Works matching IS 01439782 AND DT 2001 AND VI 22 AND IP 3
Results: 9
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
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- Publication type:
- Article
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
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- Publication type:
- Article
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
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- Publication type:
- Article
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
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- Publication type:
- Article
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
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- Publication type:
- Article
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
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- Publication type:
- Article
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
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- Publication type:
- Article
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
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- Publication type:
- Article
Book Reviews.
- Published in:
- 2001
- By:
- Publication type:
- Book Review