Browsing by Subject "Asymptotic theory"

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    • Article  

      On comparing several spectral densities 

      Fokianos, Konstantinos; Savvides, A. (2008)
      We investigated the problem of testing equality among spectral densities of several independent stationary processes. Our main methodological contribution is the introduction of a novel semiparametric log-linear model that ...
    • Article  

      Poisson autoregression 

      Fokianos, Konstantinos; Rahbek, A.; Tjøstheim, D. (2009)
      In this article we consider geometric ergodicity and likelihood-based inference for linear and nonlinear Poisson autoregression. In the linear case, the conditional mean is linked linearly to its past values, as well as ...