Estimation of the location and exponent of the spectral singularity of a long memory process.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 1, p. 55, doi. 10.1111/j.1467-9892.2004.00337.x
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2004 AND VI 25 AND IP 1
Results: 11
1
2
Time Dependence and Moments of a Family of Time-Varying Parameter Garch in Mean Models.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 1, p. 1, doi. 10.1046/j.0143-9782.2003.01771.x
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- Publication type:
- Article
3
Error Correction Models for Fractionally Cointegrated Time Series.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 1, p. 27, doi. 10.1111/j.1467-9892.2004.00335.x
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- Publication type:
- Article
4
Seasonal Unit Root Tests Under Structural Breaks.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 1, p. 33, doi. 10.1111/j.1467-9892.2004.00336.x
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- Publication type:
- Article
5
Improvement of the Likelihood Ratio Test Statistic in ARMA Models.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 1, p. 83, doi. 10.1111/j.1467-9892.2004.00338.x
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- Publication type:
- Article
6
The Stationary Marginal Distribution of a Threshold AR(1) Process.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 1, p. 103, doi. 10.1111/j.1467-9892.2004.00339.x
- By:
- Publication type:
- Article
7
Improved prediction intervals for stochastic process models.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 1, p. 137, doi. 10.1111/j.1467-9892.2004.00341.x
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- Publication type:
- Article
8
Book Reviews.
- Published in:
- 2004
- By:
- Publication type:
- Book Review
9
A small-sample overlapping variance-ratio test.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 1, p. 127, doi. 10.1046/j.0143-9782.2003.01804.x
- By:
- Publication type:
- Article
10
Book Reviews.
- Published in:
- 2004
- By:
- Publication type:
- Book Review
11
Book Reviews.
- Published in:
- 2004
- By:
- Publication type:
- Book Review