ESTIMATION OF AUTOCOVARIANCE MATRICES FOR INFINITE DIMENSIONAL VECTOR LINEAR PROCESS.
- Published in:
- Journal of Time Series Analysis, 2014, v. 35, n. 3, p. 262, doi. 10.1111/jtsa.12063
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2014 AND VI 35 AND IP 3
Results: 6
1
2
ON-LINE MONITORING OF POLLUTION CONCENTRATIONS WITH AUTOREGRESSIVE MOVING AVERAGE TIME SERIES.
- Published in:
- Journal of Time Series Analysis, 2014, v. 35, n. 3, p. 239, doi. 10.1111/jtsa.12062
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- Publication type:
- Article
3
PORTMANTEAU AUTOCORRELATION TESTS UNDER Q-DEPENDENCE AND HETEROSKEDASTICITY.
- Published in:
- Journal of Time Series Analysis, 2014, v. 35, n. 3, p. 203, doi. 10.1111/jtsa.12059
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- Publication type:
- Article
4
NON-STATIONARITY AND QUASI-MAXIMUM LIKELIHOOD ESTIMATION ON A DOUBLE AUTOREGRESSIVE MODEL.
- Published in:
- Journal of Time Series Analysis, 2014, v. 35, n. 3, p. 189, doi. 10.1111/jtsa.12058
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- Publication type:
- Article
5
TRANSFORMED POLYNOMIALS FOR NONLINEAR AUTOREGRESSIVE MODELS OF THE CONDITIONAL MEAN.
- Published in:
- Journal of Time Series Analysis, 2014, v. 35, n. 3, p. 218, doi. 10.1111/jtsa.12060
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- Publication type:
- Article
6
UNIFIED INTERVAL ESTIMATION FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS.
- Published in:
- Journal of Time Series Analysis, 2014, v. 35, n. 3, p. 282, doi. 10.1111/jtsa.12064
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- Publication type:
- Article