Tests for Volatility Shifts in Garch Against Long-Range Dependence.
- Published in:
- Journal of Time Series Analysis, 2015, v. 36, n. 2, p. 127, doi. 10.1111/jtsa.12098
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2015 AND VI 36 AND IP 2
Results: 7
1
2
Time Series with Mixed Spectra.
- Published in:
- Journal of Time Series Analysis, 2015, v. 36, n. 2, p. 267, doi. 10.1111/jtsa.12111
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- Publication type:
- Article
3
Asymptotics for the Conditional-Sum-of-Squares Estimator in Multivariate Fractional Time-Series Models.
- Published in:
- Journal of Time Series Analysis, 2015, v. 36, n. 2, p. 154, doi. 10.1111/jtsa.12100
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- Publication type:
- Article
4
Wavelet-Based Tests for Comparing Two Time Series with Unequal Lengths.
- Published in:
- Journal of Time Series Analysis, 2015, v. 36, n. 2, p. 189, doi. 10.1111/jtsa.12101
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- Publication type:
- Article
5
Signal Extraction for Non-Stationary Multivariate Time Series with Illustrations for Trend Inflation.
- Published in:
- Journal of Time Series Analysis, 2015, v. 36, n. 2, p. 209, doi. 10.1111/jtsa.12102
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- Publication type:
- Article
6
Vine Copula Specifications for Stationary Multivariate Markov Chains.
- Published in:
- Journal of Time Series Analysis, 2015, v. 36, n. 2, p. 228, doi. 10.1111/jtsa.12103
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- Publication type:
- Article
7
A Gaussian Mixture Autoregressive Model for Univariate Time Series.
- Published in:
- Journal of Time Series Analysis, 2015, v. 36, n. 2, p. 247, doi. 10.1111/jtsa.12108
- By:
- Publication type:
- Article