A GENERAL TEST FOR UNIVARIATE SEASONALITY.
- Published in:
- Journal of Time Series Analysis, 1997, v. 18, n. 1, p. 29, doi. 10.1111/1467-9892.00037
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 1997 AND VI 18 AND IP 1
Results: 6
1
2
A CENTRAL LIMIT THEOREM FOR m(n) AUTOCOVARIANCES.
- Published in:
- Journal of Time Series Analysis, 1997, v. 18, n. 1, p. 61, doi. 10.1111/1467-9892.00039
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- Publication type:
- Article
3
RATE OPTIMAL SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF THE GAUSSIAN TIME SERIES WITH LONG-RANGE DEPENDENCE.
- Published in:
- Journal of Time Series Analysis, 1997, v. 18, n. 1, p. 49, doi. 10.1111/1467-9892.00038
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- Publication type:
- Article
4
ON SIMULATION OF A GAUSSIAN STATIONARY PROCESS.
- Published in:
- Journal of Time Series Analysis, 1997, v. 18, n. 1, p. 79, doi. 10.1111/1467-9892.00040
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- Publication type:
- Article
5
AN OPTIMALITY CRITERION FOR AGGREGATING A SET OF TIME SERIES IN A COMPOSITE INDEX.
- Published in:
- Journal of Time Series Analysis, 1997, v. 18, n. 1, p. 1, doi. 10.1111/1467-9892.00035
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- Publication type:
- Article
6
ROBUST BAYESIAN ESTIMATION OF AUTOREGRESSIVE--MOVING-AVERAGE MODELS.
- Published in:
- Journal of Time Series Analysis, 1997, v. 18, n. 1, p. 11, doi. 10.1111/1467-9892.00036
- By:
- Publication type:
- Article