Bootstrapping a weighted linear estimator of the ARCH parameters.
- Published in:
- Journal of Time Series Analysis, 2009, v. 30, n. 3, p. 315, doi. 10.1111/j.1467-9892.2009.00613.x
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2009 AND VI 30 AND IP 3
Results: 5
1
2
Testing for a break in persistence under long-range dependencies.
- Published in:
- Journal of Time Series Analysis, 2009, v. 30, n. 3, p. 263, doi. 10.1111/j.1467-9892.2009.00611.x
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- Publication type:
- Article
3
Local Linear M-estimation in non-parametric spatial regression.
- Published in:
- Journal of Time Series Analysis, 2009, v. 30, n. 3, p. 286, doi. 10.1111/j.1467-9892.2009.00612.x
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- Publication type:
- Article
4
Testing equality of stationary autocovariances.
- Published in:
- Journal of Time Series Analysis, 2009, v. 30, n. 3, p. 332, doi. 10.1111/j.1467-9892.2009.00616.x
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- Publication type:
- Article
5
Generation Of Time Series Models With Given Spectral Properties.
- Published in:
- Journal of Time Series Analysis, 2009, v. 30, n. 3, p. 349, doi. 10.1111/j.1467-9892.2009.00617.x
- By:
- Publication type:
- Article