Gaussian inference in general AR(1) models based on difference.
- Published in:
- Journal of Time Series Analysis, 2013, v. 34, n. 4, p. 447, doi. 10.1111/jtsa.12031
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- Publication type:
- Article
Works matching IS 01439782 AND DT 2013 AND VI 34 AND IP 4
Results: 7
1
2
Inference for single and multiple change-points in time series.
- Published in:
- Journal of Time Series Analysis, 2013, v. 34, n. 4, p. 423, doi. 10.1111/jtsa.12035
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- Publication type:
- Article
3
Inference for non-stationary time-series autoregression.
- Published in:
- Journal of Time Series Analysis, 2013, v. 34, n. 4, p. 508, doi. 10.1111/jtsa.12028
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- Publication type:
- Article
4
A geometric time series model with dependent Bernoulli counting series.
- Published in:
- Journal of Time Series Analysis, 2013, v. 34, n. 4, p. 466, doi. 10.1111/jtsa.12023
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- Publication type:
- Article
5
A bootstrap test for additive outliers in non-stationary time series.
- Published in:
- Journal of Time Series Analysis, 2013, v. 34, n. 4, p. 454, doi. 10.1111/jtsa.12033
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- Publication type:
- Article
6
Distributions for residual autocovariances in parsimonious periodic vector autoregressive models with applications.
- Published in:
- Journal of Time Series Analysis, 2013, v. 34, n. 4, p. 496, doi. 10.1111/jtsa.12026
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- Publication type:
- Article
7
A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending.
- Published in:
- Journal of Time Series Analysis, 2013, v. 34, n. 4, p. 477, doi. 10.1111/jtsa.12025
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- Publication type:
- Article