Zarepour, M.; Bajevic, D. A note on maximum autoregressive processes of order one. (English) Zbl 1062.62209 J. Time Ser. Anal. 23, No. 5, 619-626 (2002). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M10 62E15 62E20 65C60 PDFBibTeX XMLCite \textit{M. Zarepour} and \textit{D. Bajevic}, J. Time Ser. Anal. 23, No. 5, 619--626 (2002; Zbl 1062.62209) Full Text: DOI
Prado, Raquel; Huerta, Gabriel Time-varying autoregressions with model order uncertainty. (English) Zbl 1062.62201 J. Time Ser. Anal. 23, No. 5, 599-618 (2002). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M10 65C60 PDFBibTeX XMLCite \textit{R. Prado} and \textit{G. Huerta}, J. Time Ser. Anal. 23, No. 5, 599--618 (2002; Zbl 1062.62201) Full Text: DOI
Miguel, Jesús; Olave, Pilar Adjusting forecast intervals in ARCH-M models. (English) Zbl 1062.62215 J. Time Ser. Anal. 23, No. 5, 587-598 (2002). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M20 62E15 62M10 PDFBibTeX XMLCite \textit{J. Miguel} and \textit{P. Olave}, J. Time Ser. Anal. 23, No. 5, 587--598 (2002; Zbl 1062.62215) Full Text: DOI
Franke, Jürgen; Kreiss, J.-P.; Mammen, E.; Neumann, M. H. Properties of the nonparametric autoregressive bootstrap. (English) Zbl 1062.62173 J. Time Ser. Anal. 23, No. 5, 555-585 (2002). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M10 62G09 62G20 62F40 PDFBibTeX XMLCite \textit{J. Franke} et al., J. Time Ser. Anal. 23, No. 5, 555--585 (2002; Zbl 1062.62173) Full Text: DOI Link
Fay, Gilles; Moulines, Eric; Soulier, Philippe Nonlinear functionals of the periodogram. (English) Zbl 1063.62015 J. Time Ser. Anal. 23, No. 5, 523-553 (2002). Reviewer: A. D. Borisenko (Kyïv) MSC: 62E20 62M15 60F05 PDFBibTeX XMLCite \textit{G. Fay} et al., J. Time Ser. Anal. 23, No. 5, 523--553 (2002; Zbl 1063.62015) Full Text: DOI
Escribano, Alvaro; Mira, Santiago Nonlinear error correction models. (English) Zbl 1062.62169 J. Time Ser. Anal. 23, No. 5, 509-522 (2002). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M10 65C60 PDFBibTeX XMLCite \textit{A. Escribano} and \textit{S. Mira}, J. Time Ser. Anal. 23, No. 5, 509--522 (2002; Zbl 1062.62169) Full Text: DOI Link
Bertelli, Stefano; Caporin, Massimiliano A note on calculating autocovariances of long-memory processes. (English) Zbl 1062.62164 J. Time Ser. Anal. 23, No. 5, 503-508 (2002). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M10 65C60 PDFBibTeX XMLCite \textit{S. Bertelli} and \textit{M. Caporin}, J. Time Ser. Anal. 23, No. 5, 503--508 (2002; Zbl 1062.62164) Full Text: DOI