Inference in Autoregression under Heteroskedasticity.
- Published in:
- Journal of Time Series Analysis, 2006, v. 27, n. 2, p. 289, doi. 10.1111/j.1467-9892.2005.00466.x
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- Publication type:
- Article
Works matching IS 01439782 AND DT 2006 AND VI 27 AND IP 2
Results: 7
1
2
On the Evaluation of the Information Matrix for Multiplicative Seasonal Time-Series Models.
- Published in:
- Journal of Time Series Analysis, 2006, v. 27, n. 2, p. 167, doi. 10.1111/j.1467-9892.2005.00461.x
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- Publication type:
- Article
3
Testing Monthly Seasonal Unit Roots With Monthly and Quarterly Information.
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- Journal of Time Series Analysis, 2006, v. 27, n. 2, p. 191, doi. 10.1111/j.1467-9892.2005.00463.x
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- Publication type:
- Article
4
Consistent estimation of the memory parameter for nonlinear time series.
- Published in:
- Journal of Time Series Analysis, 2006, v. 27, n. 2, p. 211, doi. 10.1111/j.1467-9892.2005.00464.x
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- Publication type:
- Article
5
Bernstein polynomial estimation of a spectral density.
- Published in:
- Journal of Time Series Analysis, 2006, v. 27, n. 2, p. 253, doi. 10.1111/j.1467-9892.2005.00465.x
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- Publication type:
- Article
6
Computer Algebra Derivation of the Bias of Linear Estimators of Autoregressive Models.
- Published in:
- Journal of Time Series Analysis, 2006, v. 27, n. 2, p. 157, doi. 10.1111/j.1467-9892.2005.00459.x
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- Publication type:
- Article
7
Some Notes on Mutual Information Between Past and Future.
- Published in:
- Journal of Time Series Analysis, 2006, v. 27, n. 2, p. 309, doi. 10.1111/j.1467-9892.2005.00469.x
- By:
- Publication type:
- Article