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Works matching IS 01439782 AND DT 2007 AND VI 28 AND IP 2

Results: 6

1

On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter.

Published in:

Journal of Time Series Analysis, 2007, v. 28, n. 2, p. 155, doi. 10.1111/j.1467-9892.2006.00502.x

By:

Moulines, E.;
Roueff, F.;
Taqqu, M. S.

Publication type:

Article

2

New Improved Tests for Cointegration with Structural Breaks.

Published in:

Journal of Time Series Analysis, 2007, v. 28, n. 2, p. 188, doi. 10.1111/j.1467-9892.2006.00504.x

By:

Westerlund, Joakim;
Edgerton, David L.

Publication type:

Article

3

Simulation of Real-Valued Discrete-Time Periodically Correlated Gaussian Processes with Prescribed Spectral Density Matrices.

Published in:

Journal of Time Series Analysis, 2007, v. 28, n. 2, p. 225, doi. 10.1111/j.1467-9892.2006.00507.x

By:

Soltani, A. R.;
Azimmohseni, M.

Publication type:

Article

4

Evaluating the Lyapounov Exponent and Existence of Moments for Threshold AR-ARCH Models.

Published in:

Journal of Time Series Analysis, 2007, v. 28, n. 2, p. 241, doi. 10.1111/j.1467-9892.2006.00508.x

By:

Cline, Daren B. H.

Publication type:

Article

5

A Class of Antipersistent Processes.

Published in:

Journal of Time Series Analysis, 2007, v. 28, n. 2, p. 261, doi. 10.1111/j.1467-9892.2006.00509.x

By:

Bondon, Pascal;
Palma, Wilfredo

Publication type:

Article

6

Robust estimators under semi-parametric partly linear autoregression: Asymptotic behaviour and bandwidth selection.

Published in:

Journal of Time Series Analysis, 2007, v. 28, n. 2, p. 274, doi. 10.1111/j.1467-9892.2006.00511.x

By:

Bianco, Ana;
Boente, Graciela

Publication type:

Article