On a Mixture GARCH Time-Series Model.
- Published in:
- Journal of Time Series Analysis, 2006, v. 27, n. 4, p. 577, doi. 10.1111/j.1467-9892.2006.00467.x
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2006 AND VI 27 AND IP 4
Results: 6
1
2
A Generalized Portmanteau Test For Independence Of Two Infinite-Order Vector Autoregressive Series.
- Published in:
- Journal of Time Series Analysis, 2006, v. 27, n. 4, p. 505, doi. 10.1111/j.1467-9892.2006.00473.x
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- Publication type:
- Article
3
Range Unit-Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers.
- Published in:
- Journal of Time Series Analysis, 2006, v. 27, n. 4, p. 545, doi. 10.1111/j.1467-9892.2006.00474.x
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- Publication type:
- Article
4
Testing the Null of Co-integration in the Presence of Variance Breaks.
- Published in:
- Journal of Time Series Analysis, 2006, v. 27, n. 4, p. 613, doi. 10.1111/j.1467-9892.2006.00475.x
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- Publication type:
- Article
5
Structural Laplace Transform and Compound Autoregressive Models.
- Published in:
- Journal of Time Series Analysis, 2006, v. 27, n. 4, p. 477, doi. 10.1111/j.1467-9892.2006.00479.x
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- Publication type:
- Article
6
Partial autocorrelation parameterization for subset autoregression.
- Published in:
- Journal of Time Series Analysis, 2006, v. 27, n. 4, p. 599, doi. 10.1111/j.1467-9892.2006.00481.x
- By:
- Publication type:
- Article