nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
An automatic Portmanteau test for serial correlation
|
Escanciano, J. Carlos |
|
2009 |
151 |
2 |
p. 140-149 10 p. |
artikel |
2 |
A Wald test for the cointegration rank in nonstationary fractional systems
|
Avarucci, Marco |
|
2009 |
151 |
2 |
p. 178-189 12 p. |
artikel |
3 |
Editorial Board
|
|
|
2009 |
151 |
2 |
p. IFC- 1 p. |
artikel |
4 |
Editor’s introduction
|
Delgado, Miguel A. |
|
2009 |
151 |
2 |
p. 99-100 2 p. |
artikel |
5 |
Estimators of long-memory: Fourier versus wavelets
|
Faÿ, Gilles |
|
2009 |
151 |
2 |
p. 159-177 19 p. |
artikel |
6 |
Goodness of fit for lattice processes
|
Hidalgo, Javier |
|
2009 |
151 |
2 |
p. 113-128 16 p. |
artikel |
7 |
Inference on transformed stationary time series
|
Hosoya, Yuzo |
|
2009 |
151 |
2 |
p. 129-139 11 p. |
artikel |
8 |
Local inference for locally stationary time series based on the empirical spectral measure
|
Dahlhaus, Rainer |
|
2009 |
151 |
2 |
p. 101-112 12 p. |
artikel |
9 |
Long memory and long run variation
|
Phillips, Peter C.B. |
|
2009 |
151 |
2 |
p. 150-158 9 p. |
artikel |
10 |
Whittle estimation of EGARCH and other exponential volatility models
|
Zaffaroni, Paolo |
|
2009 |
151 |
2 |
p. 190-200 11 p. |
artikel |