A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS.
- Published in:
- Journal of Time Series Analysis, 2015, v. 36, n. 1, p. 39, doi. 10.1111/jtsa.12091
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- Article
Works matching IS 01439782 AND DT 2015 AND VI 36 AND IP 1
Results: 8
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INFERENCE FOR A SPECIAL BILINEAR TIME-SERIES MODEL.
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- Journal of Time Series Analysis, 2015, v. 36, n. 1, p. 61, doi. 10.1111/jtsa.12092
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- Article
3
ON WEIGHTED PORTMANTEAU TESTS FOR TIME-SERIES GOODNESS-OF-FIT.
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- Journal of Time Series Analysis, 2015, v. 36, n. 1, p. 67, doi. 10.1111/jtsa.12093
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- Article
4
ON SELF-NORMALIZATION FOR CENSORED DEPENDENT DATA.
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- Journal of Time Series Analysis, 2015, v. 36, n. 1, p. 109, doi. 10.1111/jtsa.12096
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- Article
5
TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES.
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- Journal of Time Series Analysis, 2015, v. 36, n. 1, p. 84, doi. 10.1111/jtsa.12095
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- Article
6
DISCRETE TIME SERIES, PROCESSES, AND APPLICATIONS IN FINANCE, by Gilles Zumbach. Springer Finance Series. Published by Springer, Heidelberg, Berlin, 2013. Total number of pages: 315. ISBN: 978-3-642-31741-5.
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- Journal of Time Series Analysis, 2015, v. 36, n. 1, p. 125, doi. 10.1111/jtsa.12094
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- Article
7
DEFINITIONS AND REPRESENTATIONS OF MULTIVARIATE LONG-RANGE DEPENDENT TIME SERIES.
- Published in:
- Journal of Time Series Analysis, 2015, v. 36, n. 1, p. 1, doi. 10.1111/jtsa.12086
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- Article
8
HYPOTHESIS TESTING FOR ARCH MODELS: A MULTIPLE QUANTILE REGRESSIONS APPROACH.
- Published in:
- Journal of Time Series Analysis, 2015, v. 36, n. 1, p. 26, doi. 10.1111/jtsa.12089
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- Publication type:
- Article