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Testing normality of spatially indexed functional data.
- Published in:
- Canadian Journal of Statistics, 2022, v. 50, n. 1, p. 304, doi. 10.1002/cjs.11662
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- Article
Prediction of Singular VARs and an Application to Generalized Dynamic Factor Models.
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- Journal of Time Series Analysis, 2021, v. 42, n. 3, p. 295, doi. 10.1111/jtsa.12568
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- Article
Testing Normality of Functional Time Series.
- Published in:
- Journal of Time Series Analysis, 2018, v. 39, n. 4, p. 471, doi. 10.1111/jtsa.12281
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- Article
Estimation in Functional Lagged Regression.
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- Journal of Time Series Analysis, 2015, v. 36, n. 4, p. 541, doi. 10.1111/jtsa.12114
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- Article
Dynamic functional principal components.
- Published in:
- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2015, v. 77, n. 2, p. 319, doi. 10.1111/rssb.12076
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- Article
A Note on Estimation in Hilbertian Linear Models.
- Published in:
- Scandinavian Journal of Statistics, 2015, v. 42, n. 1, p. 43, doi. 10.1111/sjos.12094
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- Article
Monitoring the Intraday Volatility Pattern.
- Published in:
- Journal of Time Series Econometrics, 2013, v. 5, n. 2, p. 87, doi. 10.1515/jtse-2012-0006
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- Article
A FUNCTIONAL VERSION OF THE ARCH MODEL.
- Published in:
- Econometric Theory, 2013, v. 29, n. 2, p. 267, doi. 10.1017/S0266466612000345
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- Article
SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS.
- Published in:
- Econometric Theory, 2012, v. 28, n. 4, p. 804, doi. 10.1017/S0266466611000673
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- Article