Roch Roy

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Person:959385

Available identifiers

zbMath Open roy.rochMaRDI QIDQ959385

List of research outcomes





PublicationDate of PublicationType
Asymptotic properties of weighted least squares estimation in weak PARMA models2013-10-04Paper
Aggregation and systematic sampling of periodic ARMA processes2009-06-16Paper
ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES2009-06-11Paper
Exact maximum likelihood estimation of structured or unit root multivariate time series models2008-12-11Paper
Diagnostic Checking in ARMA Models With Uncorrelated Errors2007-08-20Paper
A Generalized Portmanteau Test For Independence Of Two Infinite-Order Vector Autoregressive Series2007-05-29Paper
On the distribution of the residual cross-correlations of infinite order vector autoregressive series and applications2006-04-28Paper
On consistent testing for serial correlation of unknown form in vector time series models.2004-03-14Paper
https://portal.mardi4nfdi.de/entity/Q44380642003-12-09Paper
Limit theorems for regression models of time series of counts2001-12-16Paper
Times series models with thresholds2001-10-21Paper
Tests for noncorrelation of two multivariate ARMA time series1998-12-09Paper
Identification of refined ARMA echelon form models for multivariate time series1996-08-05Paper
Vector Cross-Correlation in Time Series and Applications1995-11-28Paper
Simplified conditions for noncausality between vectors in multivariate ARMA models1995-02-16Paper
ON THE INVERTIBILITY OF MULTIVARIATE LINEAR PROCESSES1993-06-29Paper
Testing Causality Between Two Vectors in Multivariate Autoregressive Moving Average Models1993-05-16Paper
On the identification of ARMA echelon-form models1993-05-16Paper
CONSISTENT ESTIMATION OF THE ASYMPTOTIC COVARIANCE STRUCTURE OF MULTIVARIATE SERIAL CORRELATIONS1992-06-27Paper
Corrigendum to: ``Some robust exact results on sample autocorrelations and tests of randomness1989-01-01Paper
Asymptotic covariance structure of serial correlations in multivariate time series1989-01-01Paper
On the behaviour of the sample autocovariances and autocorrelations of a seasonal ARIMA model1989-01-01Paper
Distribution asymptotique des autocorrélations d'un processus saisonnier non stationnaire1989-01-01Paper
On confidence intervals and tests for autocorrelations1987-01-01Paper
Some exact results on the sample autocovariances of a seasonal ARIMA model1987-01-01Paper
Generalized portmanteau statistics and tests of randomness1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30260971986-01-01Paper
Some robust exact results on sample autocorrelations and tests of randomness1985-01-01Paper
Sur un test d'égalité des autocovariances de deux séries chronologiques1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39142671981-01-01Paper
Sur L’erreur De Prevision Avec Un Modele Arima Lorsqu’il Y A Des Donnees Manquantes1979-01-01Paper
On the asymptotic behaviour of the sample autocovariance function for an integrated moving average process1977-01-01Paper
Spectral analysis for a random process on the sphere1976-01-01Paper
On spectral estimation for a homogeneous random process on the circle1976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41090511975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q44042671974-01-01Paper
On the Power Series Expansion of the Moment Generating Function1974-01-01Paper
Estimation of the covariance function of a homogeneous process on the sphere1973-01-01Paper
Spectral analysis for a random process on the circle1972-01-01Paper

Research outcomes over time

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