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
Works matching IS 01439782 AND DT 2000 AND VI 21 AND IP 5
Results: 7
1
2
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
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- Publication type:
- Article
3
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
4
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
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- Publication type:
- Article
5
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
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- Publication type:
- Article
6
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
7
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