Works matching IS 01439782 AND DT 2003 AND VI 24 AND IP 2

Results: 10

ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS.

Published in:

Journal of Time Series Analysis, 2003, v. 24, n. 2, p. 237, doi. 10.1111/1467-9892.00305

By:

Psaradakis, Zacharias;
Spagnolo, Nicola

Publication type:

Article

LEAVE-K-OUT DIAGNOSTICS IN STATE-SPACE MODELS.

Published in:

Journal of Time Series Analysis, 2003, v. 24, n. 2, p. 221, doi. 10.1111/1467-9892.00304

By:

Proietti, Tommaso

Publication type:

Article

SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES.

Published in:

Journal of Time Series Analysis, 2003, v. 24, n. 2, p. 193, doi. 10.1111/1467-9892.00303

By:

Perron, Pierre;
Rodríguez, Gabriel

Publication type:

Article

STATIONARY TANGENT: THE DISCRETE AND NON-SMOOTH CASE.

Published in:

Journal of Time Series Analysis, 2003, v. 24, n. 2, p. 173, doi. 10.1111/1467-9892.00302

By:

K011011011011011011EICH, U.

Publication type:

Article

GENERALIZED LEAST SQUARES ESTIMATION OF ARMA MODELS.

Published in:

Journal of Time Series Analysis, 2003, v. 24, n. 2, p. 165, doi. 10.1111/1467-9892.00301

By:

K011011011011011011AVALIERIS, L.;
H011011011011011011ANNAN, E. J.;
S011011011011011011ALAU, M.

Publication type:

Article

A NOTE ON BUSETTI–HARVEY TESTS FOR STATIONARITY IN SERIES WITH STRUCTURAL BREAKS.

Published in:

Journal of Time Series Analysis, 2003, v. 24, n. 2, p. 159, doi. 10.1111/1467-9892.00300

By:

ARVEY, DAVID I. H;
ILLS, TERENCE C. M

Publication type:

Article

DYNAMIC STATE-SPACE MODELS.

Published in:

Journal of Time Series Analysis, 2003, v. 24, n. 2, p. 149, doi. 10.1111/1467-9892.00299

By:

Guo, Wensheng

Publication type:

Article

SMOOTHING WITH AN UNKNOWN INITIAL CONDITION.

Published in:

Journal of Time Series Analysis, 2003, v. 24, n. 2, p. 141, doi. 10.1111/1467-9892.00298

By:

de Jong, Piet;
Chu-Chun-Lin, Singfat

Publication type:

Article

FURTHER COMMENTS ON STATIONARITY TESTS IN SERIES WITH STRUCTURAL BREAKS AT UNKNOWN POINTS.

Published in:

Journal of Time Series Analysis, 2003, v. 24, n. 2, p. 137, doi. 10.1111/1467-9892.00297

By:

Busetti, Fabio;
Harvey, Andrew

Publication type:

Article

ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS.

Published in:

Journal of Time Series Analysis, 2003, v. 24, n. 2, p. 127, doi. 10.1111/1467-9892.00296

By:

Bose, Arup;
Mukherjee, Kanchan

Publication type:

Article