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Search: subject_exact:"ARIMA model"
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17
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1
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
Saved in:
2
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
Saved in:
3
The global weighted LAD estimators for finite/infinite variance ARMA (p,q) models
Zhu, Ke
;
Ling, Shiqing
- In:
Econometric theory
28
(
2012
)
5
,
pp. 1065-1086
Persistent link: https://www.econbiz.de/10009714722
Saved in:
4
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
Saved in:
5
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
Saved in:
6
On Markov-switching ARMA processes : stationarity, existence of moments, and geometric ergodicity
Stelzer, Robert
- In:
Econometric theory
25
(
2009
)
1
,
pp. 43-62
Persistent link: https://www.econbiz.de/10003816215
Saved in:
7
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
Saved in:
8
Using subspace methods for estimating ARMA models for multivariate time series with conditionally heteroskedastic innovations
Bauer, Dietmar
- In:
Econometric theory
24
(
2008
)
4
,
pp. 1063-1092
Persistent link: https://www.econbiz.de/10003736860
Saved in:
9
Local linear fitting under near epoch dependence
Lu, Zudi
;
Linton, Oliver
- In:
Econometric theory
23
(
2007
)
1
,
pp. 37-70
Persistent link: https://www.econbiz.de/10003407421
Saved in:
10
Optimality of GLS for one-step-ahead forecasting with RegARIMA and related models when the regression is misspecified
Findley, David F.
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1083-1107
Persistent link: https://www.econbiz.de/10003591818
Saved in:
11
The real part of a complex ARMA process
Bailey, Ralph W.
- In:
Econometric theory
23
(
2007
)
3
,
pp. 537-545
Persistent link: https://www.econbiz.de/10003541279
Saved in:
12
Weighted least absolute deviations estimation for ARMA models with infinite variance
Pan, Jiazhu
;
Wang, Hui
;
Yao, Qiwei
- In:
Econometric theory
23
(
2007
)
5
,
pp. 852-879
Persistent link: https://www.econbiz.de/10003549656
Saved in:
13
On the identification and estimation of nonstationary and cointegrated ARMAX systems
Poskitt, Donald Stephen
- In:
Econometric theory
22
(
2006
)
6
,
pp. 1138-1175
Persistent link: https://www.econbiz.de/10003396958
Saved in:
14
On plug-in estimation of long memory models
Lieberman, Offer
- In:
Econometric theory
21
(
2005
)
2
,
pp. 431-454
Persistent link: https://www.econbiz.de/10002740760
Saved in:
15
A note on the paper by H. J. Bierens: "Complex unit roots and business cycles : are they real?"
Díaz-Emparanza, Ignacio
- In:
Econometric theory
20
(
2004
)
3
,
pp. 636-637
Persistent link: https://www.econbiz.de/10002068320
Saved in:
16
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
Saved in:
17
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
Saved in:
18
ARMA representation of squared Markov switching heteroskedastic models - solution
Distaso, Walter
- In:
Econometric theory
19
(
2003
)
2
,
pp. 412-413
Persistent link: https://www.econbiz.de/10001745838
Saved in:
19
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
Saved in:
20
Asymptotic inference for nonstationary fractionally integrated autoregressive moving-average models
Ling, Shiqing
;
Li, Wai Keung
- In:
Econometric theory
17
(
2001
)
4
,
pp. 738-764
Persistent link: https://www.econbiz.de/10001606782
Saved in:
21
Complex unit roots and business cycles : are they real?
Bierens, Herman J.
- In:
Econometric theory
17
(
2001
)
5
,
pp. 962-983
Persistent link: https://www.econbiz.de/10001609185
Saved in:
22
Small-sample likelihood-based inference in the ARFIMA model
Lieberman, Offer
;
Rousseau, Judith
;
Zucker, David M.
- In:
Econometric theory
16
(
2000
)
2
,
pp. 231-248
Persistent link: https://www.econbiz.de/10001483371
Saved in:
23
The effects of systematic sampling and temporal aggregation on discrete time long memory processes and their finite sample properties
Hwang, Soosung
- In:
Econometric theory
16
(
2000
)
3
,
pp. 347-372
Persistent link: https://www.econbiz.de/10001507491
Saved in:
24
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
Saved in:
25
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
Saved in:
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