Works matching IS 01439782 AND DT 2008 AND VI 29 AND IP 2
Results: 9
Improved Prediction Limits For AR( p) and ARCH( p) Processes.
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- Journal of Time Series Analysis, 2008, v. 29, n. 2, p. 213, doi. 10.1111/j.1467-9892.2007.00553.x
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- Article
Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes.
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- Journal of Time Series Analysis, 2008, v. 29, n. 2, p. 224, doi. 10.1111/j.1467-9892.2007.00554.x
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- Article
Robust Estimation For Periodic Autoregressive Time Series.
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- Journal of Time Series Analysis, 2008, v. 29, n. 2, p. 251, doi. 10.1111/j.1467-9892.2007.00555.x
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- Article
Bootstrapping the Local Periodogram of Locally Stationary Processes.
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- Journal of Time Series Analysis, 2008, v. 29, n. 2, p. 264, doi. 10.1111/j.1467-9892.2007.00556.x
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- Article
Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility.
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- Journal of Time Series Analysis, 2008, v. 29, n. 2, p. 300, doi. 10.1111/j.1467-9892.2007.00557.x
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- Article
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break.
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- Journal of Time Series Analysis, 2008, v. 29, n. 2, p. 331, doi. 10.1111/j.1467-9892.2007.00558.x
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- Article
An Improvement of the Portmanteau Statistic.
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- Journal of Time Series Analysis, 2008, v. 29, n. 2, p. 359, doi. 10.1111/j.1467-9892.2007.00559.x
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- Article
Bootstrap Unit-Root Tests: Comparison and Extensions.
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- Journal of Time Series Analysis, 2008, v. 29, n. 2, p. 371, doi. 10.1111/j.1467-9892.2007.00565.x
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- Article
GQL Versus Conditional GQL Inferences for Non-Stationary Time Series of Counts with Overdispersion.
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- Journal of Time Series Analysis, 2008, v. 29, n. 2, p. 402, doi. 10.1111/j.1467-9892.2007.00570.x
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- Article