Non-Parametric Econometrics.
- Published in:
- Journal of Time Series Analysis, 2012, v. 33, n. 1, p. 175, doi. 10.1111/j.1467-9892.2011.00743.x
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2012 AND VI 33 AND IP 1
Results: 14
1
2
Frequency and phase estimation in time series with quasi periodic components.
- Published in:
- Journal of Time Series Analysis, 2012, v. 33, n. 1, p. 13, doi. 10.1111/j.1467-9892.2011.00736.x
- By:
- Publication type:
- Article
3
Statistical tests for a single change in mean against long-range dependence.
- Published in:
- Journal of Time Series Analysis, 2012, v. 33, n. 1, p. 131, doi. 10.1111/j.1467-9892.2011.00747.x
- By:
- Publication type:
- Article
4
Subsampling inference for the mean of heavy-tailed long-memory time series.
- Published in:
- Journal of Time Series Analysis, 2012, v. 33, n. 1, p. 96, doi. 10.1111/j.1467-9892.2011.00742.x
- By:
- Publication type:
- Article
5
Selection of weak VARMA models by modified Akaike's information criteria.
- Published in:
- Journal of Time Series Analysis, 2012, v. 33, n. 1, p. 121, doi. 10.1111/j.1467-9892.2011.00746.x
- By:
- Publication type:
- Article
6
Weighted scatter estimation method of the GO-GARCH models.
- Published in:
- Journal of Time Series Analysis, 2012, v. 33, n. 1, p. 81, doi. 10.1111/j.1467-9892.2011.00741.x
- By:
- Publication type:
- Article
7
Statistical Methods for Trend Detection and Analysis in the Environmental Sciences.
- Published in:
- Journal of Time Series Analysis, 2012, v. 33, n. 1, p. 176, doi. 10.1111/j.1467-9892.2011.00745.x
- By:
- Publication type:
- Article
8
Limit theorems for the discount sums of moving averages.
- Published in:
- Journal of Time Series Analysis, 2012, v. 33, n. 1, p. 1, doi. 10.1111/j.1467-9892.2011.00727.x
- By:
- Publication type:
- Article
9
Multi-variate stochastic volatility modelling using Wishart autoregressive processes.
- Published in:
- Journal of Time Series Analysis, 2012, v. 33, n. 1, p. 48, doi. 10.1111/j.1467-9892.2011.00738.x
- By:
- Publication type:
- Article
10
Limit theory for a general class of GARCH models with just barely infinite variance.
- Published in:
- Journal of Time Series Analysis, 2012, v. 33, n. 1, p. 161, doi. 10.1111/j.1467-9892.2011.00749.x
- By:
- Publication type:
- Article
11
Efficient estimation and particle filter for max-stable processes.
- Published in:
- Journal of Time Series Analysis, 2012, v. 33, n. 1, p. 61, doi. 10.1111/j.1467-9892.2011.00740.x
- By:
- Publication type:
- Article
12
Maximum entropy models for general lag patterns.
- Published in:
- Journal of Time Series Analysis, 2012, v. 33, n. 1, p. 112, doi. 10.1111/j.1467-9892.2011.00744.x
- By:
- Publication type:
- Article
13
High-frequency sampling of a continuous-time ARMA process.
- Published in:
- Journal of Time Series Analysis, 2012, v. 33, n. 1, p. 152, doi. 10.1111/j.1467-9892.2011.00748.x
- By:
- Publication type:
- Article
14
Unit root bootstrap tests under infinite variance.
- Published in:
- Journal of Time Series Analysis, 2012, v. 33, n. 1, p. 32, doi. 10.1111/j.1467-9892.2011.00737.x
- By:
- Publication type:
- Article