Prediction in ARMA Models with GARCH in Mean Effects.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 5, p. 555, doi. 10.1111/1467-9892.00241
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2001 AND VI 22 AND IP 5
Results: 7
1
2
Maximum Likelihood Estimates of a Class of One-Dimensional Stochastic Differential Equation Models From Discrete Data.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 5, p. 505, doi. 10.1111/1467-9892.00238
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- Publication type:
- Article
3
Parameter Estimation of Stochastic Processes with Long-range Dependence and Intermittency.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 5, p. 517, doi. 10.1111/1467-9892.00239
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- Publication type:
- Article
4
Elimination of Third-series Effect and Defining Partial Measures of Causality.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 5, p. 537, doi. 10.1111/1467-9892.00240
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- Publication type:
- Article
5
Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 5, p. 577, doi. 10.1111/1467-9892.00242
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- Publication type:
- Article
6
recursive Mean Adjustment for Unit Root Tests.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 5, p. 595, doi. 10.1111/1467-9892.00243
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- Publication type:
- Article
7
Estimation of Hidden Frequencies for 2D Stationary Processes.
- Published in:
- Journal of Time Series Analysis, 2001, v. 22, n. 5, p. 613, doi. 10.1111/1467-9892.00244
- By:
- Publication type:
- Article