SPECTRAL DENSITY ESTIMATION VIA NONLINEAR WAVELET METHODS FOR STATIONARY NON-GAUSSIAN TIME SERIES.
- Published in:
- Journal of Time Series Analysis, 1996, v. 17, n. 6, p. 601, doi. 10.1111/j.1467-9892.1996.tb00295.x
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- Publication type:
- Article
Works matching IS 01439782 AND DT 1996 AND VI 17 AND IP 6
Results: 4
1
2
BIAS AND COVARIANCE OF THE RECURSIVE LEAST SQUARES ESTIMATOR WITH EXPONENTIAL FORGETTING IN VECTOR AUTOREGRESSIONS.
- Published in:
- Journal of Time Series Analysis, 1996, v. 17, n. 6, p. 553, doi. 10.1111/j.1467-9892.1996.tb00293.x
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- Publication type:
- Article
3
MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES.
- Published in:
- Journal of Time Series Analysis, 1996, v. 17, n. 6, p. 571, doi. 10.1111/j.1467-9892.1996.tb00294.x
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- Publication type:
- Article
4
ADEQUACY OF ASYMPTOTIC THEORY FOR GOODNESS-OF-FIT CRITERIA FOR SPECTRAL DISTRIBUTIONS.
- Published in:
- Journal of Time Series Analysis, 1996, v. 17, n. 6, p. 533, doi. 10.1111/j.1467-9892.1996.tb00292.x
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- Publication type:
- Article