Found: 7
Select item for more details and to access through your institution.
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
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
- By:
- Publication type:
- Article
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
- By:
- Publication type:
- Article
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
- By:
- Publication type:
- Article
Book Review.
- Published in:
- 2008
- By:
- Publication type:
- Book Review
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
- By:
- Publication type:
- Article
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
- By:
- Publication type:
- Article