Issue Information.
- Published in:
- Journal of Time Series Analysis, 2021, v. 42, n. 2, p. 137, doi. 10.1111/jtsa.12538
- Publication type:
- Article
Works matching IS 01439782 AND DT 2021 AND VI 42 AND IP 2
Results: 9
1
2
Correction to: Quasi‐Bayesian Estimation of Time‐Varying Volatility in DSGE Models by Katerina Petrova J. Time Series Anal, Vol. 40, No. 1 (2019).
- Published in:
- Journal of Time Series Analysis, 2021, v. 42, n. 2, p. 267, doi. 10.1111/jtsa.12533
- Publication type:
- Article
3
Editorial Announcement.
- Published in:
- Journal of Time Series Analysis, 2021, v. 42, n. 2, p. 139, doi. 10.1111/jtsa.12575
- By:
- Publication type:
- Article
4
A simple nearly unbiased estimator of cross‐covariances.
- Published in:
- Journal of Time Series Analysis, 2021, v. 42, n. 2, p. 240, doi. 10.1111/jtsa.12565
- By:
- Publication type:
- Article
5
Estimating wold matrices and vector moving average processes.
- Published in:
- Journal of Time Series Analysis, 2021, v. 42, n. 2, p. 201, doi. 10.1111/jtsa.12562
- By:
- Publication type:
- Article
6
Empirical likelihood test for the application of swqmele in fitting an arma‐garch model.
- Published in:
- Journal of Time Series Analysis, 2021, v. 42, n. 2, p. 222, doi. 10.1111/jtsa.12563
- By:
- Publication type:
- Article
7
A Note on Efficient Fitting of Stochastic Volatility Models.
- Published in:
- Journal of Time Series Analysis, 2021, v. 42, n. 2, p. 186, doi. 10.1111/jtsa.12561
- By:
- Publication type:
- Article
8
Long range dependence for stable random processes.
- Published in:
- Journal of Time Series Analysis, 2021, v. 42, n. 2, p. 161, doi. 10.1111/jtsa.12560
- By:
- Publication type:
- Article
9
Necessary and sufficient conditions for the identifiability of observation‐driven models.
- Published in:
- Journal of Time Series Analysis, 2021, v. 42, n. 2, p. 140, doi. 10.1111/jtsa.12559
- By:
- Publication type:
- Article