Averaged Periodogram Spectral Estimation with Long-memory Conditional Heteroscedasticity.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 4, p. 431, doi. 10.1111/1467-9892.00234
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2001 AND VI 22 AND IP 4
Results: 7
1
2
Estimation in the Mixture Transition Distribution Model.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 4, p. 379, doi. 10.1111/1467-9892.00231
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- Publication type:
- Article
3
Recursive Relations for Multistep Prediction of a Stationary Time Series.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 4, p. 399, doi. 10.1111/1467-9892.00232
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- Publication type:
- Article
4
Testing Stochastic Cycles in Macroeconomic Time Series.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 4, p. 411, doi. 10.1111/1467-9892.00233
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- Publication type:
- Article
5
Sample Cross-correlations for Moving Averages with Regularly Varying Tails.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 4, p. 481, doi. 10.1111/1467-9892.00236
- By:
- Publication type:
- Article
6
Bootstrapping Time Series Regressions with Integrated Processes.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 4, p. 461, doi. 10.1111/1467-9892.00235
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- Publication type:
- Article
7
A Bias Correction for Cross-validation Bandwidth Selection when a Kernel Estimate is Based on Dependent Data.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 4, p. 493, doi. 10.1111/1467-9892.00237
- By:
- Publication type:
- Article