An Extension Problem For Discrete-Time Periodically Correlated Stochastic Processes.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 2, p. 1, doi. 10.1111/1467-9892.00209
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2001 AND VI 22 AND IP 2
Results: 13
1
2
Nonparametric Tests of Change-Points with Tapered Data.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 2, p. 13, doi. 10.1111/1467-9892.00210
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- Publication type:
- Article
3
Properties of Predictors in Overdifferenced Nearly Nonstationary Autoregression.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 2, p. 45, doi. 10.1111/1467-9892.00211
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- Publication type:
- Article
4
Fractional Bayesian Lag Length Inference in Multivariate Autoregressive Processes.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 2, p. 67, doi. 10.1111/1467-9892.00212
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- 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. 2, p. 87, doi. 10.1111/1467-9892.00213
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- 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. 2, p. 107, doi. 10.1111/1467-9892.00214
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- Publication type:
- Article
7
Book Review.
- Published in:
- 2001
- By:
- Publication type:
- Book Review
8
Testing for the Presence of a Random Walk in Series with Structural Breaks.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 2, p. 127, doi. 10.1111/1467-9892.00216
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- Publication type:
- Article
9
Functional Coefficient Autoregressive Models: Estimation and Tests of Hypotheses.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 2, p. 151, doi. 10.1111/1467-9892.00217
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- Publication type:
- Article
10
Stochastic Regression Model with Dependent Disturbances.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 2, p. 175, doi. 10.1111/1467-9892.00218
- By:
- Publication type:
- Article
11
Conditional Heteroskedasticity Driven by Hidden Markov Chains.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 2, p. 197
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- Publication type:
- Article
12
Broadband Semiparametric Estimation of the Memory Parameter of a Long-Memory Time Series Using Fractional Exponential Models.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 2, p. 221, doi. 10.1111/1467-9892.00220
- By:
- Publication type:
- Article
13
Book Review.
- Published in:
- 2001
- By:
- Publication type:
- Book Review