A Note on the Specification and Estimation of ARMAX Systems.
- Published in:
- Journal of Time Series Analysis, 2005, v. 26, n. 2, p. 157, doi. 10.1111/j.1467-9892.2005.00397.x
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2005 AND VI 26 AND IP 2
Results: 7
1
2
Blockwise empirical entropy tests for time series regressions.
- Published in:
- Journal of Time Series Analysis, 2005, v. 26, n. 2, p. 185, doi. 10.1111/j.1467-9892.2005.00398.x
- By:
- Publication type:
- Article
3
Asymptotic self-similarity and wavelet estimation for long-range dependent fractional autoregressive integrated moving average time series with stable innovations.
- Published in:
- Journal of Time Series Analysis, 2005, v. 26, n. 2, p. 211, doi. 10.1111/j.1467-9892.2005.00399.x
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- Publication type:
- Article
4
Local Likelihood for non-parametric ARCH(1) models.
- Published in:
- Journal of Time Series Analysis, 2005, v. 26, n. 2, p. 251, doi. 10.1111/j.1467-9892.2005.00400.x
- By:
- Publication type:
- Article
5
Semiparametric Estimation in Time-Series Regression with Long-Range Dependence.
- Published in:
- Journal of Time Series Analysis, 2005, v. 26, n. 2, p. 279, doi. 10.1111/j.1467-9892.2005.00401.x
- By:
- Publication type:
- Article
6
Assessing Persistence In Discrete Nonstationary Time-Series Models.
- Published in:
- Journal of Time Series Analysis, 2005, v. 26, n. 2, p. 305, doi. 10.1111/j.1467-9892.2005.00402.x
- By:
- Publication type:
- Article
7
The Econometric Analysis of Seasonal Time Series.
- Published in:
- 2005
- By:
- Publication type:
- Book Review