1

On convergence of LAD estimates in autoregression with infinite variance

Year:
1982
Language:
english
File:
PDF, 387 KB
english, 1982
2

A NOTE ON ARMA ESTIMATION

Year:
1983
Language:
english
File:
PDF, 435 KB
english, 1983
7

A simple multivariate ARCH model specified by random coefficients

Year:
2006
Language:
english
File:
PDF, 706 KB
english, 2006
8

A mixed-type test for linearity in time series

Year:
2000
Language:
english
File:
PDF, 119 KB
english, 2000
15

The maximum of the periodogram

Year:
1983
Language:
english
File:
PDF, 658 KB
english, 1983
16

Estimation of prediction error variance

Year:
1982
Language:
english
File:
PDF, 444 KB
english, 1982
18

NON-NEGATIVE AUTOREGRESSIVE MODELS

Year:
1992
Language:
english
File:
PDF, 453 KB
english, 1992
21

Asymptotic Properties of an Estimate of the Prediction Error Variance

Year:
1981
Language:
english
File:
PDF, 403 KB
english, 1981
23

ON THE DISTRIBUTION OF A SIMPLE STATIONARY BILINEAR PROCESS

Year:
1983
Language:
english
File:
PDF, 253 KB
english, 1983
34

The identification of ARMA processes

Year:
1986
Language:
english
File:
PDF, 1.83 MB
english, 1986