From post

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed.

 

Другие публикации лиц с тем же именем

Testing non-linearities in world stock market prices. Economics Letters, 31 (1): 31--35 (1989)On forecasting SETAR processes, и . Statistics & Probability Letters, 37 (1): 7--14 (15.01.1998)On the uth geometric conditional quantile, и . Journal of Statistical Planning and Inference, 137 (6): 1914--1930 (01.06.2007)Component extraction analysis of multivariate time series, и . Computational Statistics & Data Analysis, 21 (5): 487--499 (мая 1996)Kernel-based hidden Markov conditional densities., , и . Comput. Stat. Data Anal., (2022)TR Multivariate Conditional Median Estimation., и . Communications in Statistics - Simulation and Computation, 36 (1): 165-176 (2007)25 years of time series forecasting, и . International journal of forecasting, 22 (3): 443--473 (2006)On the cumulated multi-step-ahead predictions of vector autoregressive moving average processes, и . International Journal of Forecasting, 7 (4): 501--513 (марта 1992)Some exact tests for manifest properties of latent trait models., и . Comput. Stat. Data Anal., 55 (1): 34-44 (2011)Exact moments of the sample autocorrelations from series generated by general arima processes of order (p, d, q), d=0 or 1. Journal of Econometrics, 14 (3): 365--379 (декабря 1980)