1

Constrained Factor Models

Year:
2010
Language:
english
File:
PDF, 230 KB
english, 2010
2

Asymptotic Behavior of Temporal Aggregates in the Frequency Domain

Year:
2013
Language:
english
File:
PDF, 4.00 MB
english, 2013
3

A NOTE ON INEQUALITY CONSTRAINTS IN THE GARCH MODEL

Year:
2008
Language:
english
File:
PDF, 71 KB
english, 2008
5

Inference of seasonal long-memory aggregate time series

Year:
2012
Language:
english
File:
PDF, 247 KB
english, 2012
7

A note on the non-negativity of continuous-time ARMA and GARCH processes

Year:
2009
Language:
english
File:
PDF, 254 KB
english, 2009
10

Temporal Aggregation of Stationary And Nonstationary Discrete-Time Processes

Year:
2005
Language:
english
File:
PDF, 144 KB
english, 2005
12

A Note on Non-Negative Arma Processes

Year:
2007
Language:
english
File:
PDF, 510 KB
english, 2007
14

Testing for Nonlinearity with Partially Observed Time Series

Year:
2000
Language:
english
File:
PDF, 1.26 MB
english, 2000
15

A Note on Testing for Nonlinearity with Partially Observed Time Series

Year:
2002
Language:
english
File:
PDF, 200 KB
english, 2002
18

On continuous-time autoregressive fractionally integrated moving average processes

Year:
2009
Language:
english
File:
PDF, 1.07 MB
english, 2009
20

A Note on Inequality Constraints in the Garch Model

Year:
2008
Language:
english
File:
PDF, 604 KB
english, 2008
22

On continuous-time autoregressive fractionally integrated moving average processes

Year:
2009
Language:
english
File:
PDF, 169 KB
english, 2009