Bernardo M. Lagos

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Kalman filter estimation for a regression model with locally stationary errors
Computational Statistics and Data Analysis
2016-10-31Paper
Some corrections of the score test statistic for Gaussian ARMA models
Brazilian Journal of Probability and Statistics
2014-11-05Paper
About Second Order Local Power of the Likelihood Ratio, Wald and Score Statistics in First Order Autoregressive and Moving Average Models
Communications in Statistics: Theory and Methods
2005-01-14Paper
Improvement of the Likelihood Ratio Test Statistic in ARMA Models
Journal of Time Series Analysis
2004-11-24Paper


Research outcomes over time


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