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Search: isPartOf:"Journal of Time Series Analysis"
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Autocovariance
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functional time series
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long‐range dependence
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vector autoregression
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Adaptive group lasso
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Taylor, A. M. Robert
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Politis, Dimitris N.
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Beran, Jan
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Boshnakov, Georgi N.
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Kurozumi, Eiji
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Li, Dong
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Ling, Shiqing
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Nielsen, Morten Ørregaard
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Phillips, Peter C. B.
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Taniguchi, Masanobu
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Westerlund, Joakim
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Zhu, Fukang
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Aue, Alexander
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Brockwell, Peter J.
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Chambers, Marcus J.
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Chan, Ngai Hang
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Kim, Tae-Hwan
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Peng, Liang
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Perron, Pierre
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Psaradakis, Zacharias
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Velasco, Carlos
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Aknouche, Abdelhakim
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Journal of Time Series Analysis
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Journal of time series analysis
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Publish your next paper open access in
Journal
of
Time
Series
Analysis
In:
Journal of Time Series Analysis
41
(
2020
)
4
,
pp. 491-491
Persistent link: https://www.econbiz.de/10012283130
Saved in:
92
Tests for conditional heteroscedasticity of functional data
Rice, Gregory
;
Wirjanto, Tony
;
Zhao, Yuqian
- In:
Journal of Time Series Analysis
41
(
2020
)
6
,
pp. 733-758
Persistent link: https://www.econbiz.de/10012283131
Saved in:
93
Correction to : Quasi‐Bayesian Estimation of Time‐Varying Volatility in DSGE Models by Katerina Petrova J. Time Series Anal, Vol. 40, No. 1 (2019)
In:
Journal of Time Series Analysis
42
(
2020
)
2
,
pp. 267-267
Persistent link: https://www.econbiz.de/10012283132
Saved in:
94
Efficient Bayesian PARCOR approaches for dynamic modeling of multivariate time series
Zhao, Wenjie
;
Prado, Raquel
- In:
Journal of Time Series Analysis
41
(
2020
)
6
,
pp. 759-784
Persistent link: https://www.econbiz.de/10012283133
Saved in:
95
Measures of Cross‐Dependence for Bidimensional Periodic AR(1) Model with α‐Stable Distribution
Grzesiek, Aleksandra
;
Giri, Prashant
;
Sundar, S.
; …
- In:
Journal of Time Series Analysis
41
(
2020
)
6
,
pp. 785-807
Persistent link: https://www.econbiz.de/10012283134
Saved in:
96
Models for circular data from time series spectra
Taniguchi, Masanobu
;
Kato, Shogo
;
Ogata, Hiroaki
; …
- In:
Journal of Time Series Analysis
41
(
2020
)
6
,
pp. 808-829
Persistent link: https://www.econbiz.de/10012283135
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97
Conway–Maxwell–Poisson Autoregressive Moving Average Model for Equidispersed, Underdispersed, and Overdispersed Count Data
Melo, Moizes
;
Alencar, Airlane
- In:
Journal of Time Series Analysis
41
(
2020
)
6
,
pp. 830-857
Persistent link: https://www.econbiz.de/10012283136
Saved in:
98
Functional lagged regression with sparse noisy observations
Rubín, Tomáš
;
Panaretos, Victor M.
- In:
Journal of Time Series Analysis
41
(
2020
)
6
,
pp. 858-882
Persistent link: https://www.econbiz.de/10012283137
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99
Robust empirical likelihood for time series
Chen, Kun
;
Huang, Rui
- In:
Journal of Time Series Analysis
42
(
2020
)
1
,
pp. 4-18
Persistent link: https://www.econbiz.de/10012283138
Saved in:
100
Independent block identification in multivariate time series
Leonardi, Florencia
;
Lopez‐Rosenfeld, Matías
; …
- In:
Journal of Time Series Analysis
42
(
2020
)
1
,
pp. 19-33
Persistent link: https://www.econbiz.de/10012283139
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