ON RISSANEN'S LOWER BOUND ON THE ACCUMULATED MEAN-SQUARE PREDICTION ERROR.
- Published in:
- Journal of Time Series Analysis, 1987, v. 8, n. 3, p. 301, doi. 10.1111/j.1467-9892.1987.tb00442.x
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 1987 AND VI 8 AND IP 3
Results: 12
1
2
ASYMPTOTIC DISTRIBUTIONS OF LIKELIHOOD RATIOS FOR OVERPARAMETRIZED ARMA PROCESSES.
- Published in:
- Journal of Time Series Analysis, 1987, v. 8, n. 3, p. 345, doi. 10.1111/j.1467-9892.1987.tb00446.x
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- Publication type:
- Article
3
ESTIMATION IN MULTIPLE AUTOREGRESSIVE-MOVING AVERAGE MODELS USING PERIODICITY.
- Published in:
- Journal of Time Series Analysis, 1987, v. 8, n. 3, p. 293, doi. 10.1111/j.1467-9892.1987.tb00441.x
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- Publication type:
- Article
4
CORRECTION.
- Published in:
- Journal of Time Series Analysis, 1987, v. 8, n. 3, p. i, doi. 10.1111/j.1467-9892.1987.tb00436.x
- Publication type:
- Article
5
A FORMULA FOR THE INVERSE AUTOCORRELATION FUNCTION OF AN AUTOREGRESSIVE PROCESS.
- Published in:
- Journal of Time Series Analysis, 1987, v. 8, n. 3, p. 311, doi. 10.1111/j.1467-9892.1987.tb00443.x
- By:
- Publication type:
- Article
6
IDENTIFICATION THEORY FOR VARYING COEFFICIENT REGRESSION MODELS.
- Published in:
- Journal of Time Series Analysis, 1987, v. 8, n. 3, p. 359, doi. 10.1111/j.1467-9892.1987.tb00447.x
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- Publication type:
- Article
7
THE APPROXIMATE DENSITIES OF SOME QUADRATIC FORMS OF STATIONARY RANDOM VARIABLES.
- Published in:
- Journal of Time Series Analysis, 1987, v. 8, n. 3, p. 249, doi. 10.1111/j.1467-9892.1987.tb00437.x
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- Publication type:
- Article
8
TIME SERIES RESIDUALS WITH APPLICATION TO PROBABILITY DENSITY ESTIMATION.
- Published in:
- Journal of Time Series Analysis, 1987, v. 8, n. 3, p. 329, doi. 10.1111/j.1467-9892.1987.tb00445.x
- By:
- Publication type:
- Article
9
A NOTE ON EMBEDDING A DISCRETE PARAMETER ARMA MODEL IN A CONTINUOUS PARAMETER ARMA MODEL.
- Published in:
- Journal of Time Series Analysis, 1987, v. 8, n. 3, p. 277, doi. 10.1111/j.1467-9892.1987.tb00439.x
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- Publication type:
- Article
10
A TEST FOR NON-LINEARITY OF PREDICTION IN TIME SERIES.
- Published in:
- Journal of Time Series Analysis, 1987, v. 8, n. 3, p. 313, doi. 10.1111/j.1467-9892.1987.tb00444.x
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- Publication type:
- Article
11
FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS.
- Published in:
- Journal of Time Series Analysis, 1987, v. 8, n. 3, p. 261, doi. 10.1111/j.1467-9892.1987.tb00438.x
- By:
- Publication type:
- Article
12
ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTIONS OF SERIAL CORRELATIONS.
- Published in:
- Journal of Time Series Analysis, 1987, v. 8, n. 3, p. 283, doi. 10.1111/j.1467-9892.1987.tb00440.x
- By:
- Publication type:
- Article