ON THE MAXIMUM ENTROPY PROPERTY OF NONLINEAR AUTOREGRESSIONS.
- Published in:
- Journal of Time Series Analysis, 1994, v. 15, n. 5, p. 541, doi. 10.1111/j.1467-9892.1994.tb00209.x
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- Publication type:
- Article
Works matching IS 01439782 AND DT 1994 AND VI 15 AND IP 5
Results: 8
1
2
STATISTICAL ANALYSIS OF ECONOMIC TIME SERIES VIA MARKOV SWITCHING MODELS.
- Published in:
- Journal of Time Series Analysis, 1994, v. 15, n. 5, p. 523, doi. 10.1111/j.1467-9892.1994.tb00208.x
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- Publication type:
- Article
3
A NEW WAY TO ESTIMATE ORDERS IN TIME SERIES.
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- Journal of Time Series Analysis, 1994, v. 15, n. 5, p. 545, doi. 10.1111/j.1467-9892.1994.tb00210.x
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- Publication type:
- Article
4
LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES.
- Published in:
- Journal of Time Series Analysis, 1994, v. 15, n. 5, p. 453, doi. 10.1111/j.1467-9892.1994.tb00204.x
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- Publication type:
- Article
5
RECURSIVE ESTIMATION IN SWITCHING AUTOREGRESSIONS WITH A MARKOV REGIME.
- Published in:
- Journal of Time Series Analysis, 1994, v. 15, n. 5, p. 489, doi. 10.1111/j.1467-9892.1994.tb00206.x
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- Publication type:
- Article
6
ON GENERALIZED FRACTIONAL PROCESSES - A CORRECTION.
- Published in:
- Journal of Time Series Analysis, 1994, v. 15, n. 5, p. 561, doi. 10.1111/j.1467-9892.1994.tb00211.x
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- Publication type:
- Article
7
THE DETECTION OF A SINGLE ADDITIVE OUTLIER OF UNKNOWN POSITION.
- Published in:
- Journal of Time Series Analysis, 1994, v. 15, n. 5, p. 507, doi. 10.1111/j.1467-9892.1994.tb00207.x
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- Publication type:
- Article
8
LAG WINDOW ESTIMATION OF THE DEGREE OF DIFFERENCING IN FRACTIONALLY INTEGRATED TIME SERIES MODELS.
- Published in:
- Journal of Time Series Analysis, 1994, v. 15, n. 5, p. 473, doi. 10.1111/j.1467-9892.1994.tb00205.x
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- Publication type:
- Article