Results 61 to 64 of about 229 (64)

Statistical methodological review for time-series data

Journal of Statistics and Management Systems, 2020
exaly  

Wavelets and estimation of long memory in nonstationary models: Does anything beat the exact local whittle estimator?

Communications in Statistics Part B: Simulation and Computation, 2017
exaly  

A transitional Markov switching autoregressive model

Communications in Statistics - Theory and Methods, 2016
exaly  

BL-GARCH models with elliptical distributed innovations

Journal of Statistical Computation and Simulation, 2010
exaly