Results: 6
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
- By:
- Publication type:
- Article
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
- By:
- Publication type:
- Article
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
- By:
- Publication type:
- Article
Analysis of Integrated and Cointegrated Time Series with R, 2nd Edition.
- Published in:
- 2009
- By:
- Publication type:
- Book Review
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
- By:
- Publication type:
- Article
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
- By:
- Publication type:
- Article