Time Series Modelling with Unobserved Components.
- Published in:
- Journal of Time Series Analysis, 2016, v. 37, n. 4, p. 575, doi. 10.1111/jtsa.12181
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2016 AND VI 37 AND IP 4
Results: 8
1
2
Issue information - Info Page.
- Published in:
- Journal of Time Series Analysis, 2016, v. 37, n. 4, p. 433, doi. 10.1111/jtsa.12153
- Publication type:
- Article
3
Multivariate Wavelet Whittle Estimation in Long-range Dependence.
- Published in:
- Journal of Time Series Analysis, 2016, v. 37, n. 4, p. 476, doi. 10.1111/jtsa.12170
- By:
- Publication type:
- Article
4
Statistical Inference for Unified Garch-Itô Models with High-Frequency Financial Data.
- Published in:
- Journal of Time Series Analysis, 2016, v. 37, n. 4, p. 513, doi. 10.1111/jtsa.12171
- By:
- Publication type:
- Article
5
Powerful Unit Root Tests Free of Nuisance Parameters.
- Published in:
- Journal of Time Series Analysis, 2016, v. 37, n. 4, p. 533, doi. 10.1111/jtsa.12172
- By:
- Publication type:
- Article
6
Inference on a Structural Break in Trend with Fractionally Integrated Errors.
- Published in:
- Journal of Time Series Analysis, 2016, v. 37, n. 4, p. 555, doi. 10.1111/jtsa.12176
- By:
- Publication type:
- Article
7
Discriminant Analysis of Time Series in the Presence of Within-Group Spectral Variability.
- Published in:
- Journal of Time Series Analysis, 2016, v. 37, n. 4, p. 435, doi. 10.1111/jtsa.12166
- By:
- Publication type:
- Article
8
Parametric and Semi-Parametric Efficient Tests for Parameter Instability.
- Published in:
- Journal of Time Series Analysis, 2016, v. 37, n. 4, p. 451, doi. 10.1111/jtsa.12169
- By:
- Publication type:
- Article