Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
---|---|---|---|
1 |
Material Type: Artigo
|
![]() |
Trimming and Tapering Semi-Parametric Estimates in Asymmetric Long Memory Time SeriesArteche, J. ; Velasco, C.Journal of time series analysis, 2005-07, Vol.26 (4), p.581-611 [Periódico revisado por pares]Oxford, UK: Blackwell Publishing LtdTexto completo disponível |
2 |
Material Type: Artigo
|
![]() |
Local Likelihood for non-parametric ARCH(1) modelsAudrino, FrancescoJournal of time series analysis, 2005-03, Vol.26 (2), p.251-278 [Periódico revisado por pares]Oxford, UK: Blackwell Publishing LtdTexto completo disponível |
3 |
Material Type: Artigo
|
![]() |
ON M-Estimation Under Long-Range Dependence in VolatilityBeran, JanJournal of time series analysis, 2007-01, Vol.28 (1), p.138-153 [Periódico revisado por pares]Oxford, UK: Blackwell Publishing LtdTexto completo disponível |
4 |
Material Type: Artigo
|
![]() |
Improved generalized method of moments estimators for weakly dependent observationsBravo, FrancescoJournal of time series analysis, 2011-11, Vol.32 (6), p.680-698 [Periódico revisado por pares]Oxford, UK: Blackwell Publishing LtdTexto completo disponível |
5 |
Material Type: Artigo
|
![]() |
Blockwise empirical entropy tests for time series regressionsBravo, FrancescoJournal of time series analysis, 2005-03, Vol.26 (2), p.185-210 [Periódico revisado por pares]Oxford, UK: Blackwell Publishing LtdTexto completo disponível |
6 |
Material Type: Artigo
|
![]() |
A Sieve Bootstrap For The Test Of A Unit RootCHANG, YOOSOON ; PARK, JOON Y.Journal of time series analysis, 2003-07, Vol.24 (4), p.379-400 [Periódico revisado por pares]Oxford UK: Blackwell Publishing LtdTexto completo disponível |
7 |
Material Type: Artigo
|
![]() |
Consistent estimation of the memory parameter for nonlinear time seriesDalla, Violetta ; Giraitis, Liudas ; Hidalgo, JavierJournal of time series analysis, 2006-03, Vol.27 (2), p.211-251 [Periódico revisado por pares]Oxford, UK: Blackwell Publishing LtdTexto completo disponível |
8 |
Material Type: Artigo
|
![]() |
Bootstrapping confidence intervals for the change-point of time seriesHušková, Marie ; Kirch, ClaudiaJournal of time series analysis, 2008-11, Vol.29 (6), p.947-972 [Periódico revisado por pares]Oxford, UK: Blackwell Publishing LtdTexto completo disponível |
9 |
Material Type: Artigo
|
![]() |
Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive modelHwang, Eunju ; Shin, Dong WanJournal of time series analysis, 2011-05, Vol.32 (3), p.292-303 [Periódico revisado por pares]Oxford, UK: Blackwell Publishing LtdTexto completo disponível |
10 |
Material Type: Artigo
|
![]() |
Local Whittle estimation of the memory parameter in presence of deterministic componentsIacone, FabrizioJournal of time series analysis, 2010-01, Vol.31 (1), p.37-49 [Periódico revisado por pares]Oxford, UK: Blackwell Publishing LtdTexto completo disponível |