Two‐Step Estimation for Time Varying Arch Models.
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- Journal of Time Series Analysis, 2020, v. 41, n. 4, p. 551, doi. 10.1111/jtsa.12522
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- Publication type:
- Article
Works matching IS 01439782 AND DT 2020 AND VI 41 AND IP 4
Results: 9
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Publish your next paper open access in Journal of Time Series Analysis.
- Published in:
- Journal of Time Series Analysis, 2020, v. 41, n. 4, p. 491, doi. 10.1111/jtsa.12531
- Publication type:
- Article
3
Editorial Announcement: Journal of Time Series Analysis Distinguished Authors.
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- Journal of Time Series Analysis, 2020, v. 41, n. 4, p. 489, doi. 10.1111/jtsa.12547
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- Publication type:
- Article
4
Testing equality of autocovariance operators for functional time series.
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- Journal of Time Series Analysis, 2020, v. 41, n. 4, p. 571, doi. 10.1111/jtsa.12523
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- Publication type:
- Article
5
An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence.
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- Journal of Time Series Analysis, 2020, v. 41, n. 4, p. 536, doi. 10.1111/jtsa.12520
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- Publication type:
- Article
6
Estimating Long Memory in Panel Random‐Coefficient AR(1) Data.
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- Journal of Time Series Analysis, 2020, v. 41, n. 4, p. 520, doi. 10.1111/jtsa.12519
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- Publication type:
- Article
7
Modeling the Variance of Return Intervals Toward Volatility Prediction.
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- Journal of Time Series Analysis, 2020, v. 41, n. 4, p. 492, doi. 10.1111/jtsa.12518
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- Publication type:
- Article
8
Filling the gap between Continuous and Discrete Time Dynamics of Autoregressive Processes.
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- Journal of Time Series Analysis, 2020, v. 41, n. 4, p. 590, doi. 10.1111/jtsa.12507
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- Publication type:
- Article
9
Issue Information.
- Published in:
- Journal of Time Series Analysis, 2020, v. 41, n. 4, p. 487, doi. 10.1111/jtsa.12487
- Publication type:
- Article