Volume 23; Issue 5

Journal of Time Series Analysis

Volume 23; Issue 5

1

A note on calculating autocovariances of long-memory processes

STEFANO BERTELLI, MASSIMILIANO CAPORIN

Journal:

Journal of Time Series Analysis

Year:

2002

Language:

english

File:

PDF, 80 KB

english, 2002

2

Nonlinear error correction models

ALVARO ESCRIBANO, SANTIAGO MIRA

Journal:

Journal of Time Series Analysis

Year:

2002

Language:

english

File:

PDF, 145 KB

english, 2002

3

Nonlinear functionals of the periodogram

GILLES FAY, ERIC MOULINES, PHILIPPE SOULIER

Journal:

Journal of Time Series Analysis

Year:

2002

Language:

english

File:

PDF, 253 KB

english, 2002

4

Properties of the nonparametric autoregressive bootstrap

J. FRANKE, J.-P. KREISS, E. MAMMEN, M. H. NEUMANN

Journal:

Journal of Time Series Analysis

Year:

2002

Language:

english

File:

PDF, 239 KB

english, 2002

5

Adjusting forecast intervals in arch-m models

JESÚS MIGUEL, PILAR OLAVE

Journal:

Journal of Time Series Analysis

Year:

2002

Language:

english

File:

PDF, 125 KB

english, 2002

6

Time-varying autoregressions with model order uncertainty

RAQUEL PRADO, GABRIEL HUERTA

Journal:

Journal of Time Series Analysis

Year:

2002

Language:

english

File:

PDF, 565 KB

english, 2002

7

A note on maximum autoregressive processes of order one

M. ZAREPOUR, D. BANJEVIC

Journal:

Journal of Time Series Analysis

Year:

2002

Language:

english

File:

PDF, 156 KB

english, 2002

8

The Estimation and Tracking of Frequency

Journal:

Journal of Time Series Analysis

Year:

2002

Language:

english

File:

PDF, 40 KB

english, 2002