TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION.
- Published in:
- Journal of Time Series Analysis, 1996, v. 17, n. 3, p. 271, doi. 10.1111/j.1467-9892.1996.tb00276.x
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 1996 AND VI 17 AND IP 3
Results: 6
1
2
TESTING FOR A UNIT ROOT IN AN AR(1) TIME SERIES USING IRREGULARLY OBSERVED DATA.
- Published in:
- Journal of Time Series Analysis, 1996, v. 17, n. 3, p. 309, doi. 10.1111/j.1467-9892.1996.tb00278.x
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- Publication type:
- Article
3
ESTIMATION OF THE MULTI-VARIATE AUTOREGRESSIVE MOVING AVERAGE HAVING PARAMETER RESTRICTIONS AND AN APPLICATION TO ROTATIONAL SAMPLING.
- Published in:
- Journal of Time Series Analysis, 1996, v. 17, n. 3, p. 321, doi. 10.1111/j.1467-9892.1996.tb00279.x
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- Publication type:
- Article
4
UNIT ROOTS IN PERIODIC AUTOREGRESSIONS.
- Published in:
- Journal of Time Series Analysis, 1996, v. 17, n. 3, p. 221, doi. 10.1111/j.1467-9892.1996.tb00274.x
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- Publication type:
- Article
5
LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION.
- Published in:
- Journal of Time Series Analysis, 1996, v. 17, n. 3, p. 247, doi. 10.1111/j.1467-9892.1996.tb00275.x
- By:
- Publication type:
- Article
6
SOME PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN THE SIMULTANEOUS SWITCHING AUTOREGRESSIVE MODEL.
- Published in:
- Journal of Time Series Analysis, 1996, v. 17, n. 3, p. 287, doi. 10.1111/j.1467-9892.1996.tb00277.x
- By:
- Publication type:
- Article