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Material Type: Artigo
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Margin‐closed vector autoregressive time series modelsZhang, Lin ; Joe, Harry ; Nolde, NataliaJournal of time series analysis, 2024-03, Vol.45 (2), p.269-297 [Periódico revisado por pares]Oxford, UK: John Wiley & Sons, LtdTexto completo disponível |
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2 |
Material Type: Artigo
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Vine Copula Specifications for Stationary Multivariate Markov ChainsBeare, Brendan K. ; Seo, JuwonJournal of time series analysis, 2015-03, Vol.36 (2), p.228-246 [Periódico revisado por pares]Oxford: Blackwell Publishing LtdTexto completo disponível |
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3 |
Material Type: Artigo
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MULTIVARIATE LIMIT THEOREMS IN THE CONTEXT OF LONG-RANGE DEPENDENCEBai, Shuyang ; Taqqu, Murad S.Journal of time series analysis, 2013-11, Vol.34 (6), p.717-743 [Periódico revisado por pares]Oxford: Blackwell Publishing LtdTexto completo disponível |
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4 |
Material Type: Artigo
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On the Frequency Variogram and on Frequency Domain Methods for the Analysis of Spatio‐Temporal DataSubba Rao, Tata ; Terdik, GyorgyJournal of time series analysis, 2017-03, Vol.38 (2), p.308-325, Article 308 [Periódico revisado por pares]Chichester, UK: John Wiley & Sons, LtdTexto completo disponível |
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5 |
Material Type: Artigo
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Local Gaussian Autocorrelation and Tests for Serial IndependenceLacal, Virginia ; TjØstheim, DagJournal of time series analysis, 2017-01, Vol.38 (1), p.51-71 [Periódico revisado por pares]Oxford: Blackwell Publishing LtdTexto completo disponível |
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6 |
Material Type: Artigo
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A Generalized Portmanteau Test For Independence Of Two Infinite-Order Vector Autoregressive SeriesBouhaddioui, Chafik ; Roy, RochJournal of time series analysis, 2006-07, Vol.27 (4), p.505-544 [Periódico revisado por pares]Oxford, UK: Blackwell Publishing LtdTexto completo disponível |
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7 |
Material Type: Artigo
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TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTIONDelgado, Miguel A.Journal of time series analysis, 1996-05, Vol.17 (3), p.271-285 [Periódico revisado por pares]Oxford, UK: Blackwell Publishing LtdSem texto completo |