State space models for time series with patches of unusual observations.
- Published in:
- Journal of Time Series Analysis, 2007, v. 28, n. 5, p. 629, doi. 10.1111/j.1467-9892.2007.00525.x
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- Publication type:
- Article
Works matching IS 01439782 AND DT 2007 AND VI 28 AND IP 5
Results: 9
1
2
Order Patterns in Time Series.
- Published in:
- Journal of Time Series Analysis, 2007, v. 28, n. 5, p. 646, doi. 10.1111/j.1467-9892.2007.00528.x
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- Publication type:
- Article
3
Maximum Likelihood Estimation of VARMA Models Using a State-Space EM Algorithm.
- Published in:
- Journal of Time Series Analysis, 2007, v. 28, n. 5, p. 666, doi. 10.1111/j.1467-9892.2007.00529.x
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- Publication type:
- Article
4
Joint Hypothesis Tests for a Unit Root When There is a Break in the Innovation Variance.
- Published in:
- Journal of Time Series Analysis, 2007, v. 28, n. 5, p. 686, doi. 10.1111/j.1467-9892.2007.00530.x
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- Publication type:
- Article
5
A Note on the Information Matrix for Multiplicative Seasonal Autoregressive Moving-Average Models.
- Published in:
- Journal of Time Series Analysis, 2007, v. 28, n. 5, p. 783, doi. 10.1111/j.1467-9892.2007.00531.x
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- Publication type:
- Article
6
Temporal Aggregation and Bandwidth selection in estimating long memory.
- Published in:
- Journal of Time Series Analysis, 2007, v. 28, n. 5, p. 701, doi. 10.1111/j.1467-9892.2007.00533.x
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- Publication type:
- Article
7
Constructing Optimal tests on a Lagged dependent variable.
- Published in:
- Journal of Time Series Analysis, 2007, v. 28, n. 5, p. 723, doi. 10.1111/j.1467-9892.2007.00536.x
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- Publication type:
- Article
8
Modelling the Dynamic Dependence Structure in Multivariate Financial Time Series.
- Published in:
- Journal of Time Series Analysis, 2007, v. 28, n. 5, p. 763, doi. 10.1111/j.1467-9892.2007.00543.x
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- Publication type:
- Article
9
On Bayesian analysis of nonlinear continuous-time autoregression models.
- Published in:
- Journal of Time Series Analysis, 2007, v. 28, n. 5, p. 744, doi. 10.1111/j.1467-9892.2007.00549.x
- By:
- Publication type:
- Article