ON THE INVERTIBILITY OF PERIODIC MOVING-AVERAGE MODELS.
- Published in:
- Journal of Time Series Analysis, 1994, v. 15, n. 3, p. 263, doi. 10.1111/j.1467-9892.1994.tb00191.x
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- Publication type:
- Article
Works matching IS 01439782 AND DT 1994 AND VI 15 AND IP 3
Results: 9
1
2
AUTOMATIC SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF A LONG-MEMORY TIME SERIES.
- Published in:
- Journal of Time Series Analysis, 1994, v. 15, n. 3, p. 285, doi. 10.1111/j.1467-9892.1994.tb00194.x
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- Publication type:
- Article
3
ASYMPTOTIC EFFICIENCY OF THE SAMPLE COVARIANCES IN A GAUSSIAN STATIONARY PROCESS.
- Published in:
- Journal of Time Series Analysis, 1994, v. 15, n. 3, p. 303, doi. 10.1111/j.1467-9892.1994.tb00195.x
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- Publication type:
- Article
4
ON VECTOR AUTOCORRELATIONS AND GENERALIZED SECOND-ORDER FUNCTIONS FOR TIME SERIES.
- Published in:
- Journal of Time Series Analysis, 1994, v. 15, n. 3, p. 325, doi. 10.1111/j.1467-9892.1994.tb00197.x
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- Publication type:
- Article
5
SYMMETRIC STABLE SEQUENCES WITH MISSING OBSERVATIONS.
- Published in:
- Journal of Time Series Analysis, 1994, v. 15, n. 3, p. 313, doi. 10.1111/j.1467-9892.1994.tb00196.x
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- Publication type:
- Article
6
ESTIMATION OF THE FRACTIONAL DIFFERENCE PARAMETER IN THE ARIMA( p, d, q) MODEL USING THE SMOOTHED PERIODOGRAM.
- Published in:
- Journal of Time Series Analysis, 1994, v. 15, n. 3, p. 335, doi. 10.1111/j.1467-9892.1994.tb00198.x
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- Publication type:
- Article
7
ESTIMATION OF THE LONG-MEMORY PARAMETER, BASED ON A MULTIVARIATE CENTRAL LIMIT THEOREM.
- Published in:
- Journal of Time Series Analysis, 1994, v. 15, n. 3, p. 269, doi. 10.1111/j.1467-9892.1994.tb00192.x
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- Publication type:
- Article
8
LAGRANGE MULTIPLIER TESTS FOR FRACTIONAL DIFFERENCE.
- Published in:
- Journal of Time Series Analysis, 1994, v. 15, n. 3, p. 253, doi. 10.1111/j.1467-9892.1994.tb00190.x
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- Publication type:
- Article
9
ORDER IDENTIFICATION IN MISSPECIFIED AUTOREGRESSIVE TIME SERIES MODELS.
- Published in:
- Journal of Time Series Analysis, 1994, v. 15, n. 3, p. 279, doi. 10.1111/j.1467-9892.1994.tb00193.x
- By:
- Publication type:
- Article