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Filtros : "Journal of Time Series Econometrics" Limpar

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  • Artigo de periodico

    A hybrid data cloning maximum likelihood estimator for stochastic volatility models (2013)

    Laurini, Marcio Poletti

    Source: Journal of Time Series Econometrics. Unidade: FEARP

    Subjects: MODELOS MATEMÁTICOS, MÉTODOS MCMC

    Acesso à fonteDOIHow to cite
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    • ABNT

      LAURINI, Marcio Poletti. A hybrid data cloning maximum likelihood estimator for stochastic volatility models. Journal of Time Series Econometrics, v. 5, n. 2, p. 193-229, 2013Tradução . . Disponível em: https://doi.org/10.1515/jtse-2012-0025. Acesso em: 23 fev. 2026.

    • APA

      Laurini, M. P. (2013). A hybrid data cloning maximum likelihood estimator for stochastic volatility models. Journal of Time Series Econometrics, 5( 2), 193-229. doi:10.1515/jtse-2012-0025

    • NLM

      Laurini MP. A hybrid data cloning maximum likelihood estimator for stochastic volatility models [Internet]. Journal of Time Series Econometrics. 2013 ; 5( 2): 193-229.[citado 2026 fev. 23 ] Available from: https://doi.org/10.1515/jtse-2012-0025

    • Vancouver

      Laurini MP. A hybrid data cloning maximum likelihood estimator for stochastic volatility models [Internet]. Journal of Time Series Econometrics. 2013 ; 5( 2): 193-229.[citado 2026 fev. 23 ] Available from: https://doi.org/10.1515/jtse-2012-0025

  • Artigo de periodico

    Regression with autocorrelated errors using design-adapted Haar wavelets (2012)

    Porto, Rogerio F; Morettin, Pedro Alberto ; Aubin, Elisete da Conceicao Quintaneiro

    Source: Journal of Time Series Econometrics. Unidade: IME

    Assunto: ANÁLISE DE SÉRIES TEMPORAIS

    Acesso à fonteDOIHow to cite
    A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas

    • ABNT

      PORTO, Rogerio F e MORETTIN, Pedro Alberto e AUBIN, Elisete da Conceicao Quintaneiro. Regression with autocorrelated errors using design-adapted Haar wavelets. Journal of Time Series Econometrics, v. 4, n. 1, 2012Tradução . . Disponível em: https://doi.org/10.1515/1941-1928.1067. Acesso em: 23 fev. 2026.

    • APA

      Porto, R. F., Morettin, P. A., & Aubin, E. da C. Q. (2012). Regression with autocorrelated errors using design-adapted Haar wavelets. Journal of Time Series Econometrics, 4( 1). doi:10.1515/1941-1928.1067

    • NLM

      Porto RF, Morettin PA, Aubin E da CQ. Regression with autocorrelated errors using design-adapted Haar wavelets [Internet]. Journal of Time Series Econometrics. 2012 ; 4( 1):[citado 2026 fev. 23 ] Available from: https://doi.org/10.1515/1941-1928.1067

    • Vancouver

      Porto RF, Morettin PA, Aubin E da CQ. Regression with autocorrelated errors using design-adapted Haar wavelets [Internet]. Journal of Time Series Econometrics. 2012 ; 4( 1):[citado 2026 fev. 23 ] Available from: https://doi.org/10.1515/1941-1928.1067
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