ACNP - Italian Periodicals Catalogue

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Results: 1-9 |

Results: 9

Detection of outlier patches in autoregressive time series

Authors: Justel, A Pena, D Tsay, RS

Citation: A. Justel et al., Detection of outlier patches in autoregressive time series, STAT SINICA, 11(3), 2001, pp. 651-673

A nonlinear autoregressive conditional duration model with applications tofinancial transaction data

Authors: Zhang, MYJ Russell, JR Tsay, RS

Citation: Myj. Zhang et al., A nonlinear autoregressive conditional duration model with applications tofinancial transaction data, J ECONOMET, 104(1), 2001, pp. 179-207

Heteroscedastic models

Authors: Tsay, RS

Citation: Rs. Tsay, Heteroscedastic models, WILEY PR ST, 2001, pp. 249-266

Nonlinear time series models: Testing and applications

Authors: Tsay, RS

Citation: Rs. Tsay, Nonlinear time series models: Testing and applications, WILEY PR ST, 2001, pp. 267-285

Bayesian time series analysis

Authors: Tsay, RS

Citation: Rs. Tsay, Bayesian time series analysis, WILEY PR ST, 2001, pp. 286-307

Time series and forecasting: Brief history and future research

Authors: Tsay, RS

Citation: Rs. Tsay, Time series and forecasting: Brief history and future research, J AM STAT A, 95(450), 2000, pp. 638-643

Editor's introduction to panel discussion on analysis of high-frequency data

Authors: Tsay, RS

Citation: Rs. Tsay, Editor's introduction to panel discussion on analysis of high-frequency data, J BUS ECON, 18(2), 2000, pp. 139-139

Long-range dependence in daily stock volatilities

Authors: Ray, BK Tsay, RS

Citation: Bk. Ray et Rs. Tsay, Long-range dependence in daily stock volatilities, J BUS ECON, 18(2), 2000, pp. 254-262

Outliers in multivariate time series

Authors: Tsay, RS Pena, D Pankratz, AE

Citation: Rs. Tsay et al., Outliers in multivariate time series, BIOMETRIKA, 87(4), 2000, pp. 789-804

Risultati: 1-9 |