Ferland, René; Latour, Alain; Oraichi, Driss Integer-valued GARCH process. (English) Zbl 1150.62046 J. Time Ser. Anal. 27, No. 6, 923-942 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62M10 62F10 62E20 PDFBibTeX XMLCite \textit{R. Ferland} et al., J. Time Ser. Anal. 27, No. 6, 923--942 (2006; Zbl 1150.62046) Full Text: DOI
Chen, Wen-Den An approximate likelihood function for panel data with a mixed ARMA\((p,q)\) remainder disturbance model. (English) Zbl 1150.62041 J. Time Ser. Anal. 27, No. 6, 911-921 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{W.-D. Chen}, J. Time Ser. Anal. 27, No. 6, 911--921 (2006; Zbl 1150.62041) Full Text: DOI
Gassiat, Elisabeth; Lévy-Leduc, Céline Efficient semiparametric estimation of the periods in a superposition of periodic functions with unknown shape. (English) Zbl 1150.62047 J. Time Ser. Anal. 27, No. 6, 877-910 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62M10 62G05 62G20 PDFBibTeX XMLCite \textit{E. Gassiat} and \textit{C. Lévy-Leduc}, J. Time Ser. Anal. 27, No. 6, 877--910 (2006; Zbl 1150.62047) Full Text: DOI
Yao, Qiwei; Brockwell, Peter J. Gaussian maximum likelihood estimation for ARMA models. I: Time series. (English) Zbl 1141.62074 J. Time Ser. Anal. 27, No. 6, 857-875 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62M10 62F12 60G10 PDFBibTeX XMLCite \textit{Q. Yao} and \textit{P. J. Brockwell}, J. Time Ser. Anal. 27, No. 6, 857--875 (2006; Zbl 1141.62074) Full Text: DOI Link
El Ghini, Ahmed; Francq, Christian Asymptotic relative efficiency of goodness-of-fit tests based on inverse and ordinary autocorrelations. (English) Zbl 1150.62045 J. Time Ser. Anal. 27, No. 6, 843-855 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62M10 62G10 62G20 PDFBibTeX XMLCite \textit{A. El Ghini} and \textit{C. Francq}, J. Time Ser. Anal. 27, No. 6, 843--855 (2006; Zbl 1150.62045) Full Text: DOI
Soltani, A. R.; Mohammadpour, M. Moving average representations for multivariate stationary processes. (English) Zbl 1150.62051 J. Time Ser. Anal. 27, No. 6, 831-841 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62M10 62H99 PDFBibTeX XMLCite \textit{A. R. Soltani} and \textit{M. Mohammadpour}, J. Time Ser. Anal. 27, No. 6, 831--841 (2006; Zbl 1150.62051) Full Text: DOI
Vijverberg, Chu-Ping C. Time deformation, continuous Euler processes and forecasting. (English) Zbl 1150.62063 J. Time Ser. Anal. 27, No. 6, 811-829 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62M20 62M10 62P99 PDFBibTeX XMLCite \textit{C.-P. C. Vijverberg}, J. Time Ser. Anal. 27, No. 6, 811--829 (2006; Zbl 1150.62063) Full Text: DOI
Allal, Jelloul; El Melhaoui, Saïd Optimal detection of exponential component in autoregressive models. (English) Zbl 1150.62035 J. Time Ser. Anal. 27, No. 6, 793-810 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62M10 62M09 62E20 PDFBibTeX XMLCite \textit{J. Allal} and \textit{S. El Melhaoui}, J. Time Ser. Anal. 27, No. 6, 793--810 (2006; Zbl 1150.62035) Full Text: DOI