Works matching IS 01439782 AND DT 2004 AND VI 25 AND IP 3
Results: 8
The adjustment of prediction intervals to account for errors in parameter estimation.
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- Journal of Time Series Analysis, 2004, v. 25, n. 3, p. 351, doi. 10.1111/j.1467-9892.2004.01848.x
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Aggregation of random parameters Ornstein-Uhlenbeck or AR processes: some convergence results.
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- Journal of Time Series Analysis, 2004, v. 25, n. 3, p. 335, doi. 10.1111/j.1467-9892.2004.01775.x
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Difference Equations for the Higher-Order Moments and Cumulants of the INAR(1) Model.
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- Journal of Time Series Analysis, 2004, v. 25, n. 3, p. 317, doi. 10.1111/j.1467-9892.2004.01685.x
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Goodness-of-fit tests of normality for the innovations in ARMA models.
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- Journal of Time Series Analysis, 2004, v. 25, n. 3, p. 373, doi. 10.1111/j.1467-9892.2004.01875.x
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- Article
Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic ARMA Models.
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- Journal of Time Series Analysis, 2004, v. 25, n. 3, p. 359, doi. 10.1111/j.1467-9892.2004.00356.x
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A Note on the Filtering for Some Time Series Models.
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- Journal of Time Series Analysis, 2004, v. 25, n. 3, p. 397, doi. 10.1111/j.1467-9892.2004.01898.x
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Asymmetric adjustment and smooth transitions: a combination of some unit root tests.
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- Journal of Time Series Analysis, 2004, v. 25, n. 3, p. 409, doi. 10.1111/j.1467-9892.2004.01911.x
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Some Results on Cointegration with Random Coefficients in the Error Correction Form: Estimation and Testing.
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- Journal of Time Series Analysis, 2004, v. 25, n. 3, p. 419, doi. 10.1111/j.1467-9892.2004.01913.x
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- Article