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