A note on moving-average models with feedback.
- Published in:
- Journal of Time Series Analysis, 2012, v. 33, n. 6, p. 873, doi. 10.1111/j.1467-9892.2012.00802.x
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- Publication type:
- Article
Works matching IS 01439782 AND DT 2012 AND VI 33 AND IP 6
Results: 9
1
2
A mixed INAR( p) model.
- Published in:
- Journal of Time Series Analysis, 2012, v. 33, n. 6, p. 903, doi. 10.1111/j.1467-9892.2012.00806.x
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- Publication type:
- Article
3
Book Review.
- Published in:
- 2012
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- Publication type:
- Book Review
4
First-order integer valued AR processes with zero inflated poisson innovations.
- Published in:
- Journal of Time Series Analysis, 2012, v. 33, n. 6, p. 954, doi. 10.1111/j.1467-9892.2012.00809.x
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- Publication type:
- Article
5
A Family of Markov-Switching Garch Processes.
- Published in:
- Journal of Time Series Analysis, 2012, v. 33, n. 6, p. 892, doi. 10.1111/j.1467-9892.2012.00804.x
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- Publication type:
- Article
6
Subsampling inference for the autocovariances and autocorrelations of long-memory heavy- tailed linear time series.
- Published in:
- Journal of Time Series Analysis, 2012, v. 33, n. 6, p. 935, doi. 10.1111/j.1467-9892.2012.00808.x
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- Publication type:
- Article
7
Least squares estimation of ARCH models with missing observations.
- Published in:
- Journal of Time Series Analysis, 2012, v. 33, n. 6, p. 880, doi. 10.1111/j.1467-9892.2012.00803.x
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- Publication type:
- Article
8
Non-stationary autoregressive processes with infinite variance.
- Published in:
- Journal of Time Series Analysis, 2012, v. 33, n. 6, p. 916, doi. 10.1111/j.1467-9892.2012.00807.x
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- Publication type:
- Article
9
Chi-squared portmanteau tests for structural VARMA models with uncorrelated errors.
- Published in:
- Journal of Time Series Analysis, 2012, v. 33, n. 6, p. 863, doi. 10.1111/j.1467-9892.2012.00799.x
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- Publication type:
- Article