On the closed form of the covariance matrix and its inverse of the causal ARMA process.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 4, p. 443, doi. 10.1111/j.1467-9892.2004.01454.x
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- Publication type:
- Article
Works matching IS 01439782 AND DT 2004 AND VI 25 AND IP 4
Results: 10
1
2
Bootstrap predictive inference for ARIMA processes.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 4, p. 449, doi. 10.1111/j.1467-9892.2004.01713.x
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- Publication type:
- Article
3
Bayesian selection of threshold autoregressive models.
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- Journal of Time Series Analysis, 2004, v. 25, n. 4, p. 467, doi. 10.1111/j.1467-9892.2004.01726.x
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- Publication type:
- Article
4
Estimation and testing for the parameters of ARCH( q) under ordered restriction.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 4, p. 483, doi. 10.1111/j.1467-9892.2004.01763.x
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- Publication type:
- Article
5
On testing for separable correlations of multivariate time series.
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- Journal of Time Series Analysis, 2004, v. 25, n. 4, p. 501, doi. 10.1111/j.1467-9892.2004.01795.x
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- Publication type:
- Article
6
Analysis of the correlation structure of square time series.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 4, p. 529, doi. 10.1111/j.1467-9892.2004.01797.x
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- Publication type:
- Article
7
Limiting distributions of unconditional maximum likelihood unit root test statistics in seasonal time–series models.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 4, p. 551, doi. 10.1111/j.1467-9892.2004.01814.x
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- Publication type:
- Article
8
Kernel deconvolution of stochastic volatility models.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 4, p. 563, doi. 10.1111/j.1467-9892.2004.01825.x
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- Publication type:
- Article
9
Asymptotic mean-squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 4, p. 583, doi. 10.1111/j.1467-9892.2004.01869.x
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- Publication type:
- Article
10
Computation of asymmetric signal extraction filters and mean squared error for ARIMA component models.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 4, p. 603, doi. 10.1111/j.1467-9892.2004.01920.x
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- Publication type:
- Article