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Publisher: Wiley-Blackwell

Volume 22, Number 3, May 2001

A Hierarchical Approach to Covariance Function Estimation for Time Series
pp. 253-266(14)
Authors: Daniels, Michael J.; Cressie, Noel

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Cross-validation Criteria for Setar Model Selection
pp. 267-281(15)
Author: De Gooijer, Jan G.

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Robust Automatic Bandwidth for Long Memory
pp. 293-316(24)
Author: Henry, Marc

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On the Distributional Properties of GARCH Processes
pp. 339-352(14)
Authors: Pawlak, M.; Schmid, W.

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Predictions in time Series Using Multivariate Regression Models
pp. 365-373(9)
Author: Stulajter, Frantisek

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Book Reviews
pp. 375-377(3)

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