Non-Gaussian Filter and Smoother Based on the Pearson Distribution System.
- Published in:
- Journal of Time Series Analysis, 2003, v. 24, n. 6, p. 721, doi. 10.1111/j.1467-9892.2003.00331.x
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2003 AND VI 24 AND IP 6
Results: 8
1
2
Rank Based Dickey–Fuller Test Statistics.
- Published in:
- Journal of Time Series Analysis, 2003, v. 24, n. 6, p. 647, doi. 10.1111/j.1467-9892.2003.00327.x
- By:
- Publication type:
- Article
3
The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model.
- Published in:
- Journal of Time Series Analysis, 2003, v. 24, n. 6, p. 663, doi. 10.1111/j.1467-9892.2003.00328.x
- By:
- Publication type:
- Article
4
Distribution of the estimated lyapunov exponents from noisy chaotic time series.
- Published in:
- Journal of Time Series Analysis, 2003, v. 24, n. 6, p. 705, doi. 10.1111/j.1467-9892.2003.00330.x
- By:
- Publication type:
- Article
5
A Bayesian Approach to Event Prediction.
- Published in:
- Journal of Time Series Analysis, 2003, v. 24, n. 6, p. 631, doi. 10.1111/j.1467-9892.2003.00326.x
- By:
- Publication type:
- Article
6
Multi-variate t Autoregressions: Innovations, Prediction Variances and Exact Likelihood Equations.
- Published in:
- Journal of Time Series Analysis, 2003, v. 24, n. 6, p. 739, doi. 10.1111/j.1467-9892.2003.00332.x
- By:
- Publication type:
- Article
7
Journal of Time Series Analysis Index to Volume 24 2003.
- Published in:
- 2003
- Publication type:
- Other
8
A Time-Domain Semi-parametric Estimate for Strongly Dependent Continuous-Time Stationary Processes.
- Published in:
- Journal of Time Series Analysis, 2003, v. 24, n. 6, p. 679, doi. 10.1111/j.1467-9892.2003.00329.x
- By:
- Publication type:
- Article