Works matching IS 01439782 AND DT 2020 AND VI 41 AND IP 2
Results: 11
Walsh Fourier Transform of Locally Stationary Time Series.
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- Journal of Time Series Analysis, 2020, v. 41, n. 2, p. 312, doi. 10.1111/jtsa.12509
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- Article
Extracting Conditionally Heteroskedastic Components using Independent Component Analysis.
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- Journal of Time Series Analysis, 2020, v. 41, n. 2, p. 293, doi. 10.1111/jtsa.12505
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- Article
Modeling bivariate long‐range dependence with general phase.
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- Journal of Time Series Analysis, 2020, v. 41, n. 2, p. 268, doi. 10.1111/jtsa.12504
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- Article
Mixed First‐ and Second‐Order Cointegrated Continuous Time Models with Mixed Stock and Flow Data.
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- Journal of Time Series Analysis, 2020, v. 41, n. 2, p. 249, doi. 10.1111/jtsa.12503
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- Article
Robust Linear Interpolation and Extrapolation of Stationary Time Series in L<sup>p</sup>.
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- Journal of Time Series Analysis, 2020, v. 41, n. 2, p. 229, doi. 10.1111/jtsa.12502
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- Article
Estimating the Mean Direction of Strongly Dependent Circular Time Series.
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- Journal of Time Series Analysis, 2020, v. 41, n. 2, p. 210, doi. 10.1111/jtsa.12500
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- Article
Further Results on Pseudo‐Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model.
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- Journal of Time Series Analysis, 2020, v. 41, n. 2, p. 357, doi. 10.1111/jtsa.12499
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- Article
A Stationary Spatio‐Temporal GARCH Model.
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- Journal of Time Series Analysis, 2020, v. 41, n. 2, p. 177, doi. 10.1111/jtsa.12498
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- Article
The Limiting Distribution of a Non‐Stationary Integer Valued GARCH(1,1) Process.
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- Journal of Time Series Analysis, 2020, v. 41, n. 2, p. 351, doi. 10.1111/jtsa.12496
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- Article
On the limit theory of the Gaussian SQMLE in the EGARCH(1,1) model.
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- Journal of Time Series Analysis, 2020, v. 41, n. 2, p. 341, doi. 10.1111/jtsa.12494
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- Article
Issue Information.
- Published in:
- Journal of Time Series Analysis, 2020, v. 41, n. 2, p. 175, doi. 10.1111/jtsa.12482
- Publication type:
- Article