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Search: isPartOf:"Journal of Time Series Analysis"
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Autocovariance
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Taylor, A. M. Robert
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Politis, Dimitris N.
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Chan, Ngai Hang
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Journal of Time Series Analysis
828
Journal of time series analysis
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141
Asymptotic Distribution of the Bias Corrected Least Squares Estimators in Measurement Error Linear Regression Models Under Long Memory
Koul, Hira L.
;
Surgailis, Donatas
- In:
Journal of Time Series Analysis
40
(
2019
)
4
,
pp. 493-518
Persistent link: https://www.econbiz.de/10012094975
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142
Multivariate Quantile Impulse Response Functions
Montes‐Rojas, Gabriel
- In:
Journal of Time Series Analysis
40
(
2019
)
5
,
pp. 739-752
Persistent link: https://www.econbiz.de/10012094976
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143
Temporal Aggregation of Seasonally Near-Integrated Processes
Barrio Castro, Tomás del
;
Rodrigues, Paulo M. M.
; …
- In:
Journal of Time Series Analysis
(
2019
)
Persistent link: https://www.econbiz.de/10012094977
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144
Volatility Estimation and Jump Testing via Realized Information Variation
Liu, Weiyi
;
Wang, Mingjin
- In:
Journal of Time Series Analysis
40
(
2019
)
5
,
pp. 753-787
Persistent link: https://www.econbiz.de/10012094978
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145
Fixed Bandwidth Inference for Fractional Cointegration
Hualde, Javier
;
Iacone, Fabrizio
- In:
Journal of Time Series Analysis
40
(
2019
)
4
,
pp. 544-572
Persistent link: https://www.econbiz.de/10012094979
Saved in:
146
Deterministic Parameter Change Models in Continuous and Discrete Time
Chambers, Marcus J.
;
Taylor, A. M. Robert
- In:
Journal of Time Series Analysis
(
2019
)
Persistent link: https://www.econbiz.de/10012094980
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147
Scalable inference for space‐time Gaussian Cox processes
Shirota, Shinichiro
;
Banerjee, Sudipto
- In:
Journal of Time Series Analysis
40
(
2019
)
3
,
pp. 269-287
Persistent link: https://www.econbiz.de/10012094981
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148
Properties of the Power Envelope for Tests Against Both Stationary and Explosive Alternatives: The Effect of Trends
Marsh, Patrick
- In:
Journal of Time Series Analysis
(
2019
)
Persistent link: https://www.econbiz.de/10012094982
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149
Flexible and Robust Mixed Poisson INGARCH Models
Silva, Rodrigo B.
;
Barreto‐Souza, Wagner
- In:
Journal of Time Series Analysis
40
(
2019
)
5
,
pp. 788-814
Persistent link: https://www.econbiz.de/10012094983
Saved in:
150
A Generalised Fractional Differencing Bootstrap for Long Memory Processes
Kapetanios, George
;
Papailias, Fotis
;
Taylor, A. M. Robert
- In:
Journal of Time Series Analysis
40
(
2019
)
4
,
pp. 467-492
Persistent link: https://www.econbiz.de/10012094984
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