Works matching IS 01439782 AND DT 1999 AND VI 20 AND IP 5
Results: 9
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
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- Article
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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- Article
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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- Article
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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- Article
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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- Article
Note on the Asymptotic Efficiency of Sample Covariances in Gaussian Vector Stationary Processes.
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- Journal of Time Series Analysis, 1999, v. 20, n. 5, p. 551, doi. 10.1111/1467-9892.00156
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- Article
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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- Article
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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- Article
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
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- Article