Nonlinear spectral density estimation: thresholding the correlogram.
- Published in:
- Journal of Time Series Analysis, 2012, v. 33, n. 3, p. 386, doi. 10.1111/j.1467-9892.2011.00771.x
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- Publication type:
- Article
Works matching IS 01439782 AND DT 2012 AND VI 33 AND IP 3
Results: 12
1
2
Measuring nonlinear dependence in time-series, a distance correlation approach.
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- Journal of Time Series Analysis, 2012, v. 33, n. 3, p. 438, doi. 10.1111/j.1467-9892.2011.00780.x
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- Publication type:
- Article
3
A similarity-based approach to time-varying coefficient non-stationary autoregression.
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- Journal of Time Series Analysis, 2012, v. 33, n. 3, p. 484, doi. 10.1111/j.1467-9892.2012.00783.x
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- Publication type:
- Article
4
The Oxford Handbook of Economic Forecasts.
- Published in:
- Journal of Time Series Analysis, 2012, v. 33, n. 3, p. 530, doi. 10.1111/j.1467-9892.2011.00776.x
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- Publication type:
- Article
5
Periodic autoregressive model identification using genetic algorithms.
- Published in:
- Journal of Time Series Analysis, 2012, v. 33, n. 3, p. 398, doi. 10.1111/j.1467-9892.2011.00772.x
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- Publication type:
- Article
6
Conditional variance estimation in regression models with long memory.
- Published in:
- Journal of Time Series Analysis, 2012, v. 33, n. 3, p. 468, doi. 10.1111/j.1467-9892.2012.00782.x
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- Publication type:
- Article
7
Testing for parameter stability in nonlinear autoregressive models.
- Published in:
- Journal of Time Series Analysis, 2012, v. 33, n. 3, p. 365, doi. 10.1111/j.1467-9892.2011.00764.x
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- Publication type:
- Article
8
Non-parametric testing for seasonally and periodically integrated processes.
- Published in:
- Journal of Time Series Analysis, 2012, v. 33, n. 3, p. 424, doi. 10.1111/j.1467-9892.2011.00775.x
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- Publication type:
- Article
9
Weak convergence to a modified fractional Brownian motion.
- Published in:
- Journal of Time Series Analysis, 2012, v. 33, n. 3, p. 519, doi. 10.1111/j.1467-9892.2012.00786.x
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- Publication type:
- Article
10
Estimation of regression and dynamic dependence paremeters for non-stationary multinomial time series.
- Published in:
- Journal of Time Series Analysis, 2012, v. 33, n. 3, p. 458, doi. 10.1111/j.1467-9892.2012.00781.x
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- Publication type:
- Article
11
On robust tail index estimation for linear long-memory processes.
- Published in:
- Journal of Time Series Analysis, 2012, v. 33, n. 3, p. 406, doi. 10.1111/j.1467-9892.2011.00774.x
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- Publication type:
- Article
12
Testing for parameter constancy in general causal time-series models.
- Published in:
- Journal of Time Series Analysis, 2012, v. 33, n. 3, p. 503, doi. 10.1111/j.1467-9892.2012.00785.x
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- Publication type:
- Article