Predictions in time Series Using Multivariate Regression Models.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 3, p. 365, doi. 10.1111/1467-9892.00229
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2001 AND VI 22 AND IP 3
Results: 9
1
2
The Effect of Linear Time Trends on the KPSS Test for Cointegration.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 3, p. 283, doi. 10.1111/1467-9892.00224
- By:
- Publication type:
- Article
3
A Hierarchical Approach to Covariance Function Estimation for Time Series.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 3, p. 253, doi. 10.1111/1467-9892.00222
- By:
- Publication type:
- Article
4
Book Reviews.
- Published in:
- 2001
- By:
- Publication type:
- Book Review
5
Cross-validation Criteria for Setar Model Selection.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 3, p. 267, doi. 10.1111/1467-9892.00223
- By:
- Publication type:
- Article
6
Robust Automatic Bandwidth for Long Memory.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 3, p. 293, doi. 10.1111/1467-9892.00225
- By:
- Publication type:
- Article
7
Can One Use the Durbin–Levinson Algorithm to Generate Infinite Variance Fractional ARIMA Time Series?
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 3, p. 317, doi. 10.1111/1467-9892.00226
- By:
- Publication type:
- Article
8
On the Distributional Properties of GARCH Processes.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 3, p. 339, doi. 10.1111/1467-9892.00227
- By:
- Publication type:
- Article
9
S-Estimation in the Linear Regression Model with Long-memory Error Terms Under Trend.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 3, p. 353, doi. 10.1111/1467-9892.00228
- By:
- Publication type:
- Article