Similar Search Results

Time series : theory and methods

Brockwell, Peter J.; Davis, Richard A. - 1987

Persistent link: https://www.econbiz.de/10004054865

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

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

Time series : theory and methods

Brockwell, Peter J.; Davis, Richard A. - 1996 - 2. ed., corr. 5. printing

Persistent link: https://www.econbiz.de/10000613528

Introduction to time series and forecasting

Brockwell, Peter J.; Davis, Richard A. - 1999

Persistent link: https://www.econbiz.de/10000573014

Estimating Extremal Dependence in Univariate and Multivariate Time Series via the Extremogram

Davis, Richard A. - 2013

Davis and Mikosch introduced the extremogram as a ﬂexible quantitative tool for measuring various types of extremal dependence in a stationary time series. There we showed some standard statistical properties of the sample extremogram. A major difficulty was the construction of credible...

Persistent link: https://www.econbiz.de/10013081616