Taylor, A. M. Robert On the use of sub-sample unit root tests to detect changes in persistence. (English) Zbl 1091.62089 J. Time Ser. Anal. 26, No. 5, 759-778 (2005). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M10 62G10 62G20 65C05 62F05 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Hai-Bin Parameter estimation and subset selection for separable lower triangular bilinear models. (English) Zbl 1091.62091 J. Time Ser. Anal. 26, No. 5, 743-757 (2005). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M10 62F10 × Cite Format Result Cite Review PDF Full Text: DOI
Preminger, Arie; Wettstein, David Using the penalized likelihood method for model selection with nuisance parameters present only under the alternative: an application to switching regression models. (English) Zbl 1092.62093 J. Time Ser. Anal. 26, No. 5, 715-741 (2005). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M10 62J99 62J20 × Cite Format Result Cite Review PDF Full Text: DOI
Tsai, Henghsiu; Chen, K. S. Quasi-maximum likelihood estimation for a class of continuous-time long-memory processes. (English) Zbl 1091.62090 J. Time Ser. Anal. 26, No. 5, 691-713 (2005). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M10 60F10 62M15 × Cite Format Result Cite Review PDF Full Text: DOI
Liebscher, Eckhard Towards a unified approach for proving geometric ergodicity and mixing properties of nonlinear autoregressive processes. (English) Zbl 1092.62091 J. Time Ser. Anal. 26, No. 5, 669-689 (2005). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M10 62J02 × Cite Format Result Cite Review PDF Full Text: DOI
Bauer, Dietmar Comparing the CCA subspace method to pseudo-maximum likelihood methods in the case of no exogenous inputs. (English) Zbl 1092.62082 J. Time Ser. Anal. 26, No. 5, 631-668 (2005). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M10 62F12 62H20 × Cite Format Result Cite Review PDF Full Text: DOI