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Maximum likelihood estimation for MA (1) processes with a root on or near the unit circle
Davis, Richard A.
- In:
Econometric theory
12
(
1996
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10001201819
Saved in:
2
Introduction to time series and forecasting : [includes ITSM 2000]
Brockwell, Peter J.
;
Davis, Richard A.
-
2002
-
2. ed.
Persistent link: https://www.econbiz.de/10001597703
Saved in:
3
Time series : theory and methods
Brockwell, Peter J.
;
Davis, Richard A.
-
1996
-
2. ed., corr. 5. printing
Persistent link: https://www.econbiz.de/10000613528
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4
Introduction to time series and forecasting
Brockwell, Peter J.
;
Davis, Richard A.
-
1999
Persistent link: https://www.econbiz.de/10000573014
Saved in:
5
Time series estimation of the dynamic effects of disaster-type shocks
Davis, Richard A.
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 180-201
Persistent link: https://www.econbiz.de/10014434389
Saved in:
6
Inference for regression models with errors from a non-invertible MA(1) process
Chen, Mei-ching
;
Davis, Richard A.
;
Song, Li
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 6-30
Persistent link: https://www.econbiz.de/10009233924
Saved in:
7
Towards estimating extremal serial dependence via the bootstrapped extremogram
Davis, Richard A.
;
Mikosch, Thomas
;
Cribben, Ivor
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 142-152
Persistent link: https://www.econbiz.de/10009673126
Saved in:
8
Estimation for non-negative Lévy-driven CARMA processes
Brockwell, Peter J.
;
Davis, Richard A.
;
Yang, Yu
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
2
,
pp. 250-259
Persistent link: https://www.econbiz.de/10009160004
Saved in:
9
Extreme value theory for space-time processes with heavy-tailed distributions
Davis, Richard A.
;
Mikosch, Thomas
-
2006
Persistent link: https://www.econbiz.de/10003370444
Saved in:
10
Extreme value theory for GARCH processes
Davis, Richard A.
;
Mikosch, Thomas
- In:
Handbook of financial time series
,
(pp. 187-200)
.
2009
Persistent link: https://www.econbiz.de/10003833941
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