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