Evolutive Instantaneous Spectrum Associated With Partial Autocorrelation Function.
- Published in:
- Journal of Time Series Analysis, 2002, v. 23, n. 4, p. 377, doi. 10.1111/1467-9892.00269
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2002 AND VI 23 AND IP 4
Results: 6
1
2
Lag Length Estimation in Large Dimensional Systems.
- Published in:
- Journal of Time Series Analysis, 2002, v. 23, n. 4, p. 401, doi. 10.1111/1467-9892.00270
- By:
- Publication type:
- Article
3
Bayesian Analysis of Switching Arch Models.
- Published in:
- Journal of Time Series Analysis, 2002, v. 23, n. 4, p. 425, doi. 10.1111/1467-9892.00271
- By:
- Publication type:
- Article
4
Nonlinear Modelling of Periodic Threshold Autoregressions Using Tsmars.
- Published in:
- Journal of Time Series Analysis, 2002, v. 23, n. 4, p. 459, doi. 10.1111/1467-9892.t01-1-00269
- By:
- Publication type:
- Article
5
An Algorithm for the Exact Likelihood of a Stationary Vector Autoregressive-Moving Average Model.
- Published in:
- Journal of Time Series Analysis, 2002, v. 23, n. 4, p. 473, doi. 10.1111/1467-9892.00273
- By:
- Publication type:
- Article
6
Deconvolution of Fractional Brownian Motion.
- Published in:
- Journal of Time Series Analysis, 2002, v. 23, n. 4, p. 487, doi. 10.1111/1467-9892.00274
- By:
- Publication type:
- Article