Works matching IS 01439782 AND DT 1998 AND VI 19 AND IP 4

Results: 7

Tests for Change in a Mean Function when the Data are Dependent.

Published in:

Journal of Time Series Analysis, 1998, v. 19, n. 4, p. 399, doi. 10.1111/1467-9892.00100

By:

Kim, Jaehee H.;
Hart, Jeffrey D.

Publication type:

Article

Linear Trend with Fractionally Integrated Errors.

Published in:

Journal of Time Series Analysis, 1998, v. 19, n. 4, p. 379, doi. 10.1111/1467-9892.00099

By:

Deo, Rohit S.;
Hurvich, Clifford M.

Publication type:

Article

Bartlett Corrections for Unit Root Test Statistics.

Published in:

Journal of Time Series Analysis, 1998, v. 19, n. 4, p. 435, doi. 10.1111/1467-9892.00101

By:

Larsson, Rolf

Publication type:

Article

Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process.

Published in:

Journal of Time Series Analysis, 1998, v. 19, n. 4, p. 439, doi. 10.1111/1467-9892.00102

By:

Latour, Alain

Publication type:

Article

An Improvement of Akaike’s FPE Criterion to Reduce its Variability.

Published in:

Journal of Time Series Analysis, 1998, v. 19, n. 4, p. 457, doi. 10.1111/1467-9892.00103

By:

De Luna, Xavier

Publication type:

Article

Hyperbolic Decay Time Series.

Published in:

Journal of Time Series Analysis, 1998, v. 19, n. 4, p. 473, doi. 10.1111/1467-9892.00104

By:

McLeod, A.I.

Publication type:

Article

A k-Factor GARMA Long-memory Model.

Published in:

Journal of Time Series Analysis, 1998, v. 19, n. 4, p. 485, doi. 10.1111/j.1467-9892.1998.00105.x

By:

Woodward, Wayne A.;
Cheng, Q.C.;
Gray, H.L.

Publication type:

Article