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Covariances between estimated autocorrelations of an ARMA process
Kanto, Antti J. - In: Economics letters 3 (1988), pp. 253-258
Persistent link: https://www.econbiz.de/10001048740
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Detecting outliers in stock market returns
Kanto, Antti J.; Tuovila, Olavi A. - 1990
Persistent link: https://www.econbiz.de/10000798267
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On the estimation of the growth rate of the firm : a new formulation of the old problem in order to obtain more information from the time series data
Kanto, Antti J.; Tuovila, Olavi A. - 1987
Persistent link: https://www.econbiz.de/10011833451
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Estimation of transition probabilities from aggregate time series data
Rosenqvist, Gunnar - 1981
Persistent link: https://www.econbiz.de/10003629172
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Estimation of transition probabilities of n'th order Markov chains from aggregate time series data
Rosenqvist, Gunnar - 1981
Persistent link: https://www.econbiz.de/10003629180