On Bartlett’s Formula for Non-linear Processes.
- Published in:
- Journal of Time Series Analysis, 1997, v. 18, n. 6, p. 535, doi. 10.1111/1467-9892.00067
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 1997 AND VI 18 AND IP 6
Results: 7
1
2
On White Noises Driven by Hidden Markov Chains.
- Published in:
- Journal of Time Series Analysis, 1997, v. 18, n. 6, p. 553, doi. 10.1111/1467-9892.00068
- By:
- Publication type:
- Article
3
Iterative Least Squares Estimation and Identification of the Transfer Function Model.
- Published in:
- Journal of Time Series Analysis, 1997, v. 18, n. 6, p. 579, doi. 10.1111/1467-9892.00069
- By:
- Publication type:
- Article
4
Bayesian Models for Non-linear Autoregressions.
- Published in:
- Journal of Time Series Analysis, 1997, v. 18, n. 6, p. 593, doi. 10.1111/1467-9892.00070
- By:
- Publication type:
- Article
5
A Test of Linearity for Functional Autoregressive Models.
- Published in:
- Journal of Time Series Analysis, 1997, v. 18, n. 6, p. 615, doi. 10.1111/1467-9892.00071
- By:
- Publication type:
- Article
6
Consistency of Frequency Estimates Based on the Wavelet Transform.
- Published in:
- Journal of Time Series Analysis, 1997, v. 18, n. 6, p. 641, doi. 10.1111/1467-9892.00072
- By:
- Publication type:
- Article
7
Journal of Time Series Analysis: Index to Volume 18 1997.
- Published in:
- Journal of Time Series Analysis, 1997, v. 18, n. 6, p. 663, doi. 10.1111/1467-9892.00073
- Publication type:
- Article