Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models.
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- Journal of Time Series Analysis, 2021, v. 42, n. 3, p. 355, doi. 10.1111/jtsa.12571
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- Article
Works matching IS 01439782 AND DT 2021 AND VI 42 AND IP 3
Results: 7
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To infinity and beyond: Efficient computation of ARCH(∞) models.
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- Journal of Time Series Analysis, 2021, v. 42, n. 3, p. 338, doi. 10.1111/jtsa.12570
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- Article
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Asymptotic Behavior of Delay Times of Bubble Monitoring Tests.
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- Journal of Time Series Analysis, 2021, v. 42, n. 3, p. 314, doi. 10.1111/jtsa.12569
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- Article
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Prediction of Singular VARs and an Application to Generalized Dynamic Factor Models.
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- Journal of Time Series Analysis, 2021, v. 42, n. 3, p. 295, doi. 10.1111/jtsa.12568
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- Article
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Statistical foundations of data science by jianqing Fan, Runze Li, Chun‐Hui Zhang, Hui Zou. Published by Taylor & Francis Group. Total number of pages: 729. ISBN: 978‐1‐466‐51084‐5.
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- Journal of Time Series Analysis, 2021, v. 42, n. 3, p. 372, doi. 10.1111/jtsa.12567
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- Article
6
Quasi‐maximum likelihood estimation of conditional autoregressive Wishart models.
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- Journal of Time Series Analysis, 2021, v. 42, n. 3, p. 271, doi. 10.1111/jtsa.12566
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- Article
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Issue Information.
- Published in:
- Journal of Time Series Analysis, 2021, v. 42, n. 3, p. 269, doi. 10.1111/jtsa.12540
- Publication type:
- Article