Estimation of Parameters in the NLAR( p) Model.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 4, p. 619, doi. 10.1111/j.1467-9892.2008.00574.x
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2008 AND VI 29 AND IP 4
Results: 7
1
2
Evaluating Specification Tests for Markov-Switching Time-Series Models.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 4, p. 629, doi. 10.1111/j.1467-9892.2008.00575.x
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- Publication type:
- Article
3
Statistical analysis of a spatio-temporal model with location-dependent parameters and a test for spatial stationarity.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 4, p. 673, doi. 10.1111/j.1467-9892.2008.00577.x
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- Publication type:
- Article
4
Identification of Persistent Cycles in Non-Gaussian Long-Memory Time Series.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 4, p. 653, doi. 10.1111/j.1467-9892.2008.00576.x
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- Publication type:
- Article
5
Book Review.
- Published in:
- 2008
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- Publication type:
- Book Review
6
Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 4, p. 695, doi. 10.1111/j.1467-9892.2008.00579.x
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- Publication type:
- Article
7
Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 4, p. 719, doi. 10.1111/j.1467-9892.2008.00582.x
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- Publication type:
- Article