Robustness of the autoregressive spectral estimate for linear processes with infinite variance.
- Published in:
- Journal of Time Series Analysis, 1997, v. 18, n. 3, p. 213, doi. 10.1111/1467-9892.00047
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 1997 AND VI 18 AND IP 3
Results: 6
1
2
Choice of thresholds for wavelet shrinkage estimate of the spectrum.
- Published in:
- Journal of Time Series Analysis, 1997, v. 18, n. 3, p. 231, doi. 10.1111/1467-9892.00048
- By:
- Publication type:
- Article
3
One-sided testing for conditional heteroskedasticity in time series models.
- Published in:
- Journal of Time Series Analysis, 1997, v. 18, n. 3, p. 253, doi. 10.1111/1467-9892.00049
- By:
- Publication type:
- Article
4
Testing for long-range dependence in the presence of shifting means or a slowly declining trend, using a variance-type estimator.
- Published in:
- Journal of Time Series Analysis, 1997, v. 18, n. 3, p. 279, doi. 10.1111/1467-9892.00050
- By:
- Publication type:
- Article
5
Extremes of bilinear time series models.
- Published in:
- Journal of Time Series Analysis, 1997, v. 18, n. 3, p. 305, doi. 10.1111/1467-9892.00051
- By:
- Publication type:
- Article
6
Corrigendum.
- Published in:
- 1997
- Publication type:
- Correction Notice