Functional Generalized Autoregressive Conditional Heteroskedasticity.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 1, p. 3, doi. 10.1111/jtsa.12192
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2017 AND VI 38 AND IP 1
Results: 8
1
2
A Lagrange Multiplier-Type Test for Idiosyncratic Unit Roots in the Exact Factor Model.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 1, p. 22, doi. 10.1111/jtsa.12193
- By:
- Publication type:
- Article
3
Local Gaussian Autocorrelation and Tests for Serial Independence.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 1, p. 51, doi. 10.1111/jtsa.12195
- By:
- Publication type:
- Article
4
Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 1, p. 72, doi. 10.1111/jtsa.12200
- By:
- Publication type:
- Article
5
Spatial and Spatio-Temporal Bayesian Models with R-INLA.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 1, p. 145, doi. 10.1111/jtsa.12201
- By:
- Publication type:
- Article
6
Quantile Regression on Quantile Ranges - A Threshold Approach.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 1, p. 99, doi. 10.1111/jtsa.12204
- By:
- Publication type:
- Article
7
Marginal Estimation of Parameter Driven Binomial Time Series Models.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 1, p. 120, doi. 10.1111/jtsa.12205
- By:
- Publication type:
- Article
8
Issue Information.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 1, p. 1, doi. 10.1111/jtsa.12215
- Publication type:
- Article