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Modelling memory of economic and financial time series
Robinson, Peter M.
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2005
Persistent link: https://www.econbiz.de/10002814614
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Unit root test in a threshold autoregression : asymptotic theory and residual-based block bootstrap
Seo, Myung Hwan
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2005
Persistent link: https://www.econbiz.de/10002814643
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3
Semiparametric estimation for stationary processes whose spectra have an unknown pole
Hidalgo, Javier
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2005
Persistent link: https://www.econbiz.de/10002814674
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4
On characterizations od spectral density matrices by cross validated log likelihood criterion
Matsuda, Yasumasa
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contributor
); …
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002144601
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Periodic time series models : a structural approach
Tripodis, Yorghos
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contributor
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Penzer, Jeremy
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002075167
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Statistical tests for Lyapunov exponents of deterministic systems
Wolff, Rodney C.
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contributor
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Yao, Qiwei
(
contributor
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-
2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002075170
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7
On time-reversibility of multivariate linear processes
Tong, Howell
(
contributor
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Zhang, Zhi-Qiang
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759020
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Single season heteroscedasticity in time series
Tripodis, Yorghos
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contributor
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Penzer, Jeremy
(
contributor
)
-
2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001923018
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9
International patterns of growth : II. persistence, path dependence, and sustained take-off in growth transition
Quah, Danny
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contributor
)
-
1992
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001572798
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10
A note on testing for multi-modality with dependent data
Chan, K. S.
(
contributor
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Tong, Howell
(
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001755597
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