Nonlinear kernel mode‐based regression for dependent data.
- Published in:
- Journal of Time Series Analysis, 2024, v. 45, n. 2, p. 189, doi. 10.1111/jtsa.12700
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2024 AND VI 45 AND IP 2
Results: 9
1
2
Issue Information.
- Published in:
- Journal of Time Series Analysis, 2024, v. 45, n. 2, p. 161, doi. 10.1111/jtsa.12695
- Publication type:
- Article
3
Portmanteau tests for periodic ARMA models with dependent errors.
- Published in:
- Journal of Time Series Analysis, 2024, v. 45, n. 2, p. 164, doi. 10.1111/jtsa.12692
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- Publication type:
- Article
4
Goodness‐of‐fit tests for the multivariate Student‐t distribution based on i.i.d. data, and for GARCH observations.
- Published in:
- Journal of Time Series Analysis, 2024, v. 45, n. 2, p. 298, doi. 10.1111/jtsa.12713
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- Publication type:
- Article
5
Margin‐closed vector autoregressive time series models.
- Published in:
- Journal of Time Series Analysis, 2024, v. 45, n. 2, p. 269, doi. 10.1111/jtsa.12712
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- Publication type:
- Article
6
Call for Papers: Special Issue on Recent Developments in Time Series Methods for Detecting Bubbles and Crashes.
- Published in:
- Journal of Time Series Analysis, 2024, v. 45, n. 2, p. 163, doi. 10.1111/jtsa.12708
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- Publication type:
- Article
7
Functional principal component analysis for cointegrated functional time series.
- Published in:
- Journal of Time Series Analysis, 2024, v. 45, n. 2, p. 320, doi. 10.1111/jtsa.12707
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- Publication type:
- Article
8
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models.
- Published in:
- Journal of Time Series Analysis, 2024, v. 45, n. 2, p. 248, doi. 10.1111/jtsa.12705
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- Publication type:
- Article
9
Correcting the bias of the sample cross‐covariance estimator.
- Published in:
- Journal of Time Series Analysis, 2024, v. 45, n. 2, p. 214, doi. 10.1111/jtsa.12701
- By:
- Publication type:
- Article