An algorithm for computing the asymptotic fisher information matrix for seasonal SISO models
Guy Mélard, Andr Klein
págs. 627-648
A Dependence Metric for Possibly Nonlinear Processes
E. Maasoumi, C. W. Granger, J. Racine
págs. 649-669
Bayesian Subset Model Selection for Time Series
N. K. Unnikrishnan
págs. 671-690
págs. 691-700
págs. 701-722
págs. 723-732
Error bounds and asymptotic expansions for toeplitz product functionals of unbounded spectra
Peter C. B. Phillips, Offer Lieberman
págs. 733-753
Behaviour of Dickey¿Fuller Unit-Root Tests Under Trend Misspecification
Stephen Leybourne, Paul Newbold, Tae Hwan Kim
págs. 755-764
Large sample properties of parameter least squares estimates for time-varying arma models
Antony Gautier, Christian Francq
págs. 765-783
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