Long-range Dependence: Revisiting Aggregation with Wavelets.
- Published in:
- Journal of Time Series Analysis, 1998, v. 19, n. 3, p. 253, doi. 10.1111/1467-9892.00090
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 1998 AND VI 19 AND IP 3
Results: 9
1
2
Error-correction Mechanism Tests for Cointegration in a Single-equation Framework.
- Published in:
- Journal of Time Series Analysis, 1998, v. 19, n. 3, p. 267, doi. 10.1111/1467-9892.00091
- By:
- Publication type:
- Article
3
A Difference Estimator for Testing Equality of Variances for Paired Time Series.
- Published in:
- Journal of Time Series Analysis, 1998, v. 19, n. 3, p. 285, doi. 10.1111/1467-9892.00092
- By:
- Publication type:
- Article
4
Consistent Estimation of Linear and Non-linear Autoregressive Models with Markov Regime.
- Published in:
- Journal of Time Series Analysis, 1998, v. 19, n. 3, p. 291, doi. 10.1111/1467-9892.00093
- By:
- Publication type:
- Article
5
Tests for Harmonic Components in the Spectra of Categorical Time Series.
- Published in:
- Journal of Time Series Analysis, 1998, v. 19, n. 3, p. 309, doi. 10.1111/1467-9892.00094
- By:
- Publication type:
- Article
6
Dickey–Fuller, Lagrange Multiplier and Combined Tests for a Unit Root in Autoregressive Time Series.
- Published in:
- Journal of Time Series Analysis, 1998, v. 19, n. 3, p. 325, doi. 10.1111/1467-9892.00095
- By:
- Publication type:
- Article
7
Testing for Unit Roots in Monthly Time Series.
- Published in:
- Journal of Time Series Analysis, 1998, v. 19, n. 3, p. 349, doi. 10.1111/1467-9892.00096
- By:
- Publication type:
- Article
8
Testing for a Structural Break at Unknown Date with Long-memory Disturbances.
- Published in:
- Journal of Time Series Analysis, 1998, v. 19, n. 3, p. 369, doi. 10.1111/1467-9892.00097
- By:
- Publication type:
- Article
9
Book Review.
- Published in:
- 1998
- By:
- Publication type:
- Book Review