Specification Tests for the Variance of a Diffusion.
- Published in:
- Journal of Time Series Analysis, 1999, v. 20, n. 3, p. 253, doi. 10.1111/1467-9892.00136
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 1999 AND VI 20 AND IP 3
Results: 7
1
2
Variable Bandwidth Kernel Estimators of the Spectral Density.
- Published in:
- Journal of Time Series Analysis, 1999, v. 20, n. 3, p. 271, doi. 10.1111/1467-9892.00137
- By:
- Publication type:
- Article
3
Plug-in Selection of the Number of Frequencies in Regression Estimates of the Memory Parameter of a Long-memory Time Series.
- Published in:
- Journal of Time Series Analysis, 1999, v. 20, n. 3, p. 331, doi. 10.1111/1467-9892.00140
- By:
- Publication type:
- Article
4
Valid Edgeworth Expansions of Some Estimators and Bootstrap Confidence Intervals in First-order Autoregression.
- Published in:
- Journal of Time Series Analysis, 1999, v. 20, n. 3, p. 343, doi. 10.1111/1467-9892.00141
- By:
- Publication type:
- Article
5
Book Review.
- Published in:
- 1999
- By:
- Publication type:
- Book Review
6
A Stochastic Approximation Algorithm for the Adaptive Control of Time Series Following Generalized Linear Models.
- Published in:
- Journal of Time Series Analysis, 1999, v. 20, n. 3, p. 289, doi. 10.1111/1467-9892.00138
- By:
- Publication type:
- Article
7
Diagnostics for Time Series Analysis.
- Published in:
- Journal of Time Series Analysis, 1999, v. 20, n. 3, p. 309, doi. 10.1111/1467-9892.00139
- By:
- Publication type:
- Article