On the Optimal Segment Length for Parameter Estimates for Locally Stationary Time Series.
- Published in:
- Journal of Time Series Analysis, 1998, v. 19, n. 6, p. 629, doi. 10.1111/1467-9892.00114
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- Publication type:
- Article
Works matching IS 01439782 AND DT 1998 AND VI 19 AND IP 6
Results: 8
1
2
A Space-Time Bilinear Model and its Identification.
- Published in:
- Journal of Time Series Analysis, 1998, v. 19, n. 6, p. 657, doi. 10.1111/1467-9892.00115
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- Publication type:
- Article
3
Change-Point Estimation of Fractionally Integrated Processes.
- Published in:
- Journal of Time Series Analysis, 1998, v. 19, n. 6, p. 693, doi. 10.1111/1467-9892.00117
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- Publication type:
- Article
4
Some Inference Results for Causal Autoregressive Processes on a Plane.
- Published in:
- Journal of Time Series Analysis, 1998, v. 19, n. 6, p. 681, doi. 10.1111/1467-9892.00116
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- Publication type:
- Article
5
Some Results on Specification Search and Pre-testing in an ARMA(1,1) Process.
- Published in:
- Journal of Time Series Analysis, 1998, v. 19, n. 6, p. 709, doi. 10.1111/1467-9892.00118
- By:
- Publication type:
- Article
6
The Limiting Distribution of the Residual Processes in Nonstationary Autoregressive Processes.
- Published in:
- Journal of Time Series Analysis, 1998, v. 19, n. 6, p. 723, doi. 10.1111/1467-9892.00119
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- Publication type:
- Article
7
A New Test of Linearity of Time Series Based on the Bispectrum.
- Published in:
- Journal of Time Series Analysis, 1998, v. 19, n. 6, p. 737, doi. 10.1111/1467-9892.00120
- By:
- Publication type:
- Article
8
Index to Volume 19, 1998.
- Published in:
- Journal of Time Series Analysis, 1998, v. 19, n. 6, p. 755, doi. 10.1111/1467-9892.00121
- Publication type:
- Article