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Search: isPartOf:"Journal of Time Series Analysis"
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Autocovariance
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Taylor, A. M. Robert
10
Politis, Dimitris N.
9
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8
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7
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Kurozumi, Eiji
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Ling, Shiqing
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Westerlund, Joakim
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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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Journal of Time Series Analysis
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Journal of time series analysis
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111
Empirical likelihood test for the application of swqmele in fitting an arma‐garch model
Zhou, Mo
;
Peng, Liang
;
Zhang, Rongmao
- In:
Journal of Time Series Analysis
42
(
2020
)
2
,
pp. 222-239
Persistent link: https://www.econbiz.de/10012410058
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112
Editorial announcement
Taylor, Robert
- In:
Journal of Time Series Analysis
42
(
2020
)
1
,
pp. 3-3
Persistent link: https://www.econbiz.de/10012410059
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113
A simple nearly unbiased estimator of cross‐covariances
Li, Yifan
;
Rao, Yao
- In:
Journal of Time Series Analysis
42
(
2020
)
2
,
pp. 240-266
Persistent link: https://www.econbiz.de/10012410060
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114
Quasi‐maximum likelihood estimation of conditional autoregressive Wishart models
Asai, Manabu
;
So, Mike K. P.
- In:
Journal of Time Series Analysis
42
(
2020
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10012410061
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115
Statistical foundations of data science by jianqing Fan, Runze Li, Chun‐Hui Zhang, Hui Zou. Published by Taylor & Francis Group. Total number of pages : 729. ISBN: 978‐1‐466‐51084‐5
Wang, Weining
- In:
Journal of Time Series Analysis
42
(
2020
)
3
,
pp. 372-373
Persistent link: https://www.econbiz.de/10012410062
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116
Prediction of Singular VARs and an Application to Generalized Dynamic Factor Models
Hörmann, Siegfried
;
Nisol, Gilles
- In:
Journal of Time Series Analysis
42
(
2020
)
3
,
pp. 295-313
Persistent link: https://www.econbiz.de/10012410063
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117
Asymptotic Behavior of Delay Times of Bubble Monitoring Tests
Kurozumi, Eiji
- In:
Journal of Time Series Analysis
42
(
2020
)
3
,
pp. 314-337
Persistent link: https://www.econbiz.de/10012410064
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118
To infinity and beyond : Efficient computation of ARCH( ∞ ) models
Nielsen, Morten Ørregaard
;
Noël, Antoine L.
- In:
Journal of Time Series Analysis
42
(
2020
)
3
,
pp. 338-354
Persistent link: https://www.econbiz.de/10012410065
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119
Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models
Pizzinga, Adrian
;
Fernandes, Marcelo
- In:
Journal of Time Series Analysis
42
(
2020
)
3
,
pp. 355-371
Persistent link: https://www.econbiz.de/10012410066
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120
Extensions of Rosenblatt's results on the asymptotic behavior of the prediction error for deterministic stationary sequences
Babayan, Nikolay M.
;
Ginovyan, Mamikon S.
;
Taqqu, Murad S.
- In:
Journal of Time Series Analysis
42
(
2020
)
5-6
,
pp. 622-652
Persistent link: https://www.econbiz.de/10012410067
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