Found: 6
Select item for more details and to access through your institution.
Simulation of Real Discrete Time Gaussian Multivariate Stationary Processes with Given Spectral Densities.
- Published in:
- Journal of Time Series Analysis, 2015, v. 36, n. 6, p. 783, doi. 10.1111/jtsa.12125
- By:
- Publication type:
- Article
Testing for Cointegration with Temporally Aggregated and Mixed-Frequency Time Series.
- Published in:
- Journal of Time Series Analysis, 2015, v. 36, n. 6, p. 797, doi. 10.1111/jtsa.12129
- By:
- Publication type:
- Article
A Gini Autocovariance Function for Time Series Modelling.
- Published in:
- Journal of Time Series Analysis, 2015, v. 36, n. 6, p. 817, doi. 10.1111/jtsa.12130
- By:
- Publication type:
- Article
Zero-Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of Zeros.
- Published in:
- Journal of Time Series Analysis, 2015, v. 36, n. 6, p. 839, doi. 10.1111/jtsa.12131
- By:
- Publication type:
- Article
Mixed-Norm Spaces and Prediction of S αS Moving Averages.
- Published in:
- Journal of Time Series Analysis, 2015, v. 36, n. 6, p. 853, doi. 10.1111/jtsa.12134
- By:
- Publication type:
- Article
On Uniqueness of Moving Average Representations of Heavy-tailed Stationary Processes.
- Published in:
- Journal of Time Series Analysis, 2015, v. 36, n. 6, p. 876, doi. 10.1111/jtsa.12139
- By:
- Publication type:
- Article