A NEW DIAGNOSTIC TEST OF MODEL INADEQUACY WHICH USES THE MARTINGALE DIFFERENCE CRITERION.
- Published in:
- Journal of Time Series Analysis, 1992, v. 13, n. 3, p. 233, doi. 10.1111/j.1467-9892.1992.tb00104.x
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 1992 AND VI 13 AND IP 3
Results: 6
1
2
DATA-DEPENDENT ESTIMATION OF PREDICTION FUNCTIONS.
- Published in:
- Journal of Time Series Analysis, 1992, v. 13, n. 3, p. 189, doi. 10.1111/j.1467-9892.1992.tb00102.x
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- Publication type:
- Article
3
REVERSED RESIDUALS IN AUTOREGRESSIVE TIME SERIES ANALYSIS.
- Published in:
- Journal of Time Series Analysis, 1992, v. 13, n. 3, p. 253, doi. 10.1111/j.1467-9892.1992.tb00105.x
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- Publication type:
- Article
4
CORRECTION.
- Published in:
- Journal of Time Series Analysis, 1992, v. 13, n. 3, p. 281, doi. 10.1111/j.1467-9892.1992.tb00107.x
- Publication type:
- Article
5
'PURIFYING' NOISY SIGNALS.
- Published in:
- Journal of Time Series Analysis, 1992, v. 13, n. 3, p. 267, doi. 10.1111/j.1467-9892.1992.tb00106.x
- By:
- Publication type:
- Article
6
KERNEL REGRESSION SMOOTHING OF TIME SERIES.
- Published in:
- Journal of Time Series Analysis, 1992, v. 13, n. 3, p. 209, doi. 10.1111/j.1467-9892.1992.tb00103.x
- By:
- Publication type:
- Article