Works matching IS 01439782 AND DT 2007 AND VI 28 AND IP 2
Results: 6
On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter.
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- Journal of Time Series Analysis, 2007, v. 28, n. 2, p. 155, doi. 10.1111/j.1467-9892.2006.00502.x
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- Article
New Improved Tests for Cointegration with Structural Breaks.
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- Journal of Time Series Analysis, 2007, v. 28, n. 2, p. 188, doi. 10.1111/j.1467-9892.2006.00504.x
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- Article
Simulation of Real-Valued Discrete-Time Periodically Correlated Gaussian Processes with Prescribed Spectral Density Matrices.
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- Journal of Time Series Analysis, 2007, v. 28, n. 2, p. 225, doi. 10.1111/j.1467-9892.2006.00507.x
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- Article
Evaluating the Lyapounov Exponent and Existence of Moments for Threshold AR-ARCH Models.
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- Journal of Time Series Analysis, 2007, v. 28, n. 2, p. 241, doi. 10.1111/j.1467-9892.2006.00508.x
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- Article
A Class of Antipersistent Processes.
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- Journal of Time Series Analysis, 2007, v. 28, n. 2, p. 261, doi. 10.1111/j.1467-9892.2006.00509.x
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- Article
Robust estimators under semi-parametric partly linear autoregression: Asymptotic behaviour and bandwidth selection.
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- Journal of Time Series Analysis, 2007, v. 28, n. 2, p. 274, doi. 10.1111/j.1467-9892.2006.00511.x
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- Article