Works matching IS 01439782 AND DT 1988 AND VI 9 AND IP 4
Results: 8
A LIMITING PROPERTY OF SAMPLE AUTOCOVARIANCES OF PERIODICALLY CORRELATED PROCESSES WITH APPLICATION TO PERIOD DETERMINATION.
- Published in:
- Journal of Time Series Analysis, 1988, v. 9, n. 4, p. 411, doi. 10.1111/j.1467-9892.1988.tb00480.x
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- Article
SOME PROPERTIES OF CONDITIONAL QUASI-LIKELIHOOD FUNCTIONS FOR TIME SERIES MODEL FITTING.
- Published in:
- Journal of Time Series Analysis, 1988, v. 9, n. 4, p. 345, doi. 10.1111/j.1467-9892.1988.tb00475.x
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- Article
YULE-WALKER TYPE DIFFERENCE EQUATIONS FOR HIGHER-ORDER MOMENTS AND CUMULANTS FOR BILINEAR TIME SERIES MODELS.
- Published in:
- Journal of Time Series Analysis, 1988, v. 9, n. 4, p. 385, doi. 10.1111/j.1467-9892.1988.tb00478.x
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- Article
A NOTE ON THE GENERATION OF INDEPENDENT REALIZATIONS OF A VECTOR AUTOREGRESSIVE MOVING-AVERAGE PROCESS.
- Published in:
- Journal of Time Series Analysis, 1988, v. 9, n. 4, p. 403, doi. 10.1111/j.1467-9892.1988.tb00479.x
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- Article
ON THE LAGRANGE MULTIPLIER TEST FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS.
- Published in:
- Journal of Time Series Analysis, 1988, v. 9, n. 4, p. 355, doi. 10.1111/j.1467-9892.1988.tb00476.x
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- Article
ON THE EXISTENCE OF THE STATIONARY AND ERGODIC NEAR( p) MODEL.
- Published in:
- Journal of Time Series Analysis, 1988, v. 9, n. 4, p. 319, doi. 10.1111/j.1467-9892.1988.tb00473.x
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- Article
PROPERTIES OF PREDICTORS FOR MULTIVARIATE AUTOREGRESSIVE MODELS WITH ESTIMATED PARAMETERS.
- Published in:
- Journal of Time Series Analysis, 1988, v. 9, n. 4, p. 361, doi. 10.1111/j.1467-9892.1988.tb00477.x
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- Article
MODELS THAT GENERATE TRENDS.
- Published in:
- Journal of Time Series Analysis, 1988, v. 9, n. 4, p. 329, doi. 10.1111/j.1467-9892.1988.tb00474.x
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- Article