ESTIMATION FOR NONNEGATIVE AUTOREGRESSIVE PROCESSES WITH AN UNKNOWN LOCATION PARAMETER.
- Published in:
- Journal of Time Series Analysis, 1993, v. 14, n. 1, p. 71, doi. 10.1111/j.1467-9892.1993.tb00130.x
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- Publication type:
- Article
Works matching IS 01439782 AND DT 1993 AND VI 14 AND IP 1
Results: 6
1
2
GEOMETRIC ERGODICITY OF A DOUBLY STOCHASTIC TIME SERIES MODEL.
- Published in:
- Journal of Time Series Analysis, 1993, v. 14, n. 1, p. 93, doi. 10.1111/j.1467-9892.1993.tb00131.x
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- Article
3
ASYMPTOTIC RESULTS FOR PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES.
- Published in:
- Journal of Time Series Analysis, 1993, v. 14, n. 1, p. 1, doi. 10.1111/j.1467-9892.1993.tb00126.x
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- Publication type:
- Article
4
ESTIMATION OF THE NON-STATIONARY FACTOR IN ARUMA MODELS.
- Published in:
- Journal of Time Series Analysis, 1993, v. 14, n. 1, p. 27, doi. 10.1111/j.1467-9892.1993.tb00128.x
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- Publication type:
- Article
5
APPROXIMATE SIMULTANEOUS SIGNIFICANCE INTERVALS FOR RESIDUAL AUTOCORRELATIONS OF AUTOREGRESSIVE MOVING-AVERAGE TIME SERIES MODELS.
- Published in:
- Journal of Time Series Analysis, 1993, v. 14, n. 1, p. 19, doi. 10.1111/j.1467-9892.1993.tb00127.x
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- Publication type:
- Article
6
DETERMINING THE ORDER OF A VECTOR AUTOREGRESSION WHEN THE NUMBER OF COMPONENT SERIES IS LARGE.
- Published in:
- Journal of Time Series Analysis, 1993, v. 14, n. 1, p. 47, doi. 10.1111/j.1467-9892.1993.tb00129.x
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- Publication type:
- Article