NON-PARAMETRIC ESTIMATION WITH STRONGLY DEPENDENT MULTIVARIATE TIME SERIES.
- Published in:
- Journal of Time Series Analysis, 1997, v. 18, n. 2, p. 95, doi. 10.1111/1467-9892.00041
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 1997 AND VI 18 AND IP 2
Results: 6
1
2
TESTING FOR CYCLICAL NON-STATIONARITY IN AUTOREGRESSIVE PROCESSES.
- Published in:
- Journal of Time Series Analysis, 1997, v. 18, n. 2, p. 123, doi. 10.1111/1467-9892.00042
- By:
- Publication type:
- Article
3
CONSISTENCY OF THE AVERAGED CROSS-PERIODOGRAM IN LONG MEMORY SERIES.
- Published in:
- Journal of Time Series Analysis, 1997, v. 18, n. 2, p. 137, doi. 10.1111/1467-9892.00043
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- Publication type:
- Article
4
ESTIMATION OF THE COEFFICIENTS OF A MULTIVARIATE LINEAR FILTER USING THE INNOVATIONS ALGORITHM.
- Published in:
- Journal of Time Series Analysis, 1997, v. 18, n. 2, p. 157, doi. 10.1111/1467-9892.00044
- By:
- Publication type:
- Article
5
FREQUENCY DOMAIN TESTS OF MULTIVARIATE GAUSSIANITY AND LINEARITY.
- Published in:
- Journal of Time Series Analysis, 1997, v. 18, n. 2, p. 181, doi. 10.1111/1467-9892.00045
- By:
- Publication type:
- Article
6
PROJECTION MODULUS: A NEW DIRECTION FOR SELECTING SUBSET AUTOREGRESSIVE MODELS.
- Published in:
- Journal of Time Series Analysis, 1997, v. 18, n. 2, p. 195, doi. 10.1111/1467-9892.00046
- By:
- Publication type:
- Article