Inference for asymmetric exponentially weighted moving average models.
- Published in:
- Journal of Time Series Analysis, 2020, v. 41, n. 1, p. 154, doi. 10.1111/jtsa.12464
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2020 AND VI 41 AND IP 1
Results: 12
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Empirical Characteristic Functions‐Based Estimation and Distance Correlation for Locally Stationary Processes.
- Published in:
- Journal of Time Series Analysis, 2020, v. 41, n. 1, p. 110, doi. 10.1111/jtsa.12497
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- Publication type:
- Article
3
Self‐Weighted Lad‐Based Inference for Heavy‐Tailed Continuous Threshold Autoregressive Models.
- Published in:
- Journal of Time Series Analysis, 2020, v. 41, n. 1, p. 163, doi. 10.1111/jtsa.12492
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- Publication type:
- Article
4
Volatility asymmetry in functional threshold GARCH model.
- Published in:
- Journal of Time Series Analysis, 2020, v. 41, n. 1, p. 95, doi. 10.1111/jtsa.12495
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- Publication type:
- Article
5
Large Covariance and Autocovariance Matrices, By Arup Bose and Monika Bhattacharjee. Published by Taylor & Francis Group, LLC, Boca Raton, London, New York, 2019. ISBN: 9781138303867 (HARDBACK).
- Published in:
- 2020
- By:
- Publication type:
- Book Review
6
Harmonically Weighted Processes.
- Published in:
- Journal of Time Series Analysis, 2020, v. 41, n. 1, p. 41, doi. 10.1111/jtsa.12475
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- Publication type:
- Article
7
On Singular Spectrum Analysis And Stepwise Time Series Reconstruction.
- Published in:
- Journal of Time Series Analysis, 2020, v. 41, n. 1, p. 67, doi. 10.1111/jtsa.12479
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- Publication type:
- Article
8
Issue Information.
- Published in:
- Journal of Time Series Analysis, 2020, v. 41, n. 1, p. 1, doi. 10.1111/jtsa.12480
- Publication type:
- Article
9
Bootstrap Inference for Garch Models by the Least Absolute Deviation Estimation.
- Published in:
- Journal of Time Series Analysis, 2020, v. 41, n. 1, p. 21, doi. 10.1111/jtsa.12474
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- Publication type:
- Article
10
Higher‐Order Accurate Spectral Density Estimation of Functional Time Series.
- Published in:
- Journal of Time Series Analysis, 2020, v. 41, n. 1, p. 3, doi. 10.1111/jtsa.12473
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- Publication type:
- Article
11
Properties of the Power Envelope for Tests Against Both Stationary and Explosive Alternatives: The Effect of Trends.
- Published in:
- Journal of Time Series Analysis, 2020, v. 41, n. 1, p. 146, doi. 10.1111/jtsa.12458
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- Publication type:
- Article
12
Deterministic Parameter Change Models in Continuous and Discrete Time.
- Published in:
- Journal of Time Series Analysis, 2020, v. 41, n. 1, p. 134, doi. 10.1111/jtsa.12456
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- Publication type:
- Article