Works matching IS 01439782 AND DT 2020 AND VI 41 AND IP 6
Results: 10
Functional lagged regression with sparse noisy observations.
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- Journal of Time Series Analysis, 2020, v. 41, n. 6, p. 858, doi. 10.1111/jtsa.12551
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Conway–Maxwell–Poisson Autoregressive Moving Average Model for Equidispersed, Underdispersed, and Overdispersed Count Data.
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- Journal of Time Series Analysis, 2020, v. 41, n. 6, p. 830, doi. 10.1111/jtsa.12550
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Models for circular data from time series spectra.
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- Journal of Time Series Analysis, 2020, v. 41, n. 6, p. 808, doi. 10.1111/jtsa.12549
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Measures of Cross‐Dependence for Bidimensional Periodic AR(1) Model with α‐Stable Distribution.
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- Journal of Time Series Analysis, 2020, v. 41, n. 6, p. 785, doi. 10.1111/jtsa.12548
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- Article
Efficient Bayesian PARCOR approaches for dynamic modeling of multivariate time series.
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- Journal of Time Series Analysis, 2020, v. 41, n. 6, p. 759, doi. 10.1111/jtsa.12534
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Tests for conditional heteroscedasticity of functional data.
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- Journal of Time Series Analysis, 2020, v. 41, n. 6, p. 733, doi. 10.1111/jtsa.12532
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On the limit theory of mixed to unity VARs: Panel setting with weakly dependent errors.
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- Journal of Time Series Analysis, 2020, v. 41, n. 6, p. 892, doi. 10.1111/jtsa.12530
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On the three‐step non‐Gaussian quasi‐maximum likelihood estimation of heavy‐tailed double autoregressive models.
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- Journal of Time Series Analysis, 2020, v. 41, n. 6, p. 883, doi. 10.1111/jtsa.12525
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Correction to: Random Coefficient Autoregressive Processes: a Markov Chain Analysis of Stationarity and Finiteness of Moments by Paul D. Feigin and Richard L. Tweedie J. Time Series Anal., Vol. 6, No. 1 (1985).
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- Journal of Time Series Analysis, 2020, v. 41, n. 6, p. 899, doi. 10.1111/jtsa.12521
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- Article
Issue Information.
- Published in:
- Journal of Time Series Analysis, 2020, v. 41, n. 6, p. 731, doi. 10.1111/jtsa.12490
- Publication type:
- Article