Forecasting with prediction intervals for periodic autoregressive moving average models.
- Published in:
- Journal of Time Series Analysis, 2013, v. 34, n. 2, p. 187, doi. 10.1111/jtsa.12000
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- Publication type:
- Article
Works matching IS 01439782 AND DT 2013 AND VI 34 AND IP 2
Results: 14
1
2
Integration of CARMA processes and spot volatility modelling.
- Published in:
- Journal of Time Series Analysis, 2013, v. 34, n. 2, p. 156, doi. 10.1111/jtsa.12011
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- Publication type:
- Article
3
Economic Time Series: Modeling and Seasonality.
- Published in:
- Journal of Time Series Analysis, 2013, v. 34, n. 2, p. 282, doi. 10.1111/jtsa.12004
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- Publication type:
- Article
4
Weak identification in the ESTAR model and a new model.
- Published in:
- Journal of Time Series Analysis, 2013, v. 34, n. 2, p. 238, doi. 10.1111/jtsa.12008
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- Publication type:
- Article
5
Editorial.
- Published in:
- Journal of Time Series Analysis, 2013, v. 34, n. 2, p. 139, doi. 10.1111/jtsa.12021
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- Publication type:
- Article
6
On composite likelihood estimation of a multivariate INAR(1) model.
- Published in:
- Journal of Time Series Analysis, 2013, v. 34, n. 2, p. 206, doi. 10.1111/jtsa.12003
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- Publication type:
- Article
7
A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach.
- Published in:
- Journal of Time Series Analysis, 2013, v. 34, n. 2, p. 230, doi. 10.1111/jtsa.12007
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- Publication type:
- Article
8
Spatial statistics and spatio-temporal data.
- Published in:
- Journal of Time Series Analysis, 2013, v. 34, n. 2, p. 280, doi. 10.1111/j.1467-9892.2012.00821.x
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- Publication type:
- Article
9
Climate Time Series Analysis: Classical Statistical and Bootstrap Methods.
- Published in:
- Journal of Time Series Analysis, 2013, v. 34, n. 2, p. 281, doi. 10.1111/jtsa.12002
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- Publication type:
- Article
10
CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns.
- Published in:
- Journal of Time Series Analysis, 2013, v. 34, n. 2, p. 221, doi. 10.1111/jtsa.12006
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- Publication type:
- Article
11
Moment tests for window length selection in singular spectrum analysis of short- and long-memory processes.
- Published in:
- Journal of Time Series Analysis, 2013, v. 34, n. 2, p. 141, doi. 10.1111/j.1467-9892.2012.00820.x
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- Publication type:
- Article
12
Estimation of vector error correction models with mixed-frequency data.
- Published in:
- Journal of Time Series Analysis, 2013, v. 34, n. 2, p. 194, doi. 10.1111/jtsa.12001
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- Publication type:
- Article
13
Least tail-trimmed squares for infinite variance autoregressions.
- Published in:
- Journal of Time Series Analysis, 2013, v. 34, n. 2, p. 168, doi. 10.1111/jtsa.12005
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- Publication type:
- Article
14
Empirical determination of the frequencies of an almost periodic time series.
- Published in:
- Journal of Time Series Analysis, 2013, v. 34, n. 2, p. 262, doi. 10.1111/jtsa.12009
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- Publication type:
- Article