Maximum entropy for periodically correlated processes from nonconsecutive autocovariance coefficients.
- Published in:
- Journal of Time Series Analysis, 2009, v. 30, n. 5, p. 467, doi. 10.1111/j.1467-9892.2009.00619.x
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- Publication type:
- Article
Works matching IS 01439782 AND DT 2009 AND VI 30 AND IP 5
Results: 6
1
2
On multiple portmanteau tests.
- Published in:
- Journal of Time Series Analysis, 2009, v. 30, n. 5, p. 487, doi. 10.1111/j.1467-9892.2009.00621.x
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- Publication type:
- Article
3
Autoregressive processes with data-driven regime switching.
- Published in:
- Journal of Time Series Analysis, 2009, v. 30, n. 5, p. 505, doi. 10.1111/j.1467-9892.2009.00622.x
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- Publication type:
- Article
4
Asymptotic normality of wavelet estimators of the memory parameter for linear processes.
- Published in:
- Journal of Time Series Analysis, 2009, v. 30, n. 5, p. 534, doi. 10.1111/j.1467-9892.2009.00627.x
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- Publication type:
- Article
5
Analysis of Integrated and Cointegrated Time Series with R, 2nd Edition.
- Published in:
- 2009
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- Publication type:
- Book Review
6
The application of the Kalman filter to nonstationary time series through time deformation.
- Published in:
- Journal of Time Series Analysis, 2009, v. 30, n. 5, p. 559, doi. 10.1111/j.1467-9892.2009.00628.x
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- Publication type:
- Article