Narrow search
Showing 1 - 5 of 5
Cover Image
Some exact formulae for autoregressive moving average processes
Zinde-Walsh, Victoria - In: Econometric theory 4 (1988) 3, pp. 384-402
Persistent link: https://www.econbiz.de/10001074425
Cover Image
The consequences of misspecification in time series processes
Zinde-Walsh, Victoria - In: Economics letters 32 (1990) 3, pp. 237-241
Persistent link: https://www.econbiz.de/10001088839
Cover Image
GARCH model estimation using estimated quadratic variation
Galbraith, John W.; Zinde-Walsh, Victoria; Zhu, Jingmei - In: Econometric reviews 34 (2015) 6/10, pp. 1172-1192
Persistent link: https://www.econbiz.de/10011483454
Cover Image
Évaluation de critères di̕nformation pour des modèles de séries chronologiques
Galbraith, John W.; Zinde-Walsh, Victoria - In: L' Actualité économique : revue trimest. 80 (2004) 2/3, pp. 207-227
Persistent link: https://www.econbiz.de/10003086162
Cover Image
The GLS transformation matrix and a semi-recursive estimator for the linear regression model with ARMA errors
Galbraith, John W. - In: Econometric theory 8 (1992) 1, pp. 95-111
Persistent link: https://www.econbiz.de/10001126806