An algorithm for computing the asymptotic fisher information matrix for seasonal SISO models.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 5, p. 627, doi. 10.1111/j.1467-9892.2004.01863.x
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- Publication type:
- Article
Works matching IS 01439782 AND DT 2004 AND VI 25 AND IP 5
Results: 9
1
2
A Dependence Metric for Possibly Nonlinear Processes.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 5, p. 649, doi. 10.1111/j.1467-9892.2004.01866.x
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- Publication type:
- Article
3
Bayesian Subset Model Selection for Time Series.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 5, p. 671, doi. 10.1111/j.1467-9892.2004.01874.x
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- Publication type:
- Article
4
A joint test of fractional integration and structural breaks at a known period of time.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 5, p. 691, doi. 10.1111/j.1467-9892.2004.01882.x
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- Publication type:
- Article
5
Analysis of low count time series data by poisson autoregression.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 5, p. 701, doi. 10.1111/j.1467-9892.2004.01885.x
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- Publication type:
- Article
6
Maximum quasi-likelihood estimation for the near(2) model.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 5, p. 723, doi. 10.1111/j.1467-9892.2004.01886.x
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- Publication type:
- Article
7
Error bounds and asymptotic expansions for toeplitz product functionals of unbounded spectra.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 5, p. 733, doi. 10.1111/j.1467-9892.2004.01904.x
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- Publication type:
- Article
8
Behaviour of Dickey–Fuller Unit-Root Tests Under Trend Misspecification.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 5, p. 755, doi. 10.1111/j.1467-9892.2004.02000.x
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- Publication type:
- Article
9
Large sample properties of parameter least squares estimates for time-varying arma models.
- Published in:
- Journal of Time Series Analysis, 2004, v. 25, n. 5, p. 765, doi. 10.1111/j.1467-9892.2004.02003.x
- By:
- Publication type:
- Article