On the robustness of cointegration tests when series are fractionally intergrated

By Gonzalo J.  

Journal of Applied Statistics, Vol. 27, Iss. 7, 2000-09 ,pp. : 821-827

Taylor & Francis Ltd

Access to resources Recommend Favorite

Estimating the Renewal Function When the Second Moment Is Infinite

By Bebbington Mark  

Stochastic Models, Vol. 23, Iss. 1, 2007-01 ,pp. : 27-48

Taylor & Francis Ltd

Access to resources Recommend Favorite

Estimating and Validating Nonlinear Regression Metamodels in Simulation

By Santos M. Isabel Reis Dos   Nova Acácio M. O. Porta  

Communications in Statistics: Simulation and Computation, Vol. 36, Iss. 1, 2007-01 ,pp. : 123-137

Taylor & Francis Ltd

Access to resources Recommend Favorite

Adaptive Mixtures of Regressions: Improving Predictive Inference when Population has Changed

By Bouveyron C.   Jacques J.  

Communications in Statistics: Simulation and Computation, Vol. 43, Iss. 10, 2014-11 ,pp. : 2570-2592

Taylor & Francis Ltd

Access to resources Recommend Favorite

Two-Stage Procedures for Estimating the Difference of Means when the Sampling Cost is Different

By Aoshima Makoto  

Sequential Analysis, Vol. 30, Iss. 2, 2011-04 ,pp. : 160-171

Taylor & Francis Ltd

Access to resources Recommend Favorite