Works matching IS 01439782 AND DT 2007 AND VI 28 AND IP 3
Results: 7
A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue.
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- Journal of Time Series Analysis, 2007, v. 28, n. 3, p. 307, doi. 10.1111/j.1467-9892.2006.00510.x
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- Article
A Note on Non-Negative Arma Processes.
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- Journal of Time Series Analysis, 2007, v. 28, n. 3, p. 350, doi. 10.1111/j.1467-9892.2006.00513.x
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- Article
Wiener–Kolmogorov Filtering and Smoothing for Multivariate Series With State–Space Structure.
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- Journal of Time Series Analysis, 2007, v. 28, n. 3, p. 361, doi. 10.1111/j.1467-9892.2006.00514.x
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- Article
Likelihood-based Analysis of a Class of Generalized Long-Memory Time Series Models.
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- Journal of Time Series Analysis, 2007, v. 28, n. 3, p. 386, doi. 10.1111/j.1467-9892.2006.00515.x
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- Article
CUSUM of Squares-Based Tests for a Change in Persistence.
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- Journal of Time Series Analysis, 2007, v. 28, n. 3, p. 408, doi. 10.1111/j.1467-9892.2006.00517.x
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- Article
Improvement of the quasi-likelihood ratio test in ARMA models: some results for bootstrap methods.
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- Journal of Time Series Analysis, 2007, v. 28, n. 3, p. 434, doi. 10.1111/j.1467-9892.2006.00518.x
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- Article
Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors.
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- Journal of Time Series Analysis, 2007, v. 28, n. 3, p. 454, doi. 10.1111/j.1467-9892.2006.00521.x
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- Article