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Results: 84
Number of items: 84
  • de Gooijer, J. G., & Brannas, K. (1995). Inverbility of nonlinear time series models. Communications in Statistics: Theory and Methods, 24, 2701-2714. https://doi.org/10.1080/03610929508831644
  • Akman, I., & de Gooijer, J. G. (1995). Component extraction analysis of multivariate time series. (TI discussion paper; No. TI 95-125). vakgroep kwantitatieve methoden.
  • Molenaar, P. C. M., de Gooijer, J. G., & Schmitz, B. (1992). Dynamic factor analysis of nonstationary multivariate time series. Psychometrika, 57(3), 333-349. https://doi.org/10.1007/BF02295422
  • Molenaar, P. C. M., & de Gooijer, J. G. (1988). On the identification of the latent covariance structure in dynamic nonstationary factor models. In M. G. H. Jansen, & W. H. van Schuur (Eds.), The many faces of multivariate analysis (pp. 196-209). Society for multivariate analysis in the behavioral sciences.
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