Nonparametric Tests of Change-Points with Tapered Data.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 1, p. 13, doi. 10.1111/1467-9892.00210
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2001 AND VI 22 AND IP 1
Results: 7
1
2
An Extension Problem For Discrete-Time Periodically Correlated Stochastic Processes.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 1, p. 1, doi. 10.1111/1467-9892.00209
- By:
- Publication type:
- Article
3
Properties of Predictors in Overdifferenced Nearly Nonstationary Autoregression.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 1, p. 45, doi. 10.1111/1467-9892.00211
- By:
- Publication type:
- Article
4
Fractional Bayesian Lag Length Inference in Multivariate Autoregressive Processes.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 1, p. 67, doi. 10.1111/1467-9892.00212
- By:
- Publication type:
- Article
5
Testing the Null Hypothesis of Stationarity Against an Autoregressive Unit Root Alternative.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 1, p. 87, doi. 10.1111/1467-9892.00213
- By:
- Publication type:
- Article
6
Autocovariance Structure of Markov Regime Switching Models and Model Selection.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 1, p. 107, doi. 10.1111/1467-9892.00214
- By:
- Publication type:
- Article
7
Book Review.
- Published in:
- 2001
- By:
- Publication type:
- Book Review