| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Author index volume 68 (1998)
|
|
|
1998
|
68 |
2 |
p. 417-418
2 p.
|
artikel
|
| 2 |
Autoregression quantiles and related rank score processes for generalized random coefficient autoregressive processes
|
Harel, Michel
|
|
1998
|
68 |
2 |
p. 271-294
24 p.
|
artikel
|
| 3 |
Cross-validatory bandwidth selections for regression estimation based on dependent data
|
Yao, Qiwei
|
|
1998
|
68 |
2 |
p. 387-415
29 p.
|
artikel
|
| 4 |
Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models
|
Hafner, Christian M.
|
|
1998
|
68 |
2 |
p. 247-269
23 p.
|
artikel
|
| 5 |
Geometric versus arithmetic random walk the case of trended variables
|
Guerre, E.
|
|
1998
|
68 |
2 |
p. 203-220
18 p.
|
artikel
|
| 6 |
Linearity testing using local polynomial approximation
|
Hjellvik, Vidar
|
|
1998
|
68 |
2 |
p. 295-321
27 p.
|
artikel
|
| 7 |
Nonlinear time series with long memory: a model for stochastic volatility
|
Robinson, Peter M.
|
|
1998
|
68 |
2 |
p. 359-371
13 p.
|
artikel
|
| 8 |
Nonparametric vector autoregression
|
Härdle, W.
|
|
1998
|
68 |
2 |
p. 221-245
25 p.
|
artikel
|
| 9 |
Parameter estimation for generalized random coefficient autoregressive processes
|
Hwang, S.Y.
|
|
1998
|
68 |
2 |
p. 323-337
15 p.
|
artikel
|
| 10 |
Tests for Gaussianity and linearity of multivariate stationary time series
|
Rao, T.Subba
|
|
1998
|
68 |
2 |
p. 373-386
14 p.
|
artikel
|
| 11 |
Towards a nonparametric test of linearity for times series
|
Rios, Ricardo
|
|
1998
|
68 |
2 |
p. 339-358
20 p.
|
artikel
|
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