Properties of higher order stochastic cycles.
- Published in:
- Journal of Time Series Analysis, 2006, v. 27, n. 1, p. 1, doi. 10.1111/j.0143-9782.2005.00462.x
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2006 AND VI 27 AND IP 1
Results: 10
1
2
Minimum α-divergence estimation for arch models.
- Published in:
- Journal of Time Series Analysis, 2006, v. 27, n. 1, p. 19, doi. 10.1111/j.1467-9892.2005.00444.x
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- Publication type:
- Article
3
The effect of observations on Bayesian choice of an autoregressive model.
- Published in:
- Journal of Time Series Analysis, 2006, v. 27, n. 1, p. 41, doi. 10.1111/j.1467-9892.2005.00449.x
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- Publication type:
- Article
4
Uniform Limit Theory for Stationary Autoregression.
- Published in:
- Journal of Time Series Analysis, 2006, v. 27, n. 1, p. 51, doi. 10.1111/j.1467-9892.2005.00452.x
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- Publication type:
- Article
5
Estimation in Random Coefficient Autoregressive Models.
- Published in:
- Journal of Time Series Analysis, 2006, v. 27, n. 1, p. 61, doi. 10.1111/j.1467-9892.2005.00453.x
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- Publication type:
- Article
6
An Approximate Innovation Method For The Estimation Of Diffusion Processes From Discrete Data.
- Published in:
- Journal of Time Series Analysis, 2006, v. 27, n. 1, p. 77, doi. 10.1111/j.1467-9892.2005.00454.x
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- Publication type:
- Article
7
Bayesian Model Uncertainty In Smooth Transition Autoregressions.
- Published in:
- Journal of Time Series Analysis, 2006, v. 27, n. 1, p. 99, doi. 10.1111/j.1467-9892.2005.00455.x
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- Publication type:
- Article
8
Median-unbiased Estimation and Exact Inference Methods for First-order Autoregressive Models with Conditional Heteroscedasticity of Unknown Form.
- Published in:
- Journal of Time Series Analysis, 2006, v. 27, n. 1, p. 119, doi. 10.1111/j.1467-9892.2005.00456.x
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- Publication type:
- Article
9
A Shrinked Forecast in Stationary Processes Favouring Percentage Error.
- Published in:
- Journal of Time Series Analysis, 2006, v. 27, n. 1, p. 129, doi. 10.1111/j.1467-9892.2005.00458.x
- By:
- Publication type:
- Article
10
A Bayesian Approach to Modelling Graphical Vector Autoregressions.
- Published in:
- Journal of Time Series Analysis, 2006, v. 27, n. 1, p. 141, doi. 10.1111/j.1467-9892.2005.00460.x
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- Publication type:
- Article