BibSonomy publications for /user/smicha/autoregressivehttp://www.bibsonomy.org/publrss/user/smicha/autoregressiveBibSonomy RSS Feed for /user/smicha/autoregressiveOn the distribution and conditional heteroscedasticity in Taiwan stock priceshttp://www.bibsonomy.org/bibtex/2f6729523a809913ee5488fec4f9283d9/smichasmicha2008-04-29T08:06:25+02:00(GARCH) conditional autoregressive heteroscedasticity Generalized <span style="color:#555555;">Bing-Huei <a href="http://www.bibsonomy.org/author/Lin">Lin</a> und Shih-Kuo <a href="http://www.bibsonomy.org/author/Yeh">Yeh</a> </span><em>Journal of Multinational Financial Management</em><em>10(3-4):367--395</em><em>Dec2000. </em>The sources of macroeconomic fluctuations in oil exporting countries: A comparative studyhttp://www.bibsonomy.org/bibtex/203827f9e5c4bdf116f6f3684d1ed6106/smichasmicha2008-04-28T13:05:01+02:00model Structural vector autoregressive <span style="color:#555555;">Mohsen <a href="http://www.bibsonomy.org/author/Mehrara">Mehrara</a> und Kamran Niki <a href="http://www.bibsonomy.org/author/Oskoui">Oskoui</a> </span><em>Economic Modelling</em><em>24(3):365--379</em><em>May2007. </em>Enhancement of speech in additive, locally stationary and colored noise, using linear predictionhttp://www.bibsonomy.org/bibtex/2410bb3ac40567804ca5df1b1c1d075e5/smichasmicha2008-04-23T22:05:04+02:00model Autoregressive <span style="color:#555555;">FatosT. <a href="http://www.bibsonomy.org/author/Yarman-Vural">Yarman-Vural</a> </span><em>Signal Processing</em><em>20(3):211--217</em><em>Jul1990. </em>Measures of Bayesian learning and identifiability in hierarchical modelshttp://www.bibsonomy.org/bibtex/2cbbd29d205fe9bbf487462ebd2681e3b/smichasmicha2008-04-23T22:05:04+02:00model Conditionally autoregressive (CAR) <span style="color:#555555;">Yang <a href="http://www.bibsonomy.org/author/Xie">Xie</a> und Bradley P. <a href="http://www.bibsonomy.org/author/Carlin">Carlin</a> </span><em>Journal of Statistical Planning and Inference</em><em>136(10):3458--3477</em><em>Oct2006. </em>A numerical algorithm for stable 2D autoregressive filter designhttp://www.bibsonomy.org/bibtex/29e3a73965f40af1625df5f88b9f763fc/smichasmicha2008-04-23T22:05:04+02:00filter Autoregressive <span style="color:#555555;">Hugo J. <a href="http://www.bibsonomy.org/author/Woerdeman">Woerdeman</a> und Jeffrey S. <a href="http://www.bibsonomy.org/author/Geronimo">Geronimo</a> und Glaysar <a href="http://www.bibsonomy.org/author/Castro">Castro</a> </span><em>Signal Processing</em><em>83(6):1299--1308</em><em>Jun2003. </em>General saddlepoint approximations in the bootstraphttp://www.bibsonomy.org/bibtex/29ee359dd8182aa9dfcac28fd08b3951e/smichasmicha2008-04-23T22:05:04+02:00model Autoregressive <span style="color:#555555;">Suojin <a href="http://www.bibsonomy.org/author/Wang">Wang</a> </span><em>Statistics \&amp; Probability Letters</em><em>13(1):61--66</em><em>Jan1992. </em>A nonparametric goodness-of-fit test for a class of parametric autoregressive modelshttp://www.bibsonomy.org/bibtex/25a7f385d4cfbf25b8d5667a98a2a1310/smichasmicha2008-04-23T22:05:04+02:00models Autoregressive <span style="color:#555555;">Joseph Ngatchou <a href="http://www.bibsonomy.org/author/Wandji">Wandji</a> </span><em>Journal of Statistical Planning and Inference</em><em>71(1-2):57--74</em><em>Aug1998. </em>Minimum distance estimation for random coefficient autoregressive modelshttp://www.bibsonomy.org/bibtex/2bebcba09eef09fe018948200dba03bdf/smichasmicha2008-04-23T22:05:04+02:00models coefficient autoregressive Random <span style="color:#555555;">V. <a href="http://www.bibsonomy.org/author/Swaminathan">Swaminathan</a> und U. V. <a href="http://www.bibsonomy.org/author/Naik-Nimbalkar">Naik-Nimbalkar</a> </span><em>Statistics \&amp; Probability Letters</em><em>34(4):313--322</em><em>Jun1997. </em>Efficient covariance ladder algorithms for finite arithmetic applicationshttp://www.bibsonomy.org/bibtex/2ca2f948fbb35f79ee89e42b6aa3fe6b3/smichasmicha2008-04-23T22:05:04+02:00modeling Autoregressive <span style="color:#555555;">Peter <a href="http://www.bibsonomy.org/author/Strobach">Strobach</a> </span><em>Signal Processing</em><em>13(1):29--70</em><em>Jul1987. </em>Weighted Dickey-Fuller processes for detecting stationarityhttp://www.bibsonomy.org/bibtex/2c5baf7594654dfa02cb23a452a6ab0fd/smichasmicha2008-04-23T22:05:04+02:00unit root Autoregressive <span style="color:#555555;">Ansgar <a href="http://www.bibsonomy.org/author/Steland">Steland</a> </span><em>Journal of Statistical Planning and Inference</em><em>137(12):4011--4030</em><em>Dec2007. </em>Unit root tests for ARIMA(0, 1, q) models with irregularly observed sampleshttp://www.bibsonomy.org/bibtex/2adb9d47c0a2865734951f00fe1a0c2ac/smichasmicha2008-04-23T22:05:04+02:00model moving average Autoregressive <span style="color:#555555;">Dong Wan <a href="http://www.bibsonomy.org/author/Shin">Shin</a> und Sahadeb <a href="http://www.bibsonomy.org/author/Sarkar">Sarkar</a> </span><em>Statistics \&amp; Probability Letters</em><em>19(3):189--194</em><em>Feb1994. </em>Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trendshttp://www.bibsonomy.org/bibtex/29cebd5e6b9eb6a9f1a0ce7d78cabc031/smichasmicha2008-04-23T22:05:04+02:00moving average Autoregressive <span style="color:#555555;">Dong Wan <a href="http://www.bibsonomy.org/author/Shin">Shin</a> und Jong Hyup <a href="http://www.bibsonomy.org/author/Lee">Lee</a> </span><em>Journal of Statistical Planning and Inference</em><em>87(1):55--68</em><em>May2000. </em>Testing axial symmetry and separability of lattice processeshttp://www.bibsonomy.org/bibtex/2642d4dbef5c8e5482bafb5275d991b3f/smichasmicha2008-04-23T22:05:04+02:00process Autoregressive <span style="color:#555555;">L. <a href="http://www.bibsonomy.org/author/Scaccia">Scaccia</a> und R. J. <a href="http://www.bibsonomy.org/author/Martin">Martin</a> </span><em>Journal of Statistical Planning and Inference</em><em>131(1):19--39</em><em>Apr2005. </em>Asymptotics of tests for a unit root in autoregressionhttp://www.bibsonomy.org/bibtex/27e0da38f1df45a08e4287db6591abcc6/smichasmicha2008-04-23T22:05:04+02:00model Autoregressive <span style="color:#555555;">Kenji <a href="http://www.bibsonomy.org/author/Sakiyama">Sakiyama</a> und Masanobu <a href="http://www.bibsonomy.org/author/Taniguchi">Taniguchi</a> und Madan L. <a href="http://www.bibsonomy.org/author/Puri">Puri</a> </span><em>Journal of Statistical Planning and Inference</em><em>108(1-2):351--364</em><em>Nov2002. </em>Identification of the variance components in the general two-variance linear modelhttp://www.bibsonomy.org/bibtex/231c889f57b89b564c95c05942ca7ba3c/smichasmicha2008-04-23T22:05:04+02:00Conditional autoregressive prior <span style="color:#555555;">Brian J. <a href="http://www.bibsonomy.org/author/Reich">Reich</a> und James S. <a href="http://www.bibsonomy.org/author/Hodges">Hodges</a> </span><em>Journal of Statistical Planning and Inference</em><em>138(6):1592--1604</em><em>Jul2008. </em>Specialised class L property and stationary autoregressive processhttp://www.bibsonomy.org/bibtex/249518818ea65e323a936e161d930ad21/smichasmicha2008-04-23T22:05:04+02:00process Autoregressive <span style="color:#555555;">R. N. <a href="http://www.bibsonomy.org/author/Pillai">Pillai</a> und K. <a href="http://www.bibsonomy.org/author/Jayakumar">Jayakumar</a> </span><em>Statistics \&amp; Probability Letters</em><em>19(1):51--56</em><em>Jan1994. </em>Discrete Mittag-Leffler distributionshttp://www.bibsonomy.org/bibtex/2b68d65c043e59fe93ccb66851cde0c23/smichasmicha2008-04-23T22:05:04+02:00process Autoregressive <span style="color:#555555;">R. N. <a href="http://www.bibsonomy.org/author/Pillai">Pillai</a> und K. <a href="http://www.bibsonomy.org/author/Jayakumar">Jayakumar</a> </span><em>Statistics \&amp; Probability Letters</em><em>23(3):271--274</em><em>May1995. </em>Model-complete strategies for sampling from convex autocorrelated finite populationshttp://www.bibsonomy.org/bibtex/2b9101cb152ecd53d92e5dd3b19a550db/smichasmicha2008-04-23T22:05:04+02:00model Autoregressive <span style="color:#555555;">Ioulia <a href="http://www.bibsonomy.org/author/Papageorgiou">Papageorgiou</a> und K. X. <a href="http://www.bibsonomy.org/author/Karakostas">Karakostas</a> </span><em>Journal of Statistical Planning and Inference</em><em>99(1):71--89</em><em>Nov2001. </em>Functional estimation for time series: Uniform convergence propertieshttp://www.bibsonomy.org/bibtex/24e5ce9fbc4ab26afb65d60e944635c95/smichasmicha2008-04-23T22:05:04+02:00process Autoregressive <span style="color:#555555;">P. <a href="http://www.bibsonomy.org/author/Ango Nze">Ango Nze</a> und P. <a href="http://www.bibsonomy.org/author/Doukhan">Doukhan</a> </span><em>Journal of Statistical Planning and Inference</em><em>68(1):5--29</em><em>May1998. </em>Gibbs and autoregressive Markov processeshttp://www.bibsonomy.org/bibtex/288dbf1e4a651e4bafe7262355a460b61/smichasmicha2008-04-23T22:05:04+02:00process Autoregressive <span style="color:#555555;">Luis E. <a href="http://www.bibsonomy.org/author/Nieto-Barajas">Nieto-Barajas</a> und Stephen G. <a href="http://www.bibsonomy.org/author/Walker">Walker</a> </span><em>Statistics \&amp; Probability Letters</em><em>77(14):1479--1485</em><em>Aug2007. </em>