Decomposition of Time Series Dynamic Linear Models.
- Published in:
- Journal of Time Series Analysis, 2003, v. 24, n. 5, p. 513, doi. 10.1111/1467-9892.00319
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2003 AND VI 24 AND IP 5
Results: 9
1
2
Simulating a class of stationary Gaussian processes using the Davies–Harte algorithm, with application to long memory processes.
- Published in:
- Journal of Time Series Analysis, 2003, v. 24, n. 5, p. 505, doi. 10.1111/1467-9892.00318
- By:
- Publication type:
- Article
3
Testing for Linear Trend with Application to Relative Primary Commodity Prices.
- Published in:
- Journal of Time Series Analysis, 2003, v. 24, n. 5, p. 539, doi. 10.1111/1467-9892.00321
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- Publication type:
- Article
4
Tests for non-correlation of two cointegrated ARMA time series.
- Published in:
- Journal of Time Series Analysis, 2003, v. 24, n. 5, p. 553, doi. 10.1111/1467-9892.00322
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- Publication type:
- Article
5
A Dynamic Factor Model.
- Published in:
- Journal of Time Series Analysis, 2003, v. 24, n. 5, p. 529, doi. 10.1111/1467-9892.00320
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- Publication type:
- Article
6
Extremes of Some Sub-Sampled Time Series.
- Published in:
- Journal of Time Series Analysis, 2003, v. 24, n. 5, p. 579, doi. 10.1111/1467-9892.00320
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- Publication type:
- Article
7
Locally Optimal Tests Against Unit Roots in Seasonal Time Series Processes.
- Published in:
- Journal of Time Series Analysis, 2003, v. 24, n. 5, p. 591, doi. 10.1111/1467-9892.00324
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- Publication type:
- Article
8
A note on estimation by least squares for harmonic component models.
- Published in:
- Journal of Time Series Analysis, 2003, v. 24, n. 5, p. 613, doi. 10.1111/1467-9892.00325
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- Publication type:
- Article
9
Table of Contents.
- Published in:
- 2003
- Publication type:
- Table of Contents