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Material Type: Artigo
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Semiparametric robust tests on seasonal or cyclical long memory time seriesARTECHE, JOSUJournal of time series analysis, 2002-05, Vol.23 (3), p.251-285 [Periódico revisado por pares]Malden USA: Blackwell PublishersTexto completo disponível |
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Material Type: Artigo
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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 |
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Material Type: Artigo
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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 |
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Material Type: Artigo
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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 |
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Material Type: Artigo
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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 |
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Material Type: Artigo
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Extending the Range of Validity of the Autoregressive (Sieve) BootstrapFragkeskou, Maria ; Paparoditis, EfstathiosJournal of time series analysis, 2018-05, Vol.39 (3), p.356-379 [Periódico revisado por pares]Oxford, UK: John Wiley & Sons, LtdTexto completo disponível |
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Material Type: Artigo
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Properties of the nonparametric autoregressive bootstrapFRANKE, J. ; KREISS, J.-P. ; MAMMEN, E. ; NEUMANN, M. H.Journal of time series analysis, 2002-09, Vol.23 (5), p.555-585 [Periódico revisado por pares]Malden USA: Blackwell PublishersTexto completo disponível |
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Material Type: Artigo
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Model Selection for Broadband Semiparametric Estimation of Long Memory in Time SeriesHurvich, Clifford M.Journal of time series analysis, 2001-11, Vol.22 (6), p.679-709 [Periódico revisado por pares]Oxford, UK and Boston, USA: Blackwell Publishers LtdTexto completo disponível |
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Material Type: Artigo
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A Generalised Fractional Differencing Bootstrap for Long Memory ProcessesKapetanios, George ; Papailias, Fotis ; Taylor, A. M. RobertJournal of time series analysis, 2019-07, Vol.40 (4), p.467-492 [Periódico revisado por pares]Oxford, UK: John Wiley & Sons, LtdTexto completo disponível |
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Material Type: Artigo
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Kernel matching scheme for block bootstrap of time series dataKim, Tae Yoon ; Hwang, Sun YoungJournal of time series analysis, 2004-03, Vol.25 (2), p.199-216 [Periódico revisado por pares]Oxford, UK: Blackwell Publishing LtdTexto completo disponível |