Roch Roy

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models	2013-10-04	Paper
Aggregation and systematic sampling of periodic ARMA processes	2009-06-16	Paper
ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES	2009-06-11	Paper
Exact maximum likelihood estimation of structured or unit root multivariate time series models	2008-12-11	Paper
Diagnostic Checking in ARMA Models With Uncorrelated Errors	2007-08-20	Paper
A Generalized Portmanteau Test For Independence Of Two Infinite-Order Vector Autoregressive Series	2007-05-29	Paper
On the distribution of the residual cross-correlations of infinite order vector autoregressive series and applications	2006-04-28	Paper
On consistent testing for serial correlation of unknown form in vector time series models.	2004-03-14	Paper
https://portal.mardi4nfdi.de/entity/Q4438064	2003-12-09	Paper
Limit theorems for regression models of time series of counts	2001-12-16	Paper
https://portal.mardi4nfdi.de/entity/Q2750779	2001-10-21	Paper
Tests for noncorrelation of two multivariate ARMA time series	1998-12-09	Paper
Identification of refined ARMA echelon form models for multivariate time series	1996-08-05	Paper
Vector Cross-Correlation in Time Series and Applications	1995-11-28	Paper
Simplified conditions for noncausality between vectors in multivariate ARMA models	1995-02-16	Paper
ON THE INVERTIBILITY OF MULTIVARIATE LINEAR PROCESSES	1993-06-29	Paper
On the identification of ARMA echelon-form models	1993-05-16	Paper
Testing Causality Between Two Vectors in Multivariate Autoregressive Moving Average Models	1993-05-16	Paper
CONSISTENT ESTIMATION OF THE ASYMPTOTIC COVARIANCE STRUCTURE OF MULTIVARIATE SERIAL CORRELATIONS	1992-06-27	Paper
Corrigendum to: ``Some robust exact results on sample autocorrelations and tests of randomness	1989-01-01	Paper
On the behaviour of the sample autocovariances and autocorrelations of a seasonal ARIMA model	1989-01-01	Paper
Distribution asymptotique des autocorrélations d'un processus saisonnier non stationnaire	1989-01-01	Paper
Asymptotic covariance structure of serial correlations in multivariate time series	1989-01-01	Paper
On confidence intervals and tests for autocorrelations	1987-01-01	Paper
Some exact results on the sample autocovariances of a seasonal ARIMA model	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3026097	1986-01-01	Paper
Generalized portmanteau statistics and tests of randomness	1986-01-01	Paper
Some robust exact results on sample autocorrelations and tests of randomness	1985-01-01	Paper
Sur un test d'égalité des autocovariances de deux séries chronologiques	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3914267	1981-01-01	Paper
Sur L’erreur De Prevision Avec Un Modele Arima Lorsqu’il Y A Des Donnees Manquantes	1979-01-01	Paper
On the asymptotic behaviour of the sample autocovariance function for an integrated moving average process	1977-01-01	Paper
On spectral estimation for a homogeneous random process on the circle	1976-01-01	Paper
Spectral analysis for a random process on the sphere	1976-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4109051	1975-01-01	Paper
On the Power Series Expansion of the Moment Generating Function	1974-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4404267	1974-01-01	Paper
Estimation of the covariance function of a homogeneous process on the sphere	1973-01-01	Paper
Spectral analysis for a random process on the circle	1972-01-01	Paper

Research outcomes over time

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