Design of quadratic estimators using covariance information in linear discrete-time stochastic systems.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 3, p. 501, doi. 10.1111/j.1467-9892.2007.00566.x
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- Publication type:
- Article
Works matching IS 01439782 AND DT 2008 AND VI 29 AND IP 3
Results: 10
1
2
Tests against stationary and explosive alternatives in vector autoregressive models.
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- Journal of Time Series Analysis, 2008, v. 29, n. 3, p. 421, doi. 10.1111/j.1467-9892.2007.00560.x
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- Publication type:
- Article
3
A superharmonic prior for the autoregressive process of the second-order.
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- Journal of Time Series Analysis, 2008, v. 29, n. 3, p. 444, doi. 10.1111/j.1467-9892.2007.00561.x
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- Publication type:
- Article
4
Stability of nonlinear AR-GARCH models.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 3, p. 453, doi. 10.1111/j.1467-9892.2007.00562.x
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- Publication type:
- Article
5
Test for the null hypothesis of cointegration with reduced size distortion.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 3, p. 476, doi. 10.1111/j.1467-9892.2007.00564.x
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- Publication type:
- Article
6
Improved inference for first-order autocorrelation using likelihood analysis.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 3, p. 513, doi. 10.1111/j.1467-9892.2007.00567.x
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- Publication type:
- Article
7
A complete VARMA modelling methodology based on scalar components.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 3, p. 533, doi. 10.1111/j.1467-9892.2007.00568.x
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- Publication type:
- Article
8
Using least squares to generate forecasts in regressions with serial correlation.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 3, p. 555, doi. 10.1111/j.1467-9892.2007.00569.x
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- Publication type:
- Article
9
Large-scale volatility models: theoretical properties of professionals’ practice.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 3, p. 581, doi. 10.1111/j.1467-9892.2007.00571.x
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- Publication type:
- Article
10
Portmanteau tests for ARMA models with infinite variance.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 3, p. 600, doi. 10.1111/j.1467-9892.2007.00572.x
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- Publication type:
- Article