TESTING CHANGE-POINTS IN THE EXPLOSIVE GAUSSIAN AUTOREGRESSIVE PROCESSES.
- Published in:
- Journal of Time Series Analysis, 1996, v. 17, n. 5, p. 461, doi. 10.1111/j.1467-9892.1996.tb00288.x
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- Publication type:
- Article
Works matching IS 01439782 AND DT 1996 AND VI 17 AND IP 5
Results: 6
1
2
RANDOM SAMPLING ESTIMATION FOR ALMOST PERIODICALLY CORRELATED PROCESSES.
- Published in:
- Journal of Time Series Analysis, 1996, v. 17, n. 5, p. 425, doi. 10.1111/j.1467-9892.1996.tb00286.x
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- Article
3
SPECTRAL MAXIMUM LIKELIHOOD ESTIMATION OF A SIGNAL-TO-NOISE RATIO LYING IN THE VICINITY OF ZERO.
- Published in:
- Journal of Time Series Analysis, 1996, v. 17, n. 5, p. 447, doi. 10.1111/j.1467-9892.1996.tb00287.x
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- Publication type:
- Article
4
AN OUTLIER TEST FOR TIME SERIES BASED ON A TWO-SIDED PREDICTOR.
- Published in:
- Journal of Time Series Analysis, 1996, v. 17, n. 5, p. 497, doi. 10.1111/j.1467-9892.1996.tb00290.x
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- Publication type:
- Article
5
OPTIMAL PREDICTION OF CATASTROPHES IN AUTOREGRESSIVE MOVING-AVERAGE PROCESSES.
- Published in:
- Journal of Time Series Analysis, 1996, v. 17, n. 5, p. 511, doi. 10.1111/j.1467-9892.1996.tb00291.x
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- Publication type:
- Article
6
TESTING THE ORDER OF DIFFERENCING IN TIME SERIES REGRESSION.
- Published in:
- Journal of Time Series Analysis, 1996, v. 17, n. 5, p. 481, doi. 10.1111/j.1467-9892.1996.tb00289.x
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- Publication type:
- Article