A family of multivariate non‐gaussian time series models.
- Published in:
- Journal of Time Series Analysis, 2020, v. 41, n. 5, p. 691, doi. 10.1111/jtsa.12529
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- Publication type:
- Article
Works matching IS 01439782 AND DT 2020 AND VI 41 AND IP 5
Results: 7
1
2
Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series.
- Published in:
- Journal of Time Series Analysis, 2020, v. 41, n. 5, p. 676, doi. 10.1111/jtsa.12528
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- Publication type:
- Article
3
Missing not at random and the nonparametric estimation of the spectral density.
- Published in:
- Journal of Time Series Analysis, 2020, v. 41, n. 5, p. 652, doi. 10.1111/jtsa.12527
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- Publication type:
- Article
4
Robust estimation of stationary continuous‐time arma models via indirect inference.
- Published in:
- Journal of Time Series Analysis, 2020, v. 41, n. 5, p. 620, doi. 10.1111/jtsa.12526
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- Publication type:
- Article
5
Backtesting portfolio value‐at‐risk with estimated portfolio weights.
- Published in:
- Journal of Time Series Analysis, 2020, v. 41, n. 5, p. 605, doi. 10.1111/jtsa.12524
- By:
- Publication type:
- Article
6
A Portmanteau Test for Smooth Transition Autoregressive Models.
- Published in:
- Journal of Time Series Analysis, 2020, v. 41, n. 5, p. 722, doi. 10.1111/jtsa.12512
- By:
- Publication type:
- Article
7
Issue Information.
- Published in:
- Journal of Time Series Analysis, 2020, v. 41, n. 5, p. 603, doi. 10.1111/jtsa.12488
- Publication type:
- Article