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Diagnostic checking in a flexible nonlinear time series model
Medeiros, Marcelo de Almeida, (2000)
Inference on via generalized spectrum and non-linear time series models
Hong, Yongmiao, (2003)
Residual log-periodogram inference for long-run relationships
Hassler, Uwe, (2002)
On the periodicity of solutions to dynamic problems of costly price adjustment under inflation
Zinde-Walsh, Victoria, (1987)
Some exact formulae for autoregressive moving average processes
Zinde-Walsh, Victoria, (1988)
The consequences of misspecification in time series processes
Zinde-Walsh, Victoria, (1990)