On threshold moving-average models.
- Published in:
- Journal of Time Series Analysis, 1998, v. 19, n. 1, p. 1, doi. 10.1111/1467-9892.00074
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 1998 AND VI 19 AND IP 1
Results: 8
1
2
The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series.
- Published in:
- Journal of Time Series Analysis, 1998, v. 19, n. 1, p. 19, doi. 10.1111/1467-9892.00075
- By:
- Publication type:
- Article
3
Time-correlation analysis of nonstationary time series.
- Published in:
- Journal of Time Series Analysis, 1998, v. 19, n. 1, p. 47, doi. 10.1111/1467-9892.00076
- By:
- Publication type:
- Article
4
Tracking abrupt frequency changes.
- Published in:
- Journal of Time Series Analysis, 1998, v. 19, n. 1, p. 69, doi. 10.1111/1467-9892.00077
- By:
- Publication type:
- Article
5
Unit roots and smooth transitions.
- Published in:
- Journal of Time Series Analysis, 1998, v. 19, n. 1, p. 83, doi. 10.1111/1467-9892.00078
- By:
- Publication type:
- Article
6
Bayesian analysis of autoregressive fractionally integrated moving-average processes.
- Published in:
- Journal of Time Series Analysis, 1998, v. 19, n. 1, p. 99, doi. 10.1111/1467-9892.00079
- By:
- Publication type:
- Article
7
A note on the corrected Akaike information criterion for threshold autoregressive models.
- Published in:
- Journal of Time Series Analysis, 1998, v. 19, n. 1, p. 113, doi. 10.1111/1467-9892.00080
- By:
- Publication type:
- Article
8
Book Review.
- Published in:
- 1998
- By:
- Publication type:
- Book Review