA processes.
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- Journal of Time Series Analysis, 2012, v. 33, n. 2, p. 304, doi. 10.1111/j.1467-9892.2011.00766.x
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Generalized information criterion.
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- Journal of Time Series Analysis, 2012, v. 33, n. 2, p. 287, doi. 10.1111/j.1467-9892.2011.00759.x
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A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes.
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- Journal of Time Series Analysis, 2012, v. 33, n. 2, p. 177, doi. 10.1111/j.1467-9892.2011.00750.x
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- Article
The autodependogram: a graphical device to investigate serial dependences.
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- Journal of Time Series Analysis, 2012, v. 33, n. 2, p. 233, doi. 10.1111/j.1467-9892.2011.00754.x
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- Article
The restricted likelihood ratio test for autoregressive processes.
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- Journal of Time Series Analysis, 2012, v. 33, n. 2, p. 325, doi. 10.1111/j.1467-9892.2011.00769.x
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- Article
On robust spectral analysis by least absolute deviations.
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- Journal of Time Series Analysis, 2012, v. 33, n. 2, p. 298, doi. 10.1111/j.1467-9892.2011.00760.x
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Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model.
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- Journal of Time Series Analysis, 2012, v. 33, n. 2, p. 223, doi. 10.1111/j.1467-9892.2011.00753.x
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A note on mean squared prediction error under the unit root model with deterministic trend.
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- Journal of Time Series Analysis, 2012, v. 33, n. 2, p. 276, doi. 10.1111/j.1467-9892.2011.00757.x
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A refined efficiency rate for ordinary least squares and generalized least squares estimators for a linear trend with autoregressive errors.
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- Journal of Time Series Analysis, 2012, v. 33, n. 2, p. 312, doi. 10.1111/j.1467-9892.2011.00768.x
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- Article