Volume 33; Issue 2

Journal of Time Series Analysis

Volume 33; Issue 2
2

Fast continuous-discrete DAF-filters

Year:
2012
Language:
english
File:
PDF, 15.25 MB
english, 2012
3

Improved multivariate portmanteau test

Year:
2012
Language:
english
File:
PDF, 746 KB
english, 2012
7

Empirical likelihood in long-memory time series models

Year:
2012
Language:
english
File:
PDF, 300 KB
english, 2012
9

Generalized information criterion

Year:
2012
Language:
english
File:
PDF, 370 KB
english, 2012
10

On robust spectral analysis by least absolute deviations

Year:
2012
Language:
english
File:
PDF, 300 KB
english, 2012
11

A single series representation of multiple independent ARMA processes

Year:
2012
Language:
english
File:
PDF, 803 KB
english, 2012
13

The restricted likelihood ratio test for autoregressive processes

Year:
2012
Language:
english
File:
PDF, 890 KB
english, 2012
14

The averaged periodogram estimator for a power law in coherency

Year:
2012
Language:
english
File:
PDF, 905 KB
english, 2012