Corradi, Valentina; White, Helbert Specification tests for the variance of diffusion. (English) Zbl 0932.62095 J. Time Ser. Anal. 20, No. 3, 253-270 (1999). Reviewer: R.E.Maiboroda (Kyïv) MSC: 62M02 62G05 62F03 91B84 × Cite Format Result Cite Review PDF Full Text: DOI
Ferreira, Eva; Rodriguez-Poo, Juan Manuel Variable bandwidth kernel estimators of the spectral density. (English) Zbl 0933.62093 J. Time Ser. Anal. 20, No. 3, 271-288 (1999). Reviewer: R.E.Maiboroda (Kyïv) MSC: 62M15 62G20 62G07 91B84 × Cite Format Result Cite Review PDF Full Text: DOI
Fokianos, Konstantinos; Kedem, Benjamin Asymptotic approximation algorithm for adaptive control of time series following generalized linear models. (English) Zbl 0933.62088 J. Time Ser. Anal. 20, No. 3, 289-308 (1999). Reviewer: R.E.Maiboroda (Kyïv) MSC: 62M10 93C40 62L20 62J12 × Cite Format Result Cite Review PDF Full Text: DOI
Gerlach, Richard; Carter, Chris; Kohn, Robert Diagnostics for time series analysis. (English) Zbl 0933.62089 J. Time Ser. Anal. 20, No. 3, 309-330 (1999). Reviewer: R.E.Maiboroda (Kyïv) MSC: 62M10 62G10 × Cite Format Result Cite Review PDF Full Text: DOI
Hurvich, Clifford M.; Deo, Rohit S. Plug-in selection of the number of frequencies in regression estimates of the memory parameter of a long-memory time series. (English) Zbl 0933.62095 J. Time Ser. Anal. 20, No. 3, 331-341 (1999). Reviewer: R.E.Maiboroda (Kyïv) MSC: 62M15 62G20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Kakizawa, Yoshihide Valid Edgeworth expansions of some estimators and bootstrap confidence intervals in first-order autoregression. (English) Zbl 0932.62101 J. Time Ser. Anal. 20, No. 3, 343-359 (1999). Reviewer: R.E.Maiboroda (Kyïv) MSC: 62M10 62E20 62F25 × Cite Format Result Cite Review PDF Full Text: DOI