Carota, Cinzia A diagnostic for autocorrelation of the disturbances in regression models. (English) Zbl 1454.62254 J. Ital. Stat. Soc. 7, No. 3, 257-266 (1998). MSC: 62M10 62F15 62P20 PDFBibTeX XMLCite \textit{C. Carota}, J. Ital. Stat. Soc. 7, No. 3, 257--266 (1998; Zbl 1454.62254) Full Text: DOI
Kim, Hea-Jung; Han, Sung-Sil A Bayesian test for first-order autocorrelations in regression analysis. (Korean. English summary) Zbl 1262.62052 Korean J. Appl. Stat. 11, No. 1, 97-111 (1998). MSC: 62F15 62J05 62M10 65C05 PDFBibTeX XMLCite \textit{H.-J. Kim} and \textit{S.-S. Han}, Korean J. Appl. Stat. 11, No. 1, 97--111 (1998; Zbl 1262.62052)
Tang, Gordon Y. N. Monthly pattern and portfolio effect on higher moments of stock returns: Empirical evidence from Hong Kong. (English) Zbl 1153.91732 Asia-Pac. Financ. Mark. 5, No. 3, 275-307 (1998). MSC: 91B74 91B28 91B82 91B84 PDFBibTeX XMLCite \textit{G. Y. N. Tang}, Asia-Pac. Financ. Mark. 5, No. 3, 275--307 (1998; Zbl 1153.91732) Full Text: DOI
Tang, Gordon Y. N. Weekly pattern of exchange rate risks: Evidence from ten Asian-Pacific currencies. (English) Zbl 1153.91731 Asia-Pac. Financ. Mark. 5, No. 3, 261-274 (1998). MSC: 91B74 91B28 91B82 91B84 PDFBibTeX XMLCite \textit{G. Y. N. Tang}, Asia-Pac. Financ. Mark. 5, No. 3, 261--274 (1998; Zbl 1153.91731) Full Text: DOI
Isobe, Takehiko; Ito, Akitoshi; Kairys, Joseph P. Underpricing, subsequent equity offerings, and the long-run performance of Japanese IPOs. (English) Zbl 1153.91714 Asia-Pac. Financ. Mark. 5, No. 3, 237-259 (1998). MSC: 91B74 91B28 91B82 91B84 PDFBibTeX XMLCite \textit{T. Isobe} et al., Asia-Pac. Financ. Mark. 5, No. 3, 237--259 (1998; Zbl 1153.91714) Full Text: DOI
Takezawa, Nobuya; Shiraishi, Noriyoshi A note on the term structure of implied volatilities for the yen/U.S. Dollar currency option. (English) Zbl 1153.91729 Asia-Pac. Financ. Mark. 5, No. 3, 227-236 (1998). MSC: 91B74 91B28 91B82 91B84 PDFBibTeX XMLCite \textit{N. Takezawa} and \textit{N. Shiraishi}, Asia-Pac. Financ. Mark. 5, No. 3, 227--236 (1998; Zbl 1153.91729) Full Text: DOI
Pan, Ming-Shiun; Hsueh, L. Paul Transmission of stock returns and volatility between the U.S. And Japan: Evidence from the stock index futures markets. (English) Zbl 1153.91725 Asia-Pac. Financ. Mark. 5, No. 3, 211-225 (1998). MSC: 91B74 91B28 91B82 91B84 PDFBibTeX XMLCite \textit{M.-S. Pan} and \textit{L. P. Hsueh}, Asia-Pac. Financ. Mark. 5, No. 3, 211--225 (1998; Zbl 1153.91725) Full Text: DOI
Cha, Baekin; Cheung, Yan-Leung The impact of the U.S. and the Japanese equity markets on the emerging Asia-Pacific equity markets. (English) Zbl 1153.91702 Asia-Pac. Financ. Mark. 5, No. 3, 191-209 (1998). MSC: 91B74 91B28 91B82 91B84 PDFBibTeX XMLCite \textit{B. Cha} and \textit{Y.-L. Cheung}, Asia-Pac. Financ. Mark. 5, No. 3, 191--209 (1998; Zbl 1153.91702) Full Text: DOI
Babbs, Simon H.; Ben Nowman, K. Econometric analysis of a continuous time multi-factor generalized Vasicek term structure model: International evidence. (English) Zbl 1153.91698 Asia-Pac. Financ. Mark. 5, No. 2, 159-183 (1998). MSC: 91B74 91B28 91B82 91B84 PDFBibTeX XMLCite \textit{S. H. Babbs} and \textit{K. Ben Nowman}, Asia-Pac. Financ. Mark. 5, No. 2, 159--183 (1998; Zbl 1153.91698) Full Text: DOI
García-Ferrer, Antonio; Queralt, Ricardo A. Using long-, medium-, and short-term trends to forecast turning points in the business cycle: some international evidence. (English) Zbl 1078.91562 Stud. Nonlinear Dyn. Econom. 3, No. 2, Article 2, 79-105 (1998). MSC: 91B84 62M10 PDFBibTeX XMLCite \textit{A. García-Ferrer} and \textit{R. A. Queralt}, Stud. Nonlinear Dyn. Econom. 3, No. 2, Article 2, 79--105 (1998; Zbl 1078.91562) Full Text: Link
Gatti, Domenico Delli; Gallegati, Mauro; Mignacca, Domenico Nonlinear dynamics and European GNP data. (English) Zbl 1078.91563 Stud. Nonlinear Dyn. Econom. 3, No. 1, Article 3, 43-59 (1998). MSC: 91B84 PDFBibTeX XMLCite \textit{D. D. Gatti} et al., Stud. Nonlinear Dyn. Econom. 3, No. 1, Article 3, 43--59 (1998; Zbl 1078.91563) Full Text: Link
Ghysels, Eric; Jasiak, Joanna GARCH for irregularly spaced financial data: the ACD-GARCH model. (English) Zbl 1078.91564 Stud. Nonlinear Dyn. Econom. 2, No. 4, Article 4, 133-149 (1998). MSC: 91B84 PDFBibTeX XMLCite \textit{E. Ghysels} and \textit{J. Jasiak}, Stud. Nonlinear Dyn. Econom. 2, No. 4, Article 4, 133--149 (1998; Zbl 1078.91564) Full Text: DOI
Lee, Seung-Yeoun; Wolfe, A. Robert A simple test for indepenent censoring under the proportional hazards model. (English) Zbl 1058.62565 Biometrics 54, No. 3, 1176-1182 (1998). MSC: 62N03 62N01 62M10 62P10 PDFBibTeX XMLCite \textit{S.-Y. Lee} and \textit{A. R. Wolfe}, Biometrics 54, No. 3, 1176--1182 (1998; Zbl 1058.62565) Full Text: DOI
Viennet, Gabrielle; Ménard, Frédéric; Thomas, Guy Partial likelihood estimation in categorical time series with stochastic covariates. (English) Zbl 1058.62679 Biometrics 54, No. 1, 304-311 (1998). MSC: 62P12 62M10 PDFBibTeX XMLCite \textit{G. Viennet} et al., Biometrics 54, No. 1, 304--311 (1998; Zbl 1058.62679) Full Text: DOI
Sentana, Enrique The relation between conditionally heteroskedastic factor models and factor GARCH models. (English) Zbl 1041.91037 Econom. J. 1, No. 2, 1-9 (1998). MSC: 91G70 91B84 PDFBibTeX XMLCite \textit{E. Sentana}, Econom. J. 1, No. 2, 1--9 (1998; Zbl 1041.91037) Full Text: DOI
Basu, A. K.; Bhattacharya, D. On fixed width confidence intervals associated with maximum likelihood estimation of parameter under dependent setup. (English) Zbl 1103.62360 Math. Methods Stat. 7, No. 4, 466-478 (1998). MSC: 62L12 62M10 62M05 62F25 PDFBibTeX XMLCite \textit{A. K. Basu} and \textit{D. Bhattacharya}, Math. Methods Stat. 7, No. 4, 466--478 (1998; Zbl 1103.62360)
Engle, Robert F.; Russell, Jeffrey R. Autoregressive conditional duration: a new model for irregularly spaced transaction data. (English) Zbl 1055.62571 Econometrica 66, No. 5, 1127-1162 (1998). MSC: 62P20 91B62 62M10 PDFBibTeX XMLCite \textit{R. F. Engle} and \textit{J. R. Russell}, Econometrica 66, No. 5, 1127--1162 (1998; Zbl 1055.62571) Full Text: DOI Link
Heath, David; Resnick, Sidney; Samorodnitsky, Gennady Heavy tails and long range dependence in on/off processes and associated fluid models. (English) Zbl 0981.60092 Math. Oper. Res. 23, No. 1, 145-165 (1998). MSC: 60K25 62M10 90B22 PDFBibTeX XMLCite \textit{D. Heath} et al., Math. Oper. Res. 23, No. 1, 145--165 (1998; Zbl 0981.60092) Full Text: DOI Link
Campello, R. J. G. B.; Nazzetta, R. M.; do Amaral, W. C. A highly adaptive algorithm for fuzzy modelling of systems. (English) Zbl 0968.93044 Int. J. Uncertain. Fuzziness Knowl.-Based Syst. 6, No. 1, 35-50 (1998). Reviewer: Witold Pedrycz (Edmonton) MSC: 93C42 93B30 PDFBibTeX XMLCite \textit{R. J. G. B. Campello} et al., Int. J. Uncertain. Fuzziness Knowl.-Based Syst. 6, No. 1, 35--50 (1998; Zbl 0968.93044) Full Text: DOI
Johansen, Søren Statistical analysis of some nonstationary time series. (English) Zbl 0973.91070 Strøom, Steinar (ed.), Econometrics and economic theory in the 20th century. The Ragnar Frisch centennial symposium. Papers from the symposium held in Oslo, Norway, March 3-5, 1995. Cambridge: Cambridge University Press. Econ. Soc. Monogr. 31, 433-457 (1998). Reviewer: Georgi Boshnakov (Manchester /UK) MSC: 91B84 91-02 PDFBibTeX XMLCite \textit{S. Johansen}, in: Econometrics and economic theory in the 20th century. The Ragnar Frisch centennial symposium. Papers from the symposium held in Oslo, Norway, March 3--5, 1995. Cambridge: Cambridge University Press. 433--457 (1998; Zbl 0973.91070)
Castro, Glaysar Identification of ARMA models using generalized reflection coefficients. (English) Zbl 0964.62089 Castillo, William (ed.) et al., Studies in data analysis and statistics. Factorial methods, classification and statistical inference. Mathematical models and stochastic processes. Optimization. 11th international symposium on mathematical methods applied to sciences, Santa Clara, Costa Rica, February 11-13, 1998. Costa Rica: Univ. de Costa Rica, Instituto Tecnológico, 117-127 (1998). MSC: 62M10 15A15 PDFBibTeX XMLCite \textit{G. Castro}, in: Estudios en Análisis de datos y Estadística. Métodos factoriales, clasificación y estadística inferencial. Modelos matemáticos y procesos estocásticos. Optimización. Costa Rica: Univ. de Costa Rica, Instituto Tecnológico. 117--127 (1998; Zbl 0964.62089)
Valderrama, Mariano J.; Aguilera, Ana M.; Ruiz-Molina, Juan C. Time series forecasting by principal component methods. (English) Zbl 0951.62081 Payne, Roger (ed.) et al., COMPSTAT. Proceedings of the 13th symposium on computational statistics held in Bristol, GB, August 24-28, 1998. Heidelberg: Physica-Verlag. 137-146 (1998). MSC: 62M20 62H25 62P05 PDFBibTeX XMLCite \textit{M. J. Valderrama} et al., in: COMPSTAT. Proceedings of the 13th symposium on computational statistics held in Bristol, GB, August 24--28, 1998. Heidelberg: Physica-Verlag. 137--146 (1998; Zbl 0951.62081)
Novković, Momčilo On Laplace autoregressive time series models. (English) Zbl 0941.62094 Mat. Vesn. 50, No. 1-2, 53-56 (1998). Reviewer: Vesna Jevremović (Beograd) MSC: 62M10 PDFBibTeX XMLCite \textit{M. Novković}, Mat. Vesn. 50, No. 1--2, 53--56 (1998; Zbl 0941.62094) Full Text: EuDML
Koshkin, V. A.; Vasiliev, G. M. Nonparametric identification of autoregressions. (English. Russian original) Zbl 0990.62082 Theory Probab. Appl. 43, No. 3, 507-517 (1998); translation from Teor. Veroyatn. Primen. 43, No. 3, 577-588 (1998). MSC: 62M10 62G05 62M20 62G20 PDFBibTeX XMLCite \textit{V. A. Koshkin} and \textit{G. M. Vasiliev}, Theory Probab. Appl. 43, No. 3, 507--517 (1998; Zbl 0990.62082); translation from Teor. Veroyatn. Primen. 43, No. 3, 577--588 (1998) Full Text: DOI
Giakoumatos, Stefanos G.; Dellaportas, Petros; Politis, Dimitris N. Auxiliary variables in time-varying volatility models. (English) Zbl 0944.62028 Lipitakis, Elias A. (ed.), HERCMA ’98. Proceedings of the 4th Hellenic-European conference on Computer mathematics and its applications. Athens, Greece, September 24-26, 1998. In 2 vols. Athens: LEA, Athens University of Economics and Business, Department of Informatics. 479-486 (1998). MSC: 62F15 62P05 65C40 62M10 PDFBibTeX XMLCite \textit{S. G. Giakoumatos} et al., in: HERCMA '98. Proceedings of the 4th Hellenic-European conference on Computer mathematics and its applications. Athens, Greece, September 24--16, 1998. In 2 vols. Athens: LEA, Athens University of Economics and Business, Department of Informatics. 479--486 (1998; Zbl 0944.62028)
Hatrák, Michal Error correction models and cointegration analysis in applied econometrics. (English) Zbl 0948.91056 Cent. Eur. J. Oper. Res. Econ. 6, No. 3-4, 183-191 (1998). Reviewer: B.Hofmann (Chemnitz) MSC: 91B84 91B82 PDFBibTeX XMLCite \textit{M. Hatrák}, Cent. Eur. J. Oper. Res. Econ. 6, No. 3--4, 183--191 (1998; Zbl 0948.91056)
Elgar, Steve; Vanhoff, Barry; Aguirre, Luis A.; Freitas, Ubiratan S.; Chandran, Vinod Higher-order spectra of nonlinear polynomial models for Chua’s circuit. (English) Zbl 0954.94025 Int. J. Bifurcation Chaos Appl. Sci. Eng. 8, No. 12, 2425-2431 (1998). MSC: 94C05 PDFBibTeX XMLCite \textit{S. Elgar} et al., Int. J. Bifurcation Chaos Appl. Sci. Eng. 8, No. 12, 2425--2431 (1998; Zbl 0954.94025) Full Text: DOI
Moraux, Franck; Navatte, Patrick; Villa, Christophe The predictive power of the French market volatility index: A multi horizons study. (English) Zbl 0937.91067 Eur. Finance Rev. 2, No. 3, 303-320 (1998). MSC: 91B28 91B84 91B82 PDFBibTeX XMLCite \textit{F. Moraux} et al., Eur. Finance Rev. 2, No. 3, 303--320 (1998; Zbl 0937.91067) Full Text: DOI
Maiboroda, R. E. Statistic of sudden death. (English. Russian original) Zbl 0932.62098 Theory Probab. Math. Stat. 58, 113-122 (1999); translation from Teor. Jmovirn. Mat. Stat. 58, 104-113 (1998). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62M05 62M10 62G07 PDFBibTeX XMLCite \textit{R. E. Maiboroda}, Teor. Ĭmovirn. Mat. Stat. 58, 104--113 (1998; Zbl 0932.62098); translation from Teor. Jmovirn. Mat. Stat. 58, 104--113 (1998)
Bondarev, B. V. On an estimate of the unknown parameter (\(|\theta|>1\)) of a first order autoregression process under Gaussian perturbations. (English. Ukrainian original) Zbl 0932.62100 Theory Probab. Math. Stat. 58, 1-7 (1999); translation from Teor. Jmovirn. Mat. Stat. 58, 1-7 (1998). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62M10 62F10 62J05 PDFBibTeX XMLCite \textit{B. V. Bondarev}, Teor. Ĭmovirn. Mat. Stat. 58, 1--7 (1998; Zbl 0932.62100); translation from Teor. Jmovirn. Mat. Stat. 58, 1--7 (1998)
Walker, David M.; Mees, Alistair I. Reconstructing nonlinear dynamics by extended Kalman filtering. (English) Zbl 0938.93058 Int. J. Bifurcation Chaos Appl. Sci. Eng. 8, No. 3, 557-569 (1998). Reviewer: Bernd Mathiszik (Halle) MSC: 93E11 93E12 92B20 93C10 PDFBibTeX XMLCite \textit{D. M. Walker} and \textit{A. I. Mees}, Int. J. Bifurcation Chaos Appl. Sci. Eng. 8, No. 3, 557--569 (1998; Zbl 0938.93058) Full Text: DOI
Shlepakov, D. V. The order definition criteria for a linear regression model based on the \(t\)-statistics for a unique sample. (Ukrainian) Zbl 0953.62062 Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 1998, No. 7, 49-55 (1998). MSC: 62J05 62M10 PDFBibTeX XMLCite \textit{D. V. Shlepakov}, Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 1998, No. 7, 49--55 (1998; Zbl 0953.62062)
Varga, K. Nearly unstable AR models with coefficient matrices in Jordan normal form. (English) Zbl 0928.62080 Comput. Math. Appl. 36, No. 9, 1-10 (1998). MSC: 62M10 62F12 62H12 PDFBibTeX XMLCite \textit{K. Varga}, Comput. Math. Appl. 36, No. 9, 1--10 (1998; Zbl 0928.62080) Full Text: DOI
Chen, Cathy W. S. A Bayesian analysis of generalized threshold autoregressive models. (English) Zbl 0933.62084 Stat. Probab. Lett. 40, No. 1, 15-22 (1998). MSC: 62M10 62F15 65C60 65C40 PDFBibTeX XMLCite \textit{C. W. S. Chen}, Stat. Probab. Lett. 40, No. 1, 15--22 (1998; Zbl 0933.62084) Full Text: DOI
McKeague, Ian W.; Subramanian, Sundarraman Product-limit estimators and Cox regression. (English) Zbl 0927.62103 Scand. J. Stat. 25, No. 4, 589-601 (1998). Reviewer: A.V.Swishchuk (Kyïv) MSC: 62N01 62M10 62G05 PDFBibTeX XMLCite \textit{I. W. McKeague} and \textit{S. Subramanian}, Scand. J. Stat. 25, No. 4, 589--601 (1998; Zbl 0927.62103) Full Text: DOI
De Luna, Xavier Projected polynomial autoregression for prediction of stationary time series. (English) Zbl 0945.62096 J. Appl. Stat. 25, No. 6, 763-775 (1998). MSC: 62M20 62P20 65C20 PDFBibTeX XMLCite \textit{X. De Luna}, J. Appl. Stat. 25, No. 6, 763--775 (1998; Zbl 0945.62096) Full Text: DOI
Ghatak, Anita Vector autoregression modelling and forecasting growth of South Korea. (English) Zbl 0933.62126 J. Appl. Stat. 25, No. 5, 579-592 (1998). MSC: 62P20 91B84 62M20 PDFBibTeX XMLCite \textit{A. Ghatak}, J. Appl. Stat. 25, No. 5, 579--592 (1998; Zbl 0933.62126) Full Text: DOI
Klein, André; Mélard, Guy; Zahaf, Toufik Computation of the exact information matrix of Gaussian dynamic regression time series models. (English) Zbl 0929.62094 Ann. Stat. 26, No. 4, 1636-1650 (1998). MSC: 62M10 65C60 62M20 PDFBibTeX XMLCite \textit{A. Klein} et al., Ann. Stat. 26, No. 4, 1636--1650 (1998; Zbl 0929.62094) Full Text: DOI
Ling, Shiqing; Li, W. K. Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors. (English) Zbl 0932.62103 Ann. Stat. 26, No. 1, 84-125 (1998). MSC: 62M10 62E20 60F17 62F12 PDFBibTeX XMLCite \textit{S. Ling} and \textit{W. K. Li}, Ann. Stat. 26, No. 1, 84--125 (1998; Zbl 0932.62103) Full Text: DOI
Barbe, P.; Doisy, M.; Garel, B. Last passage time for the empirical mean of some mixing processes. (English) Zbl 0943.60017 Stat. Probab. Lett. 40, No. 3, 237-245 (1998). Reviewer: Wiesław Dziubdziela (Kielce) MSC: 60F05 62F12 62M10 62M05 PDFBibTeX XMLCite \textit{P. Barbe} et al., Stat. Probab. Lett. 40, No. 3, 237--245 (1998; Zbl 0943.60017) Full Text: DOI
Cline, Daren B. H.; Pu, Huay-min H. Verifying irreducibility and continuity of a nonlinear time series. (English) Zbl 0938.62090 Stat. Probab. Lett. 40, No. 2, 139-148 (1998). Reviewer: J.Anděl (Praha) MSC: 62M10 60J10 PDFBibTeX XMLCite \textit{D. B. H. Cline} and \textit{H.-m. H. Pu}, Stat. Probab. Lett. 40, No. 2, 139--148 (1998; Zbl 0938.62090) Full Text: DOI
Pace, R. Kelley; Barry, Ronald P. Simulating mixed regressive spatially autoregressive estimators. (English) Zbl 0922.62097 Comput. Stat. 13, No. 3, 397-418 (1998). Reviewer: R.E.Maiboroda (Kyïv) MSC: 62M30 62M10 62J05 PDFBibTeX XMLCite \textit{R. K. Pace} and \textit{R. P. Barry}, Comput. Stat. 13, No. 3, 397--418 (1998; Zbl 0922.62097)
Leonenko, N. N.; Benšić, M. On estimation of regression coefficients of long memory random fields observed on the arrays. (English) Zbl 0921.62124 Random Oper. Stoch. Equ. 6, No. 1, 61-76 (1998). Reviewer: O.O.Kurchenko (Kyïv) MSC: 62M40 62M10 62E20 62J05 PDFBibTeX XMLCite \textit{N. N. Leonenko} and \textit{M. Benšić}, Random Oper. Stoch. Equ. 6, No. 1, 61--76 (1998; Zbl 0921.62124) Full Text: DOI
Krämer, Walter Asymptotic equivalence of ordinary least squares and generalized least squares with trending regressors and stationary autoregressive disturbances. (English) Zbl 0943.62066 Galata, Robert (ed.) et al., Econometrics in theory and practice. Festschrift for Hans Schneeweiß. Heidelberg: Physica-Verlag. 137-142 (1998). MSC: 62J05 62M10 PDFBibTeX XMLCite \textit{W. Krämer}, in: Econometrics in theory and practice. Festschrift for Hans Schneeweiß. Heidelberg: Physica-Verlag. 137--142 (1998; Zbl 0943.62066)
Feng, Juanhua; Heiler, Siegfried Locally weighted autoregression. (English) Zbl 0951.91049 Galata, Robert (ed.) et al., Econometrics in theory and practice. Festschrift for Hans Schneeweiß. Heidelberg: Physica-Verlag. 101-117 (1998). MSC: 91B70 91B84 PDFBibTeX XMLCite \textit{J. Feng} and \textit{S. Heiler}, in: Econometrics in theory and practice. Festschrift for Hans Schneeweiß. Heidelberg: Physica-Verlag. 101--117 (1998; Zbl 0951.91049)
Hwang, S. Y.; Basawa, I. V. Parameter estimation for generalized random coefficient autoregressive processes. (English) Zbl 0942.62102 J. Stat. Plann. Inference 68, No. 2, 323-337 (1998). MSC: 62M10 62F12 62M05 PDFBibTeX XMLCite \textit{S. Y. Hwang} and \textit{I. V. Basawa}, J. Stat. Plann. Inference 68, No. 2, 323--337 (1998; Zbl 0942.62102) Full Text: DOI
Gonçalves, Esmeralda; Mendes Lopes, Nazaré Some statistical results on autoregressive conditionally heteroscedastic models. (English) Zbl 0942.62113 J. Stat. Plann. Inference 68, No. 1, 193-202 (1998). MSC: 62M20 62G20 62M10 62F03 PDFBibTeX XMLCite \textit{E. Gonçalves} and \textit{N. Mendes Lopes}, J. Stat. Plann. Inference 68, No. 1, 193--202 (1998; Zbl 0942.62113) Full Text: DOI
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joanna Kernel autocorrelogram for time-deformed processes. (English) Zbl 0944.62073 J. Stat. Plann. Inference 68, No. 1, 167-191 (1998). MSC: 62M05 62G07 62M10 62G20 PDFBibTeX XMLCite \textit{E. Ghysels} et al., J. Stat. Plann. Inference 68, No. 1, 167--191 (1998; Zbl 0944.62073) Full Text: DOI
Francq, Christian; Zakoïan, Jean-Michel Estimating linear representations of nonlinear processes. (English) Zbl 0942.62100 J. Stat. Plann. Inference 68, No. 1, 145-165 (1998). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{C. Francq} and \textit{J.-M. Zakoïan}, J. Stat. Plann. Inference 68, No. 1, 145--165 (1998; Zbl 0942.62100) Full Text: DOI
Benghabrit, Youssef; Hallin, Marc Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence. (English) Zbl 0942.62099 J. Stat. Plann. Inference 68, No. 1, 47-63 (1998). MSC: 62M10 62G20 62G10 PDFBibTeX XMLCite \textit{Y. Benghabrit} and \textit{M. Hallin}, J. Stat. Plann. Inference 68, No. 1, 47--63 (1998; Zbl 0942.62099) Full Text: DOI
Azrak, Rajae; Mélard, Guy The exact quasi-likelihood of time-dependent ARMA models. (English) Zbl 0937.62087 J. Stat. Plann. Inference 68, No. 1, 31-45 (1998). MSC: 62M10 PDFBibTeX XMLCite \textit{R. Azrak} and \textit{G. Mélard}, J. Stat. Plann. Inference 68, No. 1, 31--45 (1998; Zbl 0937.62087) Full Text: DOI
Fanelli, Luca Estimating intertemporal quadratic adjustment cost models with integrated processes: A VAR approach. (English) Zbl 0927.62114 Statistica 58, No. 3, 523-545 (1998). MSC: 62P20 91B84 PDFBibTeX XMLCite \textit{L. Fanelli}, Statistica 58, No. 3, 523--545 (1998; Zbl 0927.62114)
Jarušková, Daniela Testing appearance of linear trend. (English) Zbl 0938.62071 J. Stat. Plann. Inference 70, No. 2, 263-276 (1998). MSC: 62J05 60F99 62F05 62M10 62E20 PDFBibTeX XMLCite \textit{D. Jarušková}, J. Stat. Plann. Inference 70, No. 2, 263--276 (1998; Zbl 0938.62071) Full Text: DOI
Hafner, C. M.; Herwartz, H. Structural analysis of portfolio risk using beta impulse response functions. (English) Zbl 0942.91047 Stat. Neerl. 52, No. 3, 336-355 (1998). MSC: 91B28 91B84 PDFBibTeX XMLCite \textit{C. M. Hafner} and \textit{H. Herwartz}, Stat. Neerl. 52, No. 3, 336--355 (1998; Zbl 0942.91047) Full Text: DOI
Wandji, Joseph Ngatchou A nonparametric goodness-of-fit test for a class of parametric autoregressive models. (English) Zbl 0982.62048 J. Stat. Plann. Inference 71, No. 1-2, 57-74 (1998). MSC: 62G10 62M10 PDFBibTeX XMLCite \textit{J. N. Wandji}, J. Stat. Plann. Inference 71, No. 1--2, 57--74 (1998; Zbl 0982.62048) Full Text: DOI
Marmol, Francesc Spurios regression theory with nonstationary fractionally integrated processes. (English) Zbl 1041.62529 J. Econom. 84, No. 2, 233-250 (1998). MSC: 62P20 62M10 62E20 62J05 PDFBibTeX XMLCite \textit{F. Marmol}, J. Econom. 84, No. 2, 233--250 (1998; Zbl 1041.62529) Full Text: DOI
Quintos, Carmela E. Analysis of cointegration vectors using the GMM approach. (English) Zbl 1041.62532 J. Econom. 85, No. 1, 155-188 (1998). MSC: 62P20 62M10 PDFBibTeX XMLCite \textit{C. E. Quintos}, J. Econom. 85, No. 1, 155--188 (1998; Zbl 1041.62532) Full Text: DOI
Seo, Byeongseon Statistical inference on cointegration rank in error correction models with stationary covariates. (English) Zbl 0962.62086 J. Econom. 85, No. 2, 339-385 (1998). MSC: 62M10 62P20 62Q05 62M07 62H15 PDFBibTeX XMLCite \textit{B. Seo}, J. Econom. 85, No. 2, 339--385 (1998; Zbl 0962.62086) Full Text: DOI
Hodgson, Douglas J. Adaptive estimation of cointegrating regressions with ARMA errors. (English) Zbl 0961.62075 J. Econom. 85, No. 2, 231-267 (1998). MSC: 62M10 62G07 62P20 PDFBibTeX XMLCite \textit{D. J. Hodgson}, J. Econom. 85, No. 2, 231--267 (1998; Zbl 0961.62075) Full Text: DOI
Willemain, Thomas R.; Runger, George C. Statistical process control using run sums. (English) Zbl 0962.62122 J. Stat. Comput. Simulation 61, No. 4, 361-378 (1998). MSC: 62P30 62M10 PDFBibTeX XMLCite \textit{T. R. Willemain} and \textit{G. C. Runger}, J. Stat. Comput. Simulation 61, No. 4, 361--378 (1998; Zbl 0962.62122) Full Text: DOI
Breidt, F. Jay; Davis, Richard A. Extremes of stochastic volatility models. (English) Zbl 0941.60069 Ann. Appl. Probab. 8, No. 3, 664-675 (1998). Reviewer: A.Grorud (Marseille) MSC: 60G70 62M10 PDFBibTeX XMLCite \textit{F. J. Breidt} and \textit{R. A. Davis}, Ann. Appl. Probab. 8, No. 3, 664--675 (1998; Zbl 0941.60069) Full Text: DOI
Khan, Shahjahan; Bhatti, M. I. Predictive inference on equicorrelated linear regression models. (English) Zbl 0943.62065 Appl. Math. Comput. 95, No. 2-3, 205-217 (1998). MSC: 62J05 62M10 PDFBibTeX XMLCite \textit{S. Khan} and \textit{M. I. Bhatti}, Appl. Math. Comput. 95, No. 2--3, 205--217 (1998; Zbl 0943.62065) Full Text: DOI
McDonough, J. M.; Mukerji, S.; Chung, S. A data-fitting procedure for chaotic time series. (English) Zbl 0973.37050 Appl. Math. Comput. 95, No. 2-3, 219-243 (1998). MSC: 37M10 62M10 PDFBibTeX XMLCite \textit{J. M. McDonough} et al., Appl. Math. Comput. 95, No. 2--3, 219--243 (1998; Zbl 0973.37050) Full Text: DOI
Dert, Cees L. A dynamic model for asset liability management for defined benefit pension funds. (English) Zbl 0927.91008 Ziemba, William T. (ed.) et al., Worldwide asset and liability modeling. Research seminar, Cambridge Univ., GB, May 15–20, 1995. Cambridge: Cambridge Univ. Press. 501-536 (1998). MSC: 91B28 90C90 91B62 91B84 PDFBibTeX XMLCite \textit{C. L. Dert}, in: Worldwide asset and liability modeling. Research seminar, Cambridge Univ., GB, May 15--20, 1995. Cambridge: Cambridge Univ. Press. 501--536 (1998; Zbl 0927.91008)
Turkman, K. F. Nonlinear processes and models. (English) Zbl 0946.62079 Mendes Lopes, Nazaré (ed.) et al., On nonparametric and semiparametric statistics. Workshop, November 3-6, 1997, Univ. of Coimbra, Portugal. Coimbra: Cin, Centro International de Matemática, Cin Publicações. 10, 1-48 (1998). MSC: 62M10 62M07 62M09 PDFBibTeX XMLCite \textit{K. F. Turkman}, in: On nonparametric and semiparametric statistics. Workshop, November 3--6, 1997, Univ. of Coimbra, Portugal. Coimbra: Cin, Centro International de Matemática. 1--48 (1998; Zbl 0946.62079)
Resnick, Sidney I. Why non-linearities can ruin the heavy-tailed modeler’s day. (English) Zbl 0954.62107 Adler, Robert J. (ed.) et al., A practical guide to heavy tails. Statistical techniques and applications. Boston: Birkhäuser. 219-239 (1998). MSC: 62M10 62F12 62G32 62A09 PDFBibTeX XMLCite \textit{S. I. Resnick}, in: A practical guide to heavy tails. Statistical techniques and applications. Boston: Birkhäuser. 219--239 (1998; Zbl 0954.62107)
Calder, M.; Davis, R. A. Inference for linear processes with stable noise. (English) Zbl 0922.62086 Adler, Robert J. (ed.) et al., A practical guide to heavy tails. Statistical techniques and applications. Boston: Birkhäuser. 159-176 (1998). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{M. Calder} and \textit{R. A. Davis}, in: A practical guide to heavy tails. Statistical techniques and applications. Boston: Birkhäuser. 159--176 (1998; Zbl 0922.62086)
Kulperger, R. J. A regression residual process. (English) Zbl 0945.62086 Szyszkowicz, Barbara (ed.), Asymptotic methods in probability and statistics. A volume in honour of Miklós Csörgő. ICAMPS ’97, an international conference at Carleton Univ., Ottawa, Ontario, Canada, July 1997. Amsterdam: North-Holland/ Elsevier. 741-757 (1998). MSC: 62M10 62J05 60G15 60F05 PDFBibTeX XMLCite \textit{R. J. Kulperger}, in: Asymptotic methods in probability and statistics. A volume in honour of Miklós Csörgő. ICAMPS '97, an international conference at Carleton Univ., Ottawa, Ontario, Canada, July 1997. Amsterdam: North-Holland/ Elsevier. 741--757 (1998; Zbl 0945.62086)
Kim, Soon-Kwi; Huggins, Richard Diagnostics for autocorrelated regression models. (English) Zbl 1083.62513 Aust. N. Z. J. Stat. 40, No. 1, 65-71 (1998). MSC: 62J20 62J05 62M10 PDFBibTeX XMLCite \textit{S.-K. Kim} and \textit{R. Huggins}, Aust. N. Z. J. Stat. 40, No. 1, 65--71 (1998; Zbl 1083.62513) Full Text: DOI
Hay, J. L.; Pettitt, A. N. The added variable plot for a time series of counts. (English) Zbl 0926.62081 Aust. N. Z. J. Stat. 40, No. 1, 31-42 (1998). MSC: 62M10 62P10 62A09 PDFBibTeX XMLCite \textit{J. L. Hay} and \textit{A. N. Pettitt}, Aust. N. Z. J. Stat. 40, No. 1, 31--42 (1998; Zbl 0926.62081) Full Text: DOI
Garber, Steven; Hammitt, James K. Risk premiums for environmental liability: Does superfund increase the cost of capital? (English) Zbl 0922.90036 J. Environ. Econ. Manage. 36, No. 3, 267-294 (1998). MSC: 91B76 91B84 PDFBibTeX XMLCite \textit{S. Garber} and \textit{J. K. Hammitt}, J. Environ. Econ. Manage. 36, No. 3, 267--294 (1998; Zbl 0922.90036) Full Text: DOI
Lomadze, V. Frequency responses. (English) Zbl 0941.62098 Bull. Georgian Acad. Sci. 157, No. 2, 186-188 (1998). MSC: 62M10 15A03 15A99 PDFBibTeX XMLCite \textit{V. Lomadze}, Bull. Georgian Acad. Sci. 157, No. 2, 186--188 (1998; Zbl 0941.62098)
Juntunen, M.; Tervo, J.; Kaipio, J. P. Root modulus constraints in autoregressive model estimation. (English) Zbl 0941.62099 Circuits Syst. Signal Process. 17, No. 6, 709-718 (1998). MSC: 62M10 65C60 PDFBibTeX XMLCite \textit{M. Juntunen} et al., Circuits Syst. Signal Process. 17, No. 6, 709--718 (1998; Zbl 0941.62099) Full Text: DOI
Sonis, Michael; Hewings, Geoffrey J. D. Temporal Leontief inverse. (English) Zbl 0919.90028 Macroecon. Dyn. 2, No. 1, 89-114 (1998). MSC: 91B62 91B66 PDFBibTeX XMLCite \textit{M. Sonis} and \textit{G. J. D. Hewings}, Macroecon. Dyn. 2, No. 1, 89--114 (1998; Zbl 0919.90028)
Faghih, Nezameddin Some empirical investigations of the autocorrelation function extrapolation. (English) Zbl 0924.62091 J. Discrete Math. Sci. Cryptography 1, No. 2-3, 151-196 (1998). MSC: 62M10 65C99 65C20 PDFBibTeX XMLCite \textit{N. Faghih}, J. Discrete Math. Sci. Cryptography 1, No. 2--3, 151--196 (1998; Zbl 0924.62091) Full Text: DOI
Borgoni, Riccardo; Palmitesta, Paola; Provasi, Corrado Multivariate nonparametric methods based on information theory for the analysis of longitudinal categorical data. (English) Zbl 0924.62047 Metron 56, No. 1-2, 189-203 (1998). MSC: 62G99 62B10 62M10 62H99 PDFBibTeX XMLCite \textit{R. Borgoni} et al., Metron 56, No. 1--2, 189--203 (1998; Zbl 0924.62047)
Terzi, Silvia; Bassan, Bruno A factorial covariance structure model for space-time multivariate stochastic processes. (English) Zbl 0953.62104 Metron 56, No. 1-2, 155-170 (1998). Reviewer: R.Mentz (S.M.de Tucuman) MSC: 62M99 62M10 62H25 PDFBibTeX XMLCite \textit{S. Terzi} and \textit{B. Bassan}, Metron 56, No. 1--2, 155--170 (1998; Zbl 0953.62104)
Sáfadi, Thelma; Morettin, Pedro A. A Bayesian analysis of asymmetric time series. (English) Zbl 0917.62025 REBRAPE 12, No. 1, 1-15 (1998). MSC: 62F15 62M10 PDFBibTeX XMLCite \textit{T. Sáfadi} and \textit{P. A. Morettin}, REBRAPE 12, No. 1, 1--15 (1998; Zbl 0917.62025)
Davoodi, Hamid; Zou, Hengfu Fiscal decentralization and economic growth: A cross-country study. (English) Zbl 0917.90098 J. Urban Econ. 43, No. 2, 244-257 (1998). MSC: 91B64 91B62 91B84 PDFBibTeX XMLCite \textit{H. Davoodi} and \textit{H. Zou}, J. Urban Econ. 43, No. 2, 244--257 (1998; Zbl 0917.90098) Full Text: DOI Link
Berlinet, Alain; Francq, Christian On the identifiability of minimal VARMA representations. (English) Zbl 0919.62103 Stat. Inference Stoch. Process. 1, No. 1, 1-15 (1998). Reviewer: J.Anděl (Praha) MSC: 62M10 PDFBibTeX XMLCite \textit{A. Berlinet} and \textit{C. Francq}, Stat. Inference Stoch. Process. 1, No. 1, 1--15 (1998; Zbl 0919.62103) Full Text: DOI
Beran, Jan; Ghosh, Sucharita Root-n-consistent estimation in partial linear models with long-memory errors. (English) Zbl 0910.62032 Scand. J. Stat. 25, No. 2, 345-357 (1998). Reviewer: Nadiya Zinchenko (Kyïv) MSC: 62G07 62M10 62J12 PDFBibTeX XMLCite \textit{J. Beran} and \textit{S. Ghosh}, Scand. J. Stat. 25, No. 2, 345--357 (1998; Zbl 0910.62032) Full Text: DOI
Marriott, John; Newbold, Paul Bayesian comparison of ARIMA and stationary ARMA models. (English) Zbl 0911.62082 Int. Stat. Rev. 66, No. 3, 323-336 (1998). MSC: 62M10 62F15 PDFBibTeX XMLCite \textit{J. Marriott} and \textit{P. Newbold}, Int. Stat. Rev. 66, No. 3, 323--336 (1998; Zbl 0911.62082) Full Text: DOI
Francq, Christian; Roussignol, Michel Ergodicity of autoregressive processes with Markov-switching and consistency of the maximum-likelihood estimator. (English) Zbl 0954.62104 Statistics 32, No. 2, 151-173 (1998). Reviewer: Yurii Lin’kov (Donetsk) MSC: 62M10 62F12 62M05 62M09 PDFBibTeX XMLCite \textit{C. Francq} and \textit{M. Roussignol}, Statistics 32, No. 2, 151--173 (1998; Zbl 0954.62104) Full Text: DOI
Fokianos, Konstantinos; Kedem, Benjamin Prediction and classification of non-stationary categorical time series. (English) Zbl 0919.62105 J. Multivariate Anal. 67, No. 2, 277-296 (1998). Reviewer: Georgi Boshnakov (Manchester, UK) MSC: 62M10 62F12 62M20 62J12 PDFBibTeX XMLCite \textit{K. Fokianos} and \textit{B. Kedem}, J. Multivariate Anal. 67, No. 2, 277--296 (1998; Zbl 0919.62105) Full Text: DOI Link
Maekawa, K.; Knight, J. L.; Hisamatsu, H. Finite sample comparisons of the distributions of the OLS and GLS estimators in regression with an integrated regressor and correlated errors. (English) Zbl 0911.62081 Econom. Rev. 17, No. 4, 387-413 (1998). MSC: 62M10 65C99 62J05 PDFBibTeX XMLCite \textit{K. Maekawa} et al., Econom. Rev. 17, No. 4, 387--413 (1998; Zbl 0911.62081) Full Text: DOI
Roscam Abbing, Mark A. Running the economy: A review of the internet-based Fairmodel. (English) Zbl 0913.90067 Comput. Econ. 12, No. 2, 193-200 (1998). MSC: 91B82 62P20 91B84 91B74 PDFBibTeX XMLCite \textit{M. A. Roscam Abbing}, Comput. Econ. 12, No. 2, 193--200 (1998; Zbl 0913.90067) Full Text: DOI
Meijdam, Lex; Verhoeven, Marijn Comparative dynamics in perfect-foresight models. (English) Zbl 0913.90053 Comput. Econ. 12, No. 2, 115-124 (1998). MSC: 91B62 91B84 PDFBibTeX XMLCite \textit{L. Meijdam} and \textit{M. Verhoeven}, Comput. Econ. 12, No. 2, 115--124 (1998; Zbl 0913.90053) Full Text: DOI
Ariño, Miguel A.; Newbold, Paul Computation of the Beveridge–Nelson decomposition for multivariate economic time series. (English) Zbl 0911.90084 Econ. Lett. 61, No. 1, 37-42 (1998). MSC: 91B84 PDFBibTeX XMLCite \textit{M. A. Ariño} and \textit{P. Newbold}, Econ. Lett. 61, No. 1, 37--42 (1998; Zbl 0911.90084) Full Text: DOI
Chappell, David; Peel, David A. A note on some properties of the ESTAR model. (English) Zbl 0910.90075 Econ. Lett. 60, No. 3, 311-315 (1998). MSC: 91B84 91B62 PDFBibTeX XMLCite \textit{D. Chappell} and \textit{D. A. Peel}, Econ. Lett. 60, No. 3, 311--315 (1998; Zbl 0910.90075) Full Text: DOI
Ehlgen, Jürgen Distortionary effects of the optimal Hodrick–Prescott filter. (English) Zbl 0913.90070 Econ. Lett. 61, No. 3, 345-349 (1998). MSC: 91B84 62P20 PDFBibTeX XMLCite \textit{J. Ehlgen}, Econ. Lett. 61, No. 3, 345--349 (1998; Zbl 0913.90070) Full Text: DOI
Zadrozny, Peter A. An eigenvalue method of undetermined coefficients for solving linear rational expectations models. (English) Zbl 0912.90055 J. Econ. Dyn. Control 22, No. 8-9, 1353-1373 (1998). MSC: 91B62 91B84 62P20 PDFBibTeX XMLCite \textit{P. A. Zadrozny}, J. Econ. Dyn. Control 22, No. 8--9, 1353--1373 (1998; Zbl 0912.90055) Full Text: DOI
Gilli, Manfred; Pauletto, Giorgio Krylov methods for solving models with forward-looking variables. (English) Zbl 0913.90046 J. Econ. Dyn. Control 22, No. 8-9, 1275-1289 (1998). MSC: 91B62 91B74 91B84 62P20 PDFBibTeX XMLCite \textit{M. Gilli} and \textit{G. Pauletto}, J. Econ. Dyn. Control 22, No. 8--9, 1275--1289 (1998; Zbl 0913.90046) Full Text: DOI
Cameron, A. Colin; Trivedi, Pravin K. Regression analysis of count data. (English) Zbl 0924.62004 Econometric Society Monographs. 30. Cambridge: Cambridge University Press. xviii, 411 p. (1998). Reviewer: V.P.Gupta (Jaipur) MSC: 62-02 62J99 62-01 62Jxx 62Pxx PDFBibTeX XMLCite \textit{A. C. Cameron} and \textit{P. K. Trivedi}, Regression analysis of count data. Cambridge: Cambridge University Press (1998; Zbl 0924.62004)
Lee, In Ho Market crashes and informational avalanches. (English) Zbl 0913.90051 Rev. Econ. Stud. 65, No. 4, 741-759 (1998). MSC: 91B62 91B84 62P20 PDFBibTeX XMLCite \textit{I. H. Lee}, Rev. Econ. Stud. 65, No. 4, 741--759 (1998; Zbl 0913.90051) Full Text: DOI
Evans, Martin D. D. Dividend variability and stock market swings. (English) Zbl 0913.90045 Rev. Econ. Stud. 65, No. 4, 711-740 (1998). MSC: 91B62 91B84 91B82 PDFBibTeX XMLCite \textit{M. D. D. Evans}, Rev. Econ. Stud. 65, No. 4, 711--740 (1998; Zbl 0913.90045) Full Text: DOI
Nowman, K. B. Econometric estimation of a continuous time macroeconomic model of the United Kingdom with segmented trends. (English) Zbl 0922.90026 Comput. Econ. 12, No. 3, 243-254 (1998). MSC: 91B62 62P20 91B84 PDFBibTeX XMLCite \textit{K. B. Nowman}, Comput. Econ. 12, No. 3, 243--254 (1998; Zbl 0922.90026) Full Text: DOI
Wei, Susanna; Wei, William W. S. Comparison of some estimates of autoregressive parameters. (English) Zbl 0916.62060 J. Appl. Stat. Sci. 8, No. 1, 51-58 (1998). MSC: 62M10 62F35 PDFBibTeX XMLCite \textit{S. Wei} and \textit{W. W. S. Wei}, J. Appl. Stat. Sci. 8, No. 1, 51--58 (1998; Zbl 0916.62060)
Yokum, J. Thomas; Wildt, Albert R.; Swamy, P. A. V. B. Forecasting disjoint data structures using approximate constant and stochastic coefficient models. (English) Zbl 0916.62089 J. Appl. Stat. Sci. 8, No. 1, 29-49 (1998). MSC: 62P20 91B84 62M20 PDFBibTeX XMLCite \textit{J. T. Yokum} et al., J. Appl. Stat. Sci. 8, No. 1, 29--49 (1998; Zbl 0916.62089)
Cao, L. Y.; Kim, B. G.; Kurths, J.; Kim, S. Detecting determinism in human posture control data. (English) Zbl 0919.92010 Int. J. Bifurcation Chaos Appl. Sci. Eng. 8, No. 1, 179-188 (1998). MSC: 92C20 62M20 92C10 93C95 PDFBibTeX XMLCite \textit{L. Y. Cao} et al., Int. J. Bifurcation Chaos Appl. Sci. Eng. 8, No. 1, 179--188 (1998; Zbl 0919.92010) Full Text: DOI
Diebold, Francis X.; Ohanian, Lee E.; Berkowitz, Jeremy Dynamic equilibrium economies: A framework for comparing models and data. (English) Zbl 0910.90076 Rev. Econ. Stud. 65, No. 3, 433-451 (1998). MSC: 91B84 62P20 91B62 PDFBibTeX XMLCite \textit{F. X. Diebold} et al., Rev. Econ. Stud. 65, No. 3, 433--451 (1998; Zbl 0910.90076) Full Text: DOI