string(209) "select * FROM articoli_opac WHERE fonte <> 'ISI' AND fonte='ICR' AND fasc_issn='01439782' order by level desc, fasc_key desc, NULLIF(regexp_replace(pagina_ini, E'\\D', '', 'g'), '')::int asc offset 0 limit 25" ACNP - Italian Periodicals Catalogue
Results: 1-25 | 26-35    

Articles table of contents

Results : 1-25/35
Empirical Evidence on Dickey- Fuller-Type Tests
Authors: C. Agiakloglou P. Newbold
Journal: Journal of time series analysis
Citation: C. Agiakloglou et P. Newbold, Empirical Evidence on Dickey- Fuller-Type Tests, Journal of time series analysis, 13(06), 1992, pp. 471
Partial Autocorrelation Properties for Non- Stationary AutoregressiveMoving-Average Models
Authors: O. D. Anderson
Journal: Journal of time series analysis
Citation: O. D. Anderson, Partial Autocorrelation Properties for Non- Stationary AutoregressiveMoving-Average Models, Journal of time series analysis, 13(06), 1992, pp. 485
A Test for Conditional Hetero- skedasticity in Time Series Models
Authors: A. K. Bera M. L. Higgins
Journal: Journal of time series analysis
Citation: A. K. Bera et M. L. Higgins, A Test for Conditional Hetero- skedasticity in Time Series Models, Journal of time series analysis, 13(06), 1992, pp. 501
Frequency-Domain Estimation of Bilinear Time Series Models
Authors: S. A. O. Sesay T. Subba Rao
Journal: Journal of time series analysis
Citation: S. A. O. Sesay et T. Subba Rao, Frequency-Domain Estimation of Bilinear Time Series Models, Journal of time series analysis, 13(06), 1992, pp. 521
Classification of Textures Using Second-Order Spectra
Authors: J. Yuan T. Subba Rao
Journal: Journal of time series analysis
Citation: J. Yuan et T. Subba Rao, Classification of Textures Using Second-Order Spectra, Journal of time series analysis, 13(06), 1992, pp. 547
Time-Reversibility and Indepen- dence of Innovations for Stationary Time Series
Authors: F. J. Breidt R. A. Davis
Journal: Journal of time series analysis
Citation: F. J. Breidt et R. A. Davis, Time-Reversibility and Indepen- dence of Innovations for Stationary Time Series, Journal of time series analysis, 13(05), 1992, pp. 377
Detecting Sinusoids in Non-Gaussian Noise
Authors: K. -S. Lii T. -H. Tsou
Journal: Journal of time series analysis
Citation: K. -S. Lii et T. -H. Tsou, Detecting Sinusoids in Non-Gaussian Noise, Journal of time series analysis, 13(05), 1992, pp. 391
State Space Models with Diffuse Initial Conditions
Authors: P. Marshall
Journal: Journal of time series analysis
Citation: P. Marshall, State Space Models with Diffuse Initial Conditions, Journal of time series analysis, 13(05), 1992, pp. 411
Order Identification Statistics in Stationary Autoregressive Moving-Average Models: Vector Autocorrelations and the Bootstrap
Authors: E. Paparoditis B. Streitberg
Journal: Journal of time series analysis
Citation: E. Paparoditis et B. Streitberg, Order Identification Statistics in Stationary Autoregressive Moving-Average Models: Vector Autocorrelations and the Bootstrap, Journal of time series analysis, 13(05), 1992, pp. 415
Testing for White Noise Against Multimodal Spectral Alternatives
Authors: E. Reschenhofer I. M. Bomze
Journal: Journal of time series analysis
Citation: E. Reschenhofer et I. M. Bomze, Testing for White Noise Against Multimodal Spectral Alternatives, Journal of time series analysis, 13(05), 1992, pp. 435
Spectral Analysis of Stationary Point Processes Using the Fast Fourier Transform Algorithm
Authors: A. G. Rigas
Journal: Journal of time series analysis
Citation: A. G. Rigas, Spectral Analysis of Stationary Point Processes Using the Fast Fourier Transform Algorithm, Journal of time series analysis, 13(05), 1992, pp. 441
Reduction of the Asymptotic Bias of Autoregres- sive and Spectral Estimators by Tapering
Authors: H. -C. Zhang
Journal: Journal of time series analysis
Citation: H. -C. Zhang, Reduction of the Asymptotic Bias of Autoregres- sive and Spectral Estimators by Tapering, Journal of time series analysis, 13(05), 1992, pp. 451
Non-negative Autoregressive Models
Authors: A. Hong-Zhi
Journal: Journal of time series analysis
Citation: A. Hong-Zhi, Non-negative Autoregressive Models, Journal of time series analysis, 13(04), 1992, pp. 283
Bootstrapping Stationary Autoregres sive Moving-Average Models
Authors: J-P. Kreiss J. Franke
Journal: Journal of time series analysis
Citation: J-P. Kreiss et J. Franke, Bootstrapping Stationary Autoregres sive Moving-Average Models, Journal of time series analysis, 13(04), 1992, pp. 297
Spectral Radius. Kronecker Products and Stationarity
Authors: J. Liu
Journal: Journal of time series analysis
Citation: J. Liu, Spectral Radius. Kronecker Products and Stationarity, Journal of time series analysis, 13(04), 1992, pp. 319
Reparametrization Aspects of Numerical Bayesian Methodology for Autoregressive MovingAverage Models
Authors: J. M. Marriott A. F. M. Smith
Journal: Journal of time series analysis
Citation: J. M. Marriott et A. F. M. Smith, Reparametrization Aspects of Numerical Bayesian Methodology for Autoregressive MovingAverage Models, Journal of time series analysis, 13(04), 1992, pp. 327
Computation of Canonical Correlation between Past and Future of a Time Series
Authors: M. Pourahmadi A. G. Miamee
Journal: Journal of time series analysis
Citation: M. Pourahmadi et A. G. Miamee, Computation of Canonical Correlation between Past and Future of a Time Series, Journal of time series analysis, 13(04), 1992, pp. 345
Vector Autoregressive Models with Reduced Rank Structure, Estimation.Likelihoods Ratio Test, and Forecasting
Authors: G. C. Reinsel S. K. Ahn
Journal: Journal of time series analysis
Citation: G. C. Reinsel et S. K. Ahn, Vector Autoregressive Models with Reduced Rank Structure, Estimation.Likelihoods Ratio Test, and Forecasting, Journal of time series analysis, 13(04), 1992, pp. 353
Data Dependent Estimation of Prediction Functions
Authors: P. Burman D. Nolan
Journal: Journal of time series analysis
Citation: P. Burman et D. Nolan, Data Dependent Estimation of Prediction Functions, Journal of time series analysis, 13(03), 1992, pp. 189
Kernel Regression Smoothing of Time Series
Authors: W. Hardle P. Vieu
Journal: Journal of time series analysis
Citation: W. Hardle et P. Vieu, Kernel Regression Smoothing of Time Series, Journal of time series analysis, 13(03), 1992, pp. 209
A New Diagnostic Text of Model Inadequacy Which Uses the Martingale Difference Criterion
Authors: M. J. Hinich D. M. Patterson
Journal: Journal of time series analysis
Citation: M. J. Hinich et D. M. Patterson, A New Diagnostic Text of Model Inadequacy Which Uses the Martingale Difference Criterion, Journal of time series analysis, 13(03), 1992, pp. 233
Reversed Residuals in Autoregressive Time Series Analysis
Authors: A. J. Lawrance P. A. W. Lewis
Journal: Journal of time series analysis
Citation: A. J. Lawrance et P. A. W. Lewis, Reversed Residuals in Autoregressive Time Series Analysis, Journal of time series analysis, 13(03), 1992, pp. 253
`Purifying' Noisy Signals
Authors: A. Rabinovitch R. Thieberger
Journal: Journal of time series analysis
Citation: A. Rabinovitch et R. Thieberger, `Purifying' Noisy Signals, Journal of time series analysis, 13(03), 1992, pp. 267
Corrections to Initializing the Non-Stationary Time Series Models
Authors: W. Bell S. Hillmer
Journal: Journal of time series analysis
Citation: W. Bell et S. Hillmer, Corrections to Initializing the Non-Stationary Time Series Models, Journal of time series analysis, 13(03), 1992, pp. 281
On the Existence of Stationary Threshold Autoregressive Moving-Average Pro- cesses
Authors: P. J. Brockwell J. Liu R. L. Tweedie
Journal: Journal of time series analysis
Citation: P. J. Brockwell et al., On the Existence of Stationary Threshold Autoregressive Moving-Average Pro- cesses, Journal of time series analysis, 13(02), 1992, pp. 95
Results: 1-25 | 26-35