Diagnostic checking of nonlinear multivariate time series with multivariate arch errors.
- Published in:
- Journal of Time Series Analysis, 1997, v. 18, n. 5, p. 447, doi. 10.1111/1467-9892.00061
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 1997 AND VI 18 AND IP 5
Results: 6
1
2
On the spectral density of a class of chaotic time series.
- Published in:
- Journal of Time Series Analysis, 1997, v. 18, n. 5, p. 465, doi. 10.1111/1467-9892.00062
- By:
- Publication type:
- Article
3
A study on misspecified nonstationary autoregressive time series with a unit root.
- Published in:
- Journal of Time Series Analysis, 1997, v. 18, n. 5, p. 475, doi. 10.1111/1467-9892.00063
- By:
- Publication type:
- Article
4
Comparative study of estimation methods for continuous time stochastic processes.
- Published in:
- Journal of Time Series Analysis, 1997, v. 18, n. 5, p. 485, doi. 10.1111/1467-9892.00064
- By:
- Publication type:
- Article
5
Comparing the bias and misspecification in ARFIMA models.
- Published in:
- Journal of Time Series Analysis, 1997, v. 18, n. 5, p. 507, doi. 10.1111/1467-9892.00065
- By:
- Publication type:
- Article
6
Book reviews.
- Published in:
- 1997
- By:
- Publication type:
- Book Review