Results: 7
Sign Invariance in Goodness-of-Fit Tests for Time Series.
- Published in:
- Journal of Time Series Analysis, 2000, v. 21, n. 5, p. 489, doi. 10.1111/1467-9892.00194
- By:
- Publication type:
- Article
Testing for the Presence of Self-Similarity of Gaussian Time Series Having Stationary Increments.
- Published in:
- Journal of Time Series Analysis, 2000, v. 21, n. 5, p. 497, doi. 10.1111/1467-9892.00195
- By:
- Publication type:
- Article
Estimation of the Dominating Frequency for Stationary and Nonstationary Fractional Autoregressive Models.
- Published in:
- Journal of Time Series Analysis, 2000, v. 21, n. 5, p. 517, doi. 10.1111/1467-9892.00196
- By:
- Publication type:
- Article
Second-Order Noncausality in Multivariate GARCH Processes.
- Published in:
- Journal of Time Series Analysis, 2000, v. 21, n. 5, p. 535, doi. 10.1111/1467-9892.00197
- By:
- Publication type:
- Article
Subset ARMA Model Identification Using Genetic Algorithms.
- Published in:
- Journal of Time Series Analysis, 2000, v. 21, n. 5, p. 559, doi. 10.1111/1467-9892.00198
- By:
- Publication type:
- Article
Time Series Models in Non-Normal Situations: Symmetric Innovations.
- Published in:
- Journal of Time Series Analysis, 2000, v. 21, n. 5, p. 571, doi. 10.1111/1467-9892.00199
- By:
- Publication type:
- Article
A Wavelet-Based Test for Stationarity.
- Published in:
- Journal of Time Series Analysis, 2000, v. 21, n. 5, p. 597, doi. 10.1111/1467-9892.00200
- By:
- Publication type:
- Article