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
Works matching IS 01439782 AND DT 2015 AND VI 36 AND IP 6
Results: 6
1
2
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
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- Publication type:
- Article
3
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
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- Publication type:
- Article
4
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
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- Publication type:
- Article
5
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
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- Publication type:
- Article
6
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
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- Publication type:
- Article