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A new method for obtaining the autocovariance of an ARMA model : an exact form solution
Karanasos, Menelaos - In: Econometric theory 14 (1998) 5, pp. 622-640
Persistent link: https://www.econbiz.de/10001381129
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Higher order moemnts of Markov switching varma models
Cavicchioli, Maddalena - In: Econometric theory 33 (2017) 6, pp. 1502-1515
Persistent link: https://www.econbiz.de/10011810429
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Efficient likelihood inference in nonstationary univariate models
Nielsen, Morten Ørregaard - In: Econometric theory 20 (2004) 1, pp. 116-146
Persistent link: https://www.econbiz.de/10001904824
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Empirical characteristic function in time series estimation
Knight, John L.; Yu, Jun - In: Econometric theory 18 (2002) 3, pp. 691-721
Persistent link: https://www.econbiz.de/10001673452
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Bootstrap-assisted specification tests for the ARFIMA model
Delgado, Miguel A.; Hidalgo, Javier; Velasco, Carlos - In: Econometric theory 27 (2011) 5, pp. 1083-1116
Persistent link: https://www.econbiz.de/10009379754
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Detection of nonconstant long memory parameter
Lavancier, Frédéric; Leipus, Remigijus; Philippe, Anne; … - In: Econometric theory 29 (2013) 5, pp. 1009-1056
Persistent link: https://www.econbiz.de/10010248314
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Discrete time representation of continuous time ARMA processes
Chambers, Marcus J.; Thornton, Michael A. - In: Econometric theory 28 (2012) 1, pp. 219-238
Persistent link: https://www.econbiz.de/10009520954
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Matrix formulars for nonstationary ARIMA signal extraction
McElroy, Tucker - In: Econometric theory 24 (2008) 4, pp. 988-1009
Persistent link: https://www.econbiz.de/10003736844
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Testing for zero autocorrelation when the innovations belong to the normal domain of attraction of a cauchy law
Runde, Ralf - In: Econometric theory 15 (1999) 2, pp. 177-183
Persistent link: https://www.econbiz.de/10001381835
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Asymptotics for general fractionally integrated processes with applications to unit root tests
Wang, Qiying; Lin, Yan-xia; Gulati, Chandra M. - In: Econometric theory 19 (2003) 1, pp. 143-164
Persistent link: https://www.econbiz.de/10001728184