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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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Taylor, A. M. Robert
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Politis, Dimitris N.
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7
Paparoditis, Efstathios
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Taqqu, Murad S.
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Beran, Jan
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Boshnakov, Georgi N.
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Francq, Christian
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Harvey, David I.
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Horváth, Lajos
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Kurozumi, Eiji
6
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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
5
Brockwell, Peter J.
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Chambers, Marcus J.
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Chan, Ngai Hang
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Hassler, Uwe
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Kim, Tae-Hwan
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Klüppelberg, Claudia
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Ombao, Hernando
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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
4
Anderson, Paul L.
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Journal of Time Series Analysis
828
Journal of time series analysis
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151
Frequency Domain Estimation of Continuous Time Cointegrated Models with Mixed Frequency and Mixed Sample Data
Chambers, Marcus J.
- In:
Journal of Time Series Analysis
(
2019
)
Persistent link: https://www.econbiz.de/10012094985
Saved in:
152
Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes
Götz, Thomas B.
;
Hecq, Alain W.
- In:
Journal of Time Series Analysis
40
(
2019
)
6
,
pp. 914-935
Persistent link: https://www.econbiz.de/10012094986
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153
Robustness of Zero Crossing Estimator
Goto, Yuichi
;
Taniguchi, Masanobu
- In:
Journal of Time Series Analysis
40
(
2019
)
5
,
pp. 815-830
Persistent link: https://www.econbiz.de/10012094987
Saved in:
154
Inference for asymmetric exponentially weighted moving average models
Li, Dong
;
Zhu, Ke
- In:
Journal of Time Series Analysis
(
2019
)
Persistent link: https://www.econbiz.de/10012094988
Saved in:
155
Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process
Lahiri, Soumendra N.
;
Das, Ujjwal
;
Nordman, Daniel J.
- In:
Journal of Time Series Analysis
40
(
2019
)
4
,
pp. 447-466
Persistent link: https://www.econbiz.de/10012094989
Saved in:
156
A Structural‐Factor Approach to Modeling High‐Dimensional Time Series and Space‐Time Data
Gao, Zhaoxing
;
Tsay, Ruey S.
- In:
Journal of Time Series Analysis
40
(
2019
)
3
,
pp. 343-362
Persistent link: https://www.econbiz.de/10012094990
Saved in:
157
Recent Advances in Spatio‐Temporal Methodology
Wikle, Christopher K.
;
Holan, Scott H.
- In:
Journal of Time Series Analysis
40
(
2019
)
3
,
pp. 267-268
Persistent link: https://www.econbiz.de/10012094991
Saved in:
158
Spatio‐temporal models for big multinomial data using the conditional multivariate logit‐beta distribution
Bradley, Jonathan R.
;
Wikle, Christopher K.
;
Holan, Scott H.
- In:
Journal of Time Series Analysis
40
(
2019
)
3
,
pp. 363-382
Persistent link: https://www.econbiz.de/10012094992
Saved in:
159
Testing Cointegrating Relationships Using Irregular and Non‐Contemporaneous Series with an Application to Paleoclimate Data
Miller, J. Isaac
- In:
Journal of Time Series Analysis
(
2019
)
Persistent link: https://www.econbiz.de/10012094993
Saved in:
160
Long Memory, Realized Volatility and Heterogeneous Autoregressive Models
Baillie, Richard T.
;
Calonaci, Fabio
;
Cho, Dooyeon
; …
- In:
Journal of Time Series Analysis
40
(
2019
)
4
,
pp. 609-628
Persistent link: https://www.econbiz.de/10012094994
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