Computer Algebra Derivation of the Bias of Linear Estimators of Autoregressive Models
Y. Zhang, A. I. McLeod
págs. 157-165
On the Evaluation of the Information Matrix for Multiplicative Seasonal Time-Series Models
E. J. Godolphin, S. R. Bane
págs. 167-190
págs. 191-209
Consistent estimation of the memory parameter for nonlinear time series
Liudas Giraitis, Violetta Dalla, Javier Hidalgo
págs. 211-251
Bernstein polynomial estimation of a spectral density
Yoshihide Kakizawa
págs. 253-287
Inference in Autoregression under Heteroskedasticity
Ke Li Xu, Peter C. B. Phillips
págs. 289-308
págs. 309-322
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