Bootstrapping confidence intervals for the change-point of time series.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 6, p. 947, doi. 10.1111/j.1467-9892.2008.00589.x
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- Publication type:
- Article
Works matching IS 01439782 AND DT 2008 AND VI 29 AND IP 6
Results: 9
1
2
Maximum likelihood estimation of higher-order integer-valued autoregressive processes.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 6, p. 973, doi. 10.1111/j.1467-9892.2008.00590.x
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- Publication type:
- Article
3
Fractional cointegration in the presence of linear trends.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 6, p. 1088, doi. 10.1111/j.1467-9892.2008.00597.x
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- Publication type:
- Article
4
The exact discrete model of a system of linear stochastic differential equations driven by fractional noise.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 6, p. 1019, doi. 10.1111/j.1467-9892.2008.00593.x
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- Publication type:
- Article
5
Nonlinear ARMA models with functional MA coefficients.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 6, p. 1032, doi. 10.1111/j.1467-9892.2008.00594.x
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- Publication type:
- Article
6
Outlier detection in ARMA models.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 6, p. 1057, doi. 10.1111/j.1467-9892.2008.00595.x
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- Publication type:
- Article
7
Testing for a unit root under errors with just barely infinite variance.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 6, p. 1066, doi. 10.1111/j.1467-9892.2008.00596.x
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- Publication type:
- Article
8
Subsampling in testing autocovariance for periodically correlated time series.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 6, p. 995, doi. 10.1111/j.1467-9892.2008.00591.x
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- Publication type:
- Article
9
Frequency estimation based on the cumulated Lomb–Scargle periodogram.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 6, p. 1104, doi. 10.1111/j.1467-9892.2008.00599.x
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- Publication type:
- Article