Recursive adjustment, unit root tests and structural breaks.
- Published in:
- Journal of Time Series Analysis, 2013, v. 34, n. 1, p. 62, doi. 10.1111/j.1467-9892.2012.00813.x
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2013 AND VI 34 AND IP 1
Results: 10
1
2
Rate of convergence in the central limit theorem for parameter estimation in a causal, invertible ARMA( p, q) model.
- Published in:
- Journal of Time Series Analysis, 2013, v. 34, n. 1, p. 130, doi. 10.1111/j.1467-9892.2012.00817.x
- By:
- Publication type:
- Article
3
The power of unit root tests against nonlinear local alternatives.
- Published in:
- Journal of Time Series Analysis, 2013, v. 34, n. 1, p. 40, doi. 10.1111/j.1467-9892.2012.00812.x
- By:
- Publication type:
- Article
4
Determining the order of the functional autoregressive model.
- Published in:
- Journal of Time Series Analysis, 2013, v. 34, n. 1, p. 116, doi. 10.1111/j.1467-9892.2012.00816.x
- By:
- Publication type:
- Article
5
Optimal convergence rates in non-parametric regression with fractional time series errors.
- Published in:
- Journal of Time Series Analysis, 2013, v. 34, n. 1, p. 30, doi. 10.1111/j.1467-9892.2012.00811.x
- By:
- Publication type:
- Article
6
Estimation for non-negative time series with heavy-tail innovations.
- Published in:
- Journal of Time Series Analysis, 2013, v. 34, n. 1, p. 96, doi. 10.1111/j.1467-9892.2012.00815.x
- By:
- Publication type:
- Article
7
Structural breaks in time series.
- Published in:
- Journal of Time Series Analysis, 2013, v. 34, n. 1, p. 1, doi. 10.1111/j.1467-9892.2012.00819.x
- By:
- Publication type:
- Article
8
Testing for parameter constancy in non-Gaussian time series.
- Published in:
- Journal of Time Series Analysis, 2013, v. 34, n. 1, p. 17, doi. 10.1111/j.1467-9892.2012.00810.x
- By:
- Publication type:
- Article
9
Combining non-cointegration tests.
- Published in:
- Journal of Time Series Analysis, 2013, v. 34, n. 1, p. 83, doi. 10.1111/j.1467-9892.2012.00814.x
- By:
- Publication type:
- Article
10
Book Review.
- Published in:
- 2013
- By:
- Publication type:
- Book Review