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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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Chan, Ngai Hang
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Velasco, Carlos
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Aknouche, Abdelhakim
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Journal of Time Series Analysis
828
Journal of time series analysis
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14
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131
A Flexible Univariate Autoregressive Time‐Series Model for Dispersed Count Data
Sellers, Kimberly F.
;
Peng, Stephen J.
;
Arab, Ali
- In:
Journal of Time Series Analysis
41
(
2019
)
3
,
pp. 436-453
Persistent link: https://www.econbiz.de/10012192368
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132
Modeling the Variance of Return Intervals Toward Volatility Prediction
Sun, Yan
;
Lian, Guanghua
;
Lu, Zudi
;
Loveland, Jennifer
; …
- In:
Journal of Time Series Analysis
41
(
2019
)
4
,
pp. 492-519
Persistent link: https://www.econbiz.de/10012192370
Saved in:
133
Bayesian Inference for ARFIMA Models
Durham, Garland
;
Geweke, John
;
Porter‐Hudak, Susan
; …
- In:
Journal of Time Series Analysis
40
(
2019
)
4
,
pp. 388-410
Persistent link: https://www.econbiz.de/10012094967
Saved in:
134
A Self‐Normalized Semi‐Parametric Test to Detect Changes in the Long Memory Parameter
Taqqu, Murad S.
;
Zhang, Ting
- In:
Journal of Time Series Analysis
40
(
2019
)
4
,
pp. 411-424
Persistent link: https://www.econbiz.de/10012094968
Saved in:
135
The Slow Convergence of Ordinary Least Squares Estimators of α , β and Portfolio Weights under Long‐Memory Stochastic Volatility
Liu, Jun
;
Deo, Rohit
;
Hurvich, Clifford
- In:
Journal of Time Series Analysis
40
(
2019
)
4
,
pp. 590-608
Persistent link: https://www.econbiz.de/10012094969
Saved in:
136
Heteroskedasticity‐Robust Unit Root Testing for Trending Panels
Herwartz, Helmut
;
Maxand, Simone
;
Walle, Yabibal M.
- In:
Journal of Time Series Analysis
40
(
2019
)
5
,
pp. 649-664
Persistent link: https://www.econbiz.de/10012094970
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137
Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series
Rice, Gregory
;
Shum, Marco
- In:
Journal of Time Series Analysis
40
(
2019
)
5
,
pp. 665-692
Persistent link: https://www.econbiz.de/10012094971
Saved in:
138
Semiparametric Detection of Changes in Long Range Dependence
Iacone, Fabrizio
;
Lazarová, Štěpána
- In:
Journal of Time Series Analysis
40
(
2019
)
5
,
pp. 693-706
Persistent link: https://www.econbiz.de/10012094972
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139
Testing for Change in Long‐Memory Stochastic Volatility Time Series
Betken, Annika
;
Kulik, Rafał
- In:
Journal of Time Series Analysis
40
(
2019
)
5
,
pp. 707-738
Persistent link: https://www.econbiz.de/10012094973
Saved in:
140
Extending the Limits of Backtesting via the ‘Vanishing p ’‐Approach
Hoga, Yannick
- In:
Journal of Time Series Analysis
40
(
2019
)
5
,
pp. 858-866
Persistent link: https://www.econbiz.de/10012094974
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