A Note on Calculating Autocovariances of Long-Memory Processes.
- Published in:
- Journal of Time Series Analysis, 2002, v. 23, n. 5, p. 503, doi. 10.1111/1467-9892.00275
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2002 AND VI 23 AND IP 5
Results: 8
1
2
Nonlinear Error Correction Models.
- Published in:
- Journal of Time Series Analysis, 2002, v. 23, n. 5, p. 509, doi. 10.1111/1467-9892.00276
- By:
- Publication type:
- Article
3
Nonlinear Functionals of the Periodogram.
- Published in:
- Journal of Time Series Analysis, 2002, v. 23, n. 5, p. 523, doi. 10.1111/1467-9892.00277
- By:
- Publication type:
- Article
4
Properties of the Nonparametric Autoregressive Bootstrap.
- Published in:
- Journal of Time Series Analysis, 2002, v. 23, n. 5, p. 555, doi. 10.1111/1467-9892.00278
- By:
- Publication type:
- Article
5
Adjusting Forecast Intervals in Arch-M Models.
- Published in:
- Journal of Time Series Analysis, 2002, v. 23, n. 5, p. 587, doi. 10.1111/1467-9892.00279
- By:
- Publication type:
- Article
6
Time-Varying Autoregressions with Model Order Uncertainty.
- Published in:
- Journal of Time Series Analysis, 2002, v. 23, n. 5, p. 599, doi. 10.1111/1467-9892.00280
- By:
- Publication type:
- Article
7
A Note on Maximum Autoregressive Processes of Order One.
- Published in:
- Journal of Time Series Analysis, 2002, v. 23, n. 5, p. 619, doi. 10.1111/1467-9892.00281
- By:
- Publication type:
- Article
8
Book Review.
- Published in:
- 2002
- By:
- Publication type:
- Book Review