Narrow search
Showing 1 - 5 of 5
Cover Image
Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags
Tjøstheim, Dag; Auestad, Bjørn H. - In: Journal of the American Statistical Association : JASA 89 (1994) 428, pp. 1410-1419
Persistent link: https://www.econbiz.de/10006636503
Cover Image
Nonparametric Identification of Nonlinear Time Series: Projections
Tjøstheim, Dag; Auestad, Bjørn H. - In: Journal of the American Statistical Association : JASA 89 (1994) 428, pp. 1398-1409
Persistent link: https://www.econbiz.de/10006636504
Cover Image
A Factor Model Approach to Multiple Testing Under Dependence
Fokianos, Konstantinos; Rahbek, Anders; Tjøstheim, Dag - In: Journal of the American Statistical Association : JASA 104 (2009) 488, pp. 1406-1416
Persistent link: https://www.econbiz.de/10008376204
Cover Image
Poisson autoregression
Fokianos, Konstantinos; Rahbek, Anders; Tjøstheim, Dag - In: Journal of the American Statistical Association : JASA 104 (2009) 488, pp. 1430-1440
Persistent link: https://www.econbiz.de/10003992981
Cover Image
Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
Teräsvirta, Timo - In: Journal of the American Statistical Association : JASA 89 (1994) 425, pp. 208-218
Persistent link: https://www.econbiz.de/10006636642