ON THE SPECTRAL DENSITY MATRIX OF A PERIODIC ARMA PROCESS.
- Published in:
- Journal of Time Series Analysis, 1991, v. 12, n. 1, p. 73, doi. 10.1111/j.1467-9892.1991.tb00069.x
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 1991 AND VI 12 AND IP 1
Results: 6
1
2
HIGHER-ORDER ASYMPTOTIC PROPERTIES OF A WEIGHTED ESTIMATOR FOR GAUSSIAN ARMA PROCESSES.
- Published in:
- Journal of Time Series Analysis, 1991, v. 12, n. 1, p. 83, doi. 10.1111/j.1467-9892.1991.tb00070.x
- By:
- Publication type:
- Article
3
THE COINTEGRATION PROPERTIES OF VECTOR AUTOREGRESSION MODELS.
- Published in:
- Journal of Time Series Analysis, 1991, v. 12, n. 1, p. 41, doi. 10.1111/j.1467-9892.1991.tb00067.x
- By:
- Publication type:
- Article
4
CONSISTENT ESTIMATION OF THE FOURTH-ORDER CUMULANT SPECTRAL DENSITY.
- Published in:
- Journal of Time Series Analysis, 1991, v. 12, n. 1, p. 63, doi. 10.1111/j.1467-9892.1991.tb00068.x
- By:
- Publication type:
- Article
5
PARAMETER ESTIMATION IN EXPONENTIAL MODELS.
- Published in:
- Journal of Time Series Analysis, 1991, v. 12, n. 1, p. 27, doi. 10.1111/j.1467-9892.1991.tb00066.x
- By:
- Publication type:
- Article
6
A STATE SPACE TIME SERIES MODELLING METHOD WITHOUT INDIVIDUAL DETRENDING.
- Published in:
- Journal of Time Series Analysis, 1991, v. 12, n. 1, p. 1, doi. 10.1111/j.1467-9892.1991.tb00065.x
- By:
- Publication type:
- Article