Testing for Stationarity in Multivariate Locally Stationary Processes.
- Published in:
- Journal of Time Series Analysis, 2016, v. 37, n. 1, p. 3, doi. 10.1111/jtsa.12133
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- Publication type:
- Article
Works matching IS 01439782 AND DT 2016 AND VI 37 AND IP 1
Results: 9
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Conditional Distributions of Mandelbrot-van ness Fractional LÉVY Processes and Continuous-Time ARMA-GARCH-Type Models with Long Memory.
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- Journal of Time Series Analysis, 2016, v. 37, n. 1, p. 30, doi. 10.1111/jtsa.12135
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- Publication type:
- Article
3
Consistent Estimation of the Value at Risk When the Error Distribution of the Volatility Model is Misspecified.
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- Journal of Time Series Analysis, 2016, v. 37, n. 1, p. 46, doi. 10.1111/jtsa.12136
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- Publication type:
- Article
4
A Goodness-of-Fit Test for Integer-Valued Autoregressive Processes.
- Published in:
- Journal of Time Series Analysis, 2016, v. 37, n. 1, p. 77, doi. 10.1111/jtsa.12138
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- Publication type:
- Article
5
Testing for a Unit Root in Noncausal Autoregressive Models.
- Published in:
- Journal of Time Series Analysis, 2016, v. 37, n. 1, p. 99, doi. 10.1111/jtsa.12141
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- Publication type:
- Article
6
A Nonparametric Model for Stationary Time Series.
- Published in:
- Journal of Time Series Analysis, 2016, v. 37, n. 1, p. 126, doi. 10.1111/jtsa.12146
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- Publication type:
- Article
7
Issue information - TOC.
- Published in:
- Journal of Time Series Analysis, 2016, v. 37, n. 1, p. 1, doi. 10.1111/jtsa.12147
- Publication type:
- Article
8
Issue information - Info Page.
- Published in:
- Journal of Time Series Analysis, 2016, v. 37, n. 1, p. 2, doi. 10.1111/jtsa.12148
- Publication type:
- Article
9
Almost All About Unit Roots: Foundations, Developments, and Applications.
- Published in:
- Journal of Time Series Analysis, 2016, v. 37, n. 1, p. 143, doi. 10.1111/jtsa.12164
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- Publication type:
- Article