Works matching IS 01439782 AND DT 2005 AND VI 26 AND IP 5

Results: 13

Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes.

Published in:

Journal of Time Series Analysis, 2005, v. 26, n. 5, p. 669, doi. 10.1111/j.1467-9892.2005.00412.x

By:

Liebscher, Eckhard

Publication type:

Article

Book Reviews.

Published in:

2005

By:

Shumway, Robert H.

Publication type:

Book Review

Book Reviews.

Published in:

2005

By:

Chandler, Richard E.

Publication type:

Book Review

Book Reviews.

Published in:

2005

By:

Pourahmadi, Mohsen

Publication type:

Book Review

Book Reviews.

Published in:

2005

By:

Mills, Terence C.

Publication type:

Book Review

Parameter Estimation and Subset Selection for Separable lower Triangular Bilinear Models.

Published in:

Journal of Time Series Analysis, 2005, v. 26, n. 5, p. 743, doi. 10.1111/j.1467-9892.2005.00421.x

By:

Hai-Bin Wang

Publication type:

Article

Quasi-Maximum Likelihood Estimation for a Class of Continuous-time Long-memory Processes.

Published in:

Journal of Time Series Analysis, 2005, v. 26, n. 5, p. 691, doi. 10.1111/j.1467-9892.2005.00422.x

By:

Henghsiu Tsai;
Chan, K. S.

Publication type:

Article

Book Reviews.

Published in:

2005

By:

Dodson, C. T. J.

Publication type:

Book Review

Book Reviews.

Published in:

2005

By:

Terdik, Gyorgy

Publication type:

Book Review

Comparing the CCA Subspace Method to Pseudo Maximum Likelihood Methods in the case of No Exogenous Inputs.

Published in:

Journal of Time Series Analysis, 2005, v. 26, n. 5, p. 631, doi. 10.1111/j.1467-9892.2005.00441.x

By:

Bauer, Dietmar

Publication type:

Article

On the use of Sub-sample Unit Root Tests to Detect Changes in Persistence.

Published in:

Journal of Time Series Analysis, 2005, v. 26, n. 5, p. 759, doi. 10.1111/j.1467-9892.2005.00442.x

By:

Taylor, A. M. Robert

Publication type:

Article

Using the Penalized Likelihood Method for Model Selection with Nuisance Parameters Present only under the Alternative: An Application to Switching Regression Models.

Published in:

Journal of Time Series Analysis, 2005, v. 26, n. 5, p. 715, doi. 10.1111/j.1467-9892.2005.00443.x

By:

Preminger, Arie;
Wettstein, David

Publication type:

Article

Erratum: Book Review.

Published in:: 2005
Publication type:: Correction Notice