On modelling and diagnostic checking of vector periodic autoregressive time series models.
- Published in:
- Journal of Time Series Analysis, 2009, v. 30, n. 1, p. 70, doi. 10.1111/j.1467-9892.2008.00601.x
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- Publication type:
- Article
Works matching IS 01439782 AND DT 2009 AND VI 30 AND IP 1
Results: 7
1
2
A new state–space methodology to disaggregate multivariate time series.
- Published in:
- Journal of Time Series Analysis, 2009, v. 30, n. 1, p. 97, doi. 10.1111/j.1467-9892.2008.00602.x
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- Publication type:
- Article
3
Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes.
- Published in:
- Journal of Time Series Analysis, 2009, v. 30, n. 1, p. 19, doi. 10.1111/j.1467-9892.2008.00598.x
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- Publication type:
- Article
4
Efficient order selection algorithms for integer-valued ARMA processes.
- Published in:
- Journal of Time Series Analysis, 2009, v. 30, n. 1, p. 1, doi. 10.1111/j.1467-9892.2008.00592.x
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- Publication type:
- Article
5
Transformations and seasonal adjustment.
- Published in:
- Journal of Time Series Analysis, 2009, v. 30, n. 1, p. 47, doi. 10.1111/j.1467-9892.2008.00600.x
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- Publication type:
- Article
6
On stationarity and ergodicity of the bilinear model with applications to GARCH models.
- Published in:
- Journal of Time Series Analysis, 2009, v. 30, n. 1, p. 125, doi. 10.1111/j.1467-9892.2008.00603.x
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- Publication type:
- Article
7
Second-order properties of locally stationary processes.
- Published in:
- Journal of Time Series Analysis, 2009, v. 30, n. 1, p. 145, doi. 10.1111/j.1467-9892.2008.00605.x
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- Publication type:
- Article