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

By:

Tian, C. J.

Publication type:

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

By:

Huzii, Mituaki

Publication type:

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

By:

Sesay, S. A. O.;
Rao, T. Subba

Publication type:

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

By:

Shea, B. L.

Publication type:

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

By:

Ljung, Greta M.

Publication type:

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

By:

Chan, Kung-sik

Publication type:

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

By:

Samaranayake, V. A.;
Hasza, David P.

Publication type:

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

By:

Granger, C. W. J.

Publication type:

Article