Improved Prediction Limits For AR( p) and ARCH( p) Processes.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 2, p. 213, doi. 10.1111/j.1467-9892.2007.00553.x
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2008 AND VI 29 AND IP 2
Results: 9
1
2
Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 2, p. 224, doi. 10.1111/j.1467-9892.2007.00554.x
- By:
- Publication type:
- Article
3
Robust Estimation For Periodic Autoregressive Time Series.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 2, p. 251, doi. 10.1111/j.1467-9892.2007.00555.x
- By:
- Publication type:
- Article
4
Bootstrapping the Local Periodogram of Locally Stationary Processes.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 2, p. 264, doi. 10.1111/j.1467-9892.2007.00556.x
- By:
- Publication type:
- Article
5
Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 2, p. 300, doi. 10.1111/j.1467-9892.2007.00557.x
- By:
- Publication type:
- Article
6
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 2, p. 331, doi. 10.1111/j.1467-9892.2007.00558.x
- By:
- Publication type:
- Article
7
An Improvement of the Portmanteau Statistic.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 2, p. 359, doi. 10.1111/j.1467-9892.2007.00559.x
- By:
- Publication type:
- Article
8
Bootstrap Unit-Root Tests: Comparison and Extensions.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 2, p. 371, doi. 10.1111/j.1467-9892.2007.00565.x
- By:
- Publication type:
- Article
9
GQL Versus Conditional GQL Inferences for Non-Stationary Time Series of Counts with Overdispersion.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 2, p. 402, doi. 10.1111/j.1467-9892.2007.00570.x
- By:
- Publication type:
- Article