The Limiting Density of Unit Root Test Statistics: A Unifying Technique.
- Published in:
- Journal of Time Series Analysis, 2000, v. 21, n. 3, p. 249, doi. 10.1111/1467-9892.00184
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2000 AND VI 21 AND IP 3
Results: 6
1
2
Bayesian Unit Root Test in Nonnormal AR(1) Model.
- Published in:
- Journal of Time Series Analysis, 2000, v. 21, n. 3, p. 261, doi. 10.1111/1467-9892.00185
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- Publication type:
- Article
3
Time Scale Estimation by Tracking Parameter Variation.
- Published in:
- Journal of Time Series Analysis, 2000, v. 21, n. 3, p. 237, doi. 10.1111/1467-9892.00183
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- Publication type:
- Article
4
Fast Filtering and Smoothing for Multivariate State Space Models.
- Published in:
- Journal of Time Series Analysis, 2000, v. 21, n. 3, p. 281, doi. 10.1111/1467-9892.00186
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- Publication type:
- Article
5
Moving Averages of Random Vectors with Regularly Varying Tails.
- Published in:
- Journal of Time Series Analysis, 2000, v. 21, n. 3, p. 297, doi. 10.1111/1467-9892.00187
- By:
- Publication type:
- Article
6
Local Cross-validation for Spectrum Bandwidth Choice.
- Published in:
- Journal of Time Series Analysis, 2000, v. 21, n. 3, p. 329, doi. 10.1111/1467-9892.00188
- By:
- Publication type:
- Article