FORECASTING EXPONENTIAL AUTOREGRESSIVE MODELS OF ORDER 1.
- Published in:
- Journal of Time Series Analysis, 1989, v. 10, n. 2, p. 95, doi. 10.1111/j.1467-9892.1989.tb00018.x
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- Publication type:
- Article
Works matching IS 01439782 AND DT 1989 AND VI 10 AND IP 2
Results: 6
1
2
THE ESTIMATION OF SPECTRUM, INVERSE SPECTRUM AND INVERSE AUTOCOVARIANCES OF A STATIONARY TIME SERIES.
- Published in:
- Journal of Time Series Analysis, 1989, v. 10, n. 2, p. 183, doi. 10.1111/j.1467-9892.1989.tb00023.x
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- Publication type:
- Article
3
REFERENCE ANALYSIS OF THE DYNAMIC LINEAR MODEL.
- Published in:
- Journal of Time Series Analysis, 1989, v. 10, n. 2, p. 131, doi. 10.1111/j.1467-9892.1989.tb00020.x
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- Publication type:
- Article
4
A COMPOSITE LINEAR MODEL GENERATING A STATIONARY STOCHASTIC PROCESS WITH GIVEN THIRD-ORDER AUTOCORRELATION FUNCTION.
- Published in:
- Journal of Time Series Analysis, 1989, v. 10, n. 2, p. 171, doi. 10.1111/j.1467-9892.1989.tb00022.x
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- Publication type:
- Article
5
ESTIMATION AND INTERPOLATION OF MISSING VALUES OF A STATIONARY TIME SERIES.
- Published in:
- Journal of Time Series Analysis, 1989, v. 10, n. 2, p. 149, doi. 10.1111/j.1467-9892.1989.tb00021.x
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- Publication type:
- Article
6
SPECTRAL ESTIMATION AND DECONVOLUTION FOR A LINEAR TIME SERIES MODEL.
- Published in:
- Journal of Time Series Analysis, 1989, v. 10, n. 2, p. 115, doi. 10.1111/j.1467-9892.1989.tb00019.x
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- Publication type:
- Article