STUDENTIZING WEIGHTED SUMS OF LINEAR PROCESSES.
- Published in:
- Journal of Time Series Analysis, 2014, v. 35, n. 2, p. 151, doi. 10.1111/jtsa.12056
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2014 AND VI 35 AND IP 2
Results: 7
1
2
ASYMPTOTIC INFERENCES FOR AN AR(1) MODEL WITH A CHANGE POINT: STATIONARY AND NEARLY NON-STATIONARY CASES.
- Published in:
- Journal of Time Series Analysis, 2014, v. 35, n. 2, p. 133, doi. 10.1111/jtsa.12055
- By:
- Publication type:
- Article
3
A FLEXIBLE STATE SPACE MODEL AND ITS APPLICATIONS.
- Published in:
- Journal of Time Series Analysis, 2014, v. 35, n. 2, p. 79, doi. 10.1111/jtsa.12051
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- Publication type:
- Article
4
DYNAMIC MODELS FOR VOLATILITY AND HEAVY TAILS: WITH APPLICATIONS TO FINANCIAL AND ECONOMIC TIME SERIES, BY A. C. HARVEY. PUBLISHED BY CAMBRIDGE UNIVERSITY PRESS, 2013 NEW YORK, USA. TOTAL NUMBER OF PAGES: 261. PRICE: $36.99. ISBN:.
- Published in:
- Journal of Time Series Analysis, 2014, v. 35, n. 2, p. 187, doi. 10.1111/jtsa.12061
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- Publication type:
- Article
5
A GENERALIZED BLOCK BOOTSTRAP FOR SEASONAL TIME SERIES.
- Published in:
- Journal of Time Series Analysis, 2014, v. 35, n. 2, p. 89, doi. 10.1002/jtsa.12053
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- Publication type:
- Article
6
BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING.
- Published in:
- Journal of Time Series Analysis, 2014, v. 35, n. 2, p. 115, doi. 10.1002/jtsa.12054
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- Publication type:
- Article
7
DETERMINING THE NUMBER OF REGIMES IN MARKOV SWITCHING VAR AND VMA MODELS.
- Published in:
- Journal of Time Series Analysis, 2014, v. 35, n. 2, p. 173, doi. 10.1002/jtsa.12057
- By:
- Publication type:
- Article