Exact Geometry of Autoregressive Models.
- Published in:
- Journal of Time Series Analysis, 1999, v. 20, n. 1, p. 1, doi. 10.1111/1467-9892.00122
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- Publication type:
- Article
Works matching IS 01439782 AND DT 1999 AND VI 20 AND IP 1
Results: 6
1
2
Properties of the Autocorrelation Function of Squared Observations for Second-order Garch Processes Under Two Sets of Parameter Constraints.
- Published in:
- Journal of Time Series Analysis, 1999, v. 20, n. 1, p. 23, doi. 10.1111/1467-9892.00123
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- Publication type:
- Article
3
An Estimating Method for Parametric Spectral Densities of Gaussian Time Series.
- Published in:
- Journal of Time Series Analysis, 1999, v. 20, n. 1, p. 31, doi. 10.1111/1467-9892.00124
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- Publication type:
- Article
4
On the Size Properties of Phillips–Perron Tests.
- Published in:
- Journal of Time Series Analysis, 1999, v. 20, n. 1, p. 51, doi. 10.1111/1467-9892.00125
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- Publication type:
- Article
5
Analytic Convergence Rates and Parameterization Issues for the Gibbs Sampler Applied to State Space Models.
- Published in:
- Journal of Time Series Analysis, 1999, v. 20, n. 1, p. 63, doi. 10.1111/1467-9892.00126
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- Publication type:
- Article
6
Gaussian Semiparametric Estimation of Non-stationary Time Series.
- Published in:
- Journal of Time Series Analysis, 1999, v. 20, n. 1, p. 87, doi. 10.1111/1467-9892.00127
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- Publication type:
- Article