A Class of Non-Embeddable ARMA Processes.
- Published in:
- Journal of Time Series Analysis, 1999, v. 20, n. 5, p. 483, doi. 10.1111/1467-9892.00151
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 1999 AND VI 20 AND IP 5
Results: 9
1
2
Polyvariograms and their Asymptotes.
- Published in:
- Journal of Time Series Analysis, 1999, v. 20, n. 5, p. 387, doi. 10.1111/1467-9892.00152
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- Publication type:
- Article
3
ATesting for the Onset of Trend, Using Wavelets.
- Published in:
- Journal of Time Series Analysis, 1999, v. 20, n. 5, p. 513, doi. 10.1111/1467-9892.00153
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- Publication type:
- Article
4
The Beveridge–Nelson Decomposition: A Different Perspective with New Results.
- Published in:
- Journal of Time Series Analysis, 1999, v. 20, n. 5, p. 527, doi. 10.1111/1467-9892.00154
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- Publication type:
- Article
5
A State-Space EM Algorithm for Longitudinal Data.
- Published in:
- Journal of Time Series Analysis, 1999, v. 20, n. 5, p. 537, doi. 10.1111/1467-9892.00155
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- Publication type:
- Article
6
Note on the Asymptotic Efficiency of Sample Covariances in Gaussian Vector Stationary Processes.
- Published in:
- Journal of Time Series Analysis, 1999, v. 20, n. 5, p. 551, doi. 10.1111/1467-9892.00156
- By:
- Publication type:
- Article
7
On the Spectral Density of the Wavelet Transform of Fractional Brownian Motion.
- Published in:
- Journal of Time Series Analysis, 1999, v. 20, n. 5, p. 559, doi. 10.1111/1467-9892.00157
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- Publication type:
- Article
8
Long-Memory Errors in Time Series Regressions with a Unit Root.
- Published in:
- Journal of Time Series Analysis, 1999, v. 20, n. 5, p. 565, doi. 10.1111/1467-9892.00158
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- Publication type:
- Article
9
Nonparametric Autoregression with Multiplicative Volatility and Additive mean.
- Published in:
- Journal of Time Series Analysis, 1999, v. 20, n. 5, p. 579, doi. 10.1111/1467-9892.00159
- By:
- Publication type:
- Article