Solutions of Yule-Walker equations for singular AR processes.
- Published in:
- Journal of Time Series Analysis, 2011, v. 32, n. 5, p. 531, doi. 10.1111/j.1467-9892.2010.00711.x
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- Publication type:
- Article
Works matching IS 01439782 AND DT 2011 AND VI 32 AND IP 5
Results: 13
1
2
Forecasting linear dynamical systems using subspace methods.
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- Journal of Time Series Analysis, 2011, v. 32, n. 5, p. 462, doi. 10.1111/j.1467-9892.2010.00704.x
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- Publication type:
- Article
3
Multi-variate time-series simulation.
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- Journal of Time Series Analysis, 2011, v. 32, n. 5, p. 566, doi. 10.1111/j.1467-9892.2010.00715.x
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- Publication type:
- Article
4
Analysis of accumulated rounding errors in autoregressive processes.
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- Journal of Time Series Analysis, 2011, v. 32, n. 5, p. 518, doi. 10.1111/j.1467-9892.2010.00710.x
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- Publication type:
- Article
5
Testing non-parametric hypotheses for stationary processes by estimating minimal distances.
- Published in:
- Journal of Time Series Analysis, 2011, v. 32, n. 5, p. 447, doi. 10.1111/j.1467-9892.2010.00703.x
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- Publication type:
- Article
6
Testing for structural change of AR model to threshold AR model.
- Published in:
- Journal of Time Series Analysis, 2011, v. 32, n. 5, p. 547, doi. 10.1111/j.1467-9892.2010.00714.x
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- Publication type:
- Article
7
Mean shift testing in correlated data.
- Published in:
- Journal of Time Series Analysis, 2011, v. 32, n. 5, p. 498, doi. 10.1111/j.1467-9892.2010.00707.x
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- Publication type:
- Article
8
On the asymptotic properties of a feasible estimator of the continuous time long memory parameter.
- Published in:
- Journal of Time Series Analysis, 2011, v. 32, n. 5, p. 512, doi. 10.1111/j.1467-9892.2010.00709.x
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- Publication type:
- Article
9
Modeling Ordered Choices, A Primer.
- Published in:
- Journal of Time Series Analysis, 2011, v. 32, n. 5, p. 585, doi. 10.1111/j.1467-9892.2010.00713.x
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- Publication type:
- Article
10
On processes with hyperbolically decaying autocorrelations.
- Published in:
- Journal of Time Series Analysis, 2011, v. 32, n. 5, p. 580, doi. 10.1111/j.1467-9892.2010.00716.x
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- Publication type:
- Article
11
Stability conditions for heteroscedastic factor models with conditionally autoregressive betas.
- Published in:
- Journal of Time Series Analysis, 2011, v. 32, n. 5, p. 482, doi. 10.1111/j.1467-9892.2010.00706.x
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- Publication type:
- Article
12
On limiting spectral distribution of large sample covariance matrices by VARMA( p,q).
- Published in:
- Journal of Time Series Analysis, 2011, v. 32, n. 5, p. 539, doi. 10.1111/j.1467-9892.2010.00712.x
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- Publication type:
- Article
13
Robust estimation for the covariance matrix of multi-variate time series.
- Published in:
- Journal of Time Series Analysis, 2011, v. 32, n. 5, p. 469, doi. 10.1111/j.1467-9892.2010.00705.x
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- Publication type:
- Article