NON-PARAMETRIC ESTIMATION UNDER STRONG DEPENDENCE.
- Published in:
- Journal of Time Series Analysis, 2014, v. 35, n. 1, p. 4, doi. 10.1111/jtsa.12044
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2014 AND VI 35 AND IP 1
Results: 5
1
2
QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS.
- Published in:
- Journal of Time Series Analysis, 2014, v. 35, n. 1, p. 55, doi. 10.1111/jtsa.12050
- By:
- Publication type:
- Article
3
OBITUARY.
- Published in:
- 2014
- By:
- Publication type:
- Obituary
4
CONTEMPORANEOUS AGGREGATION OF TRIANGULAR ARRAY OF RANDOM-COEFFICIENT AR(1) PROCESSES.
- Published in:
- Journal of Time Series Analysis, 2014, v. 35, n. 1, p. 16, doi. 10.1111/jtsa.12045
- By:
- Publication type:
- Article
5
A FIXED- b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION.
- Published in:
- Journal of Time Series Analysis, 2014, v. 35, n. 1, p. 40, doi. 10.1111/jtsa.12049
- By:
- Publication type:
- Article