Found: 6
Select item for more details and to access through your institution.
Real-time covariance estimation for the local level model.
- Published in:
- Journal of Time Series Analysis, 2011, v. 32, n. 2, p. 93, doi. 10.1111/j.1467-9892.2010.00686.x
- By:
- Publication type:
- Article
Asymptotic results for Fourier-PARMA time series.
- Published in:
- Journal of Time Series Analysis, 2011, v. 32, n. 2, p. 157, doi. 10.1111/j.1467-9892.2010.00689.x
- By:
- Publication type:
- Article
Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes.
- Published in:
- Journal of Time Series Analysis, 2011, v. 32, n. 2, p. 135, doi. 10.1111/j.1467-9892.2010.00688.x
- By:
- Publication type:
- Article
Broadband semi-parametric estimation of long-memory time series by fractional exponential models.
- Published in:
- Journal of Time Series Analysis, 2011, v. 32, n. 2, p. 175, doi. 10.1111/j.1467-9892.2010.00690.x
- By:
- Publication type:
- Article
Classification, parameter estimation and state estimation - an engineering approach using MATLAB.
- Published in:
- Journal of Time Series Analysis, 2011, v. 32, n. 2, p. 194, doi. 10.1111/j.1467-9892.2010.00665.x
- By:
- Publication type:
- Article
On LM-type tests for seasonal unit roots in the presence of a break in trend.
- Published in:
- Journal of Time Series Analysis, 2011, v. 32, n. 2, p. 108, doi. 10.1111/j.1467-9892.2010.00687.x
- By:
- Publication type:
- Article