Volume 29; Issue 2

Journal of Time Series Analysis

Volume 29; Issue 2
1

Improved Prediction Limits For AR(p) and ARCH(p) Processes

Year:
2008
Language:
english
File:
PDF, 523 KB
english, 2008
3

Robust Estimation For Periodic Autoregressive Time Series

Year:
2008
Language:
english
File:
PDF, 611 KB
english, 2008
7

An Improvement of the Portmanteau Statistic

Year:
2008
Language:
english
File:
PDF, 533 KB
english, 2008
8

Bootstrap Unit-Root Tests: Comparison and Extensions

Year:
2008
Language:
english
File:
PDF, 2.18 MB
english, 2008