Results: 8
Difference Equations for the Higher-Order Moments and Cumulants of the INAR(1) Model.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 3, p. 317, doi. 10.1111/j.1467-9892.2004.01685.x
- By:
- Publication type:
- Article
Aggregation of random parameters Ornstein-Uhlenbeck or AR processes: some convergence results.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 3, p. 335, doi. 10.1111/j.1467-9892.2004.01775.x
- By:
- Publication type:
- Article
The adjustment of prediction intervals to account for errors in parameter estimation.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 3, p. 351, doi. 10.1111/j.1467-9892.2004.01848.x
- By:
- Publication type:
- Article
Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic ARMA Models.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 3, p. 359, doi. 10.1111/j.1467-9892.2004.00356.x
- By:
- Publication type:
- Article
Goodness-of-fit tests of normality for the innovations in ARMA models.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 3, p. 373, doi. 10.1111/j.1467-9892.2004.01875.x
- By:
- Publication type:
- Article
A Note on the Filtering for Some Time Series Models.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 3, p. 397, doi. 10.1111/j.1467-9892.2004.01898.x
- By:
- Publication type:
- Article
Asymmetric adjustment and smooth transitions: a combination of some unit root tests.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 3, p. 409, doi. 10.1111/j.1467-9892.2004.01911.x
- By:
- Publication type:
- Article
Some Results on Cointegration with Random Coefficients in the Error Correction Form: Estimation and Testing.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 3, p. 419, doi. 10.1111/j.1467-9892.2004.01913.x
- By:
- Publication type:
- Article