An Extended Portmanteau Test for VARMA Models With Mixing Nonlinear Constraints.
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- Journal of Time Series Analysis, 2008, v. 29, n. 5, p. 741, doi. 10.1111/j.1467-9892.2008.00573.x
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- Publication type:
- Article
Works matching IS 01439782 AND DT 2008 AND VI 29 AND IP 5
Results: 9
1
2
On residual empirical processes of GARCH-SM models: application to conditional symmetry tests.
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- Journal of Time Series Analysis, 2008, v. 29, n. 5, p. 762, doi. 10.1111/j.1467-9892.2008.00580.x
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- Publication type:
- Article
3
Local asymptotic normality and efficient estimation for INAR( p) models.
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- Journal of Time Series Analysis, 2008, v. 29, n. 5, p. 783, doi. 10.1111/j.1467-9892.2008.00581.x
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- Article
4
The sampling properties of conditional independence graphs for I(1) structural VAR models.
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- Journal of Time Series Analysis, 2008, v. 29, n. 5, p. 802, doi. 10.1111/j.1467-9892.2008.00583.x
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- Publication type:
- Article
5
Fitting Stochastic Volatility Models in the Presence of Irregular Sampling via Particle Methods and the EM Algorithm.
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- Journal of Time Series Analysis, 2008, v. 29, n. 5, p. 811, doi. 10.1111/j.1467-9892.2008.00584.x
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- Publication type:
- Article
6
Break Detection for a Class of Nonlinear Time Series Models.
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- Journal of Time Series Analysis, 2008, v. 29, n. 5, p. 834, doi. 10.1111/j.1467-9892.2008.00585.x
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- Publication type:
- Article
7
A wavelet-Fisz approach to spectrum estimation.
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- Journal of Time Series Analysis, 2008, v. 29, n. 5, p. 868, doi. 10.1111/j.1467-9892.2008.00586.x
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- Publication type:
- Article
8
Assessing Time-Reversibility Under Minimal Assumptions.
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- Journal of Time Series Analysis, 2008, v. 29, n. 5, p. 881, doi. 10.1111/j.1467-9892.2008.00587.x
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- Publication type:
- Article
9
Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 5, p. 906, doi. 10.1111/j.1467-9892.2008.00588.x
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- Publication type:
- Article