A note on the mixture transition distribution and hidden Markov models.
- Published in:
- Journal of Time Series Analysis, 2010, v. 31, n. 2, p. 132, doi. 10.1111/j.1467-9892.2009.00650.x
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2010 AND VI 31 AND IP 2
Results: 7
1
2
Least absolute deviation estimation for general autoregressive moving average time-series models.
- Published in:
- Journal of Time Series Analysis, 2010, v. 31, n. 2, p. 98, doi. 10.1111/j.1467-9892.2009.00648.x
- By:
- Publication type:
- Article
3
On an independent and identically distributed mixture bilinear time-series model.
- Published in:
- Journal of Time Series Analysis, 2010, v. 31, n. 2, p. 113, doi. 10.1111/j.1467-9892.2009.00649.x
- By:
- Publication type:
- Article
4
Time Series Analysis.
- Published in:
- 2010
- By:
- Publication type:
- Book Review
5
Empirical likelihood intervals for conditional Value-at-Risk in ARCH/GARCH models.
- Published in:
- Journal of Time Series Analysis, 2010, v. 31, n. 2, p. 65, doi. 10.1111/j.1467-9892.2009.00644.x
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- Publication type:
- Article
6
A symbolic test for testing independence between time series.
- Published in:
- Journal of Time Series Analysis, 2010, v. 31, n. 2, p. 76, doi. 10.1111/j.1467-9892.2009.00645.x
- By:
- Publication type:
- Article
7
Wavelet change-point estimation for long memory non-parametric random design models.
- Published in:
- Journal of Time Series Analysis, 2010, v. 31, n. 2, p. 86, doi. 10.1111/j.1467-9892.2009.00646.x
- By:
- Publication type:
- Article