< previous issue
next issue >
A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes
Fast continuous-discrete DAF-filters
Improved multivariate portmanteau test
Mahdi, Esam; Ian McLeod, A.
Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model
Zhu, Ke; Ling, Shiqing
The autodependogram: a graphical device to investigate serial dependences
Bagnato, Luca; Punzo, Antonio; Nicolis, Orietta
Overlapped grouping periodogram test for detecting multiple hidden periodicities in mixed spectra
Wen, Qiuzi H.; Wong, Augustine; Wang, Xiaolan L.
Empirical likelihood in long-memory time series models
Yau, Chun Yip
A note on mean squared prediction error under the unit root model with deterministic trend
Yu, Shu-Hui; Lin, Chien-Chih; Cheng, Hung-Wen
Generalized information criterion
Taniguchi, Masanobu; Hirukawa, Junichi
On robust spectral analysis by least absolute deviations
A single series representation of multiple independent ARMA processes
Bowden, Ross S.; Clarke, Brenton R.
A refined efficiency rate for ordinary least squares and generalized least squares estimators for a linear trend with autoregressive errors
Lee, Jaechoul; Lund, Robert
The restricted likelihood ratio test for autoregressive processes
Chen, Willa W.; Deo, Rohit S.
The averaged periodogram estimator for a power law in coherency
Sela, Rebecca J.; Hurvich, Clifford M.
Here are a few pages on the site that we think you may find useful: