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
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- Publication type:
- Article
Works matching IS 01439782 AND DT 2011 AND VI 32 AND IP 2
Results: 6
1
2
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
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- Publication type:
- Article
3
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
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- Publication type:
- Article
4
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
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- Publication type:
- Article
5
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
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- Publication type:
- Article
6
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