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Search: isPartOf:"Journal of Time Series Analysis"
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Autocovariance
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long‐range dependence
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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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Horváth, Lajos
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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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171
On the limit theory of the Gaussian SQMLE in the EGARCH(1,1) model
Arvanitis, Stelios
;
Anyfantaki, Sofia
- In:
Journal of Time Series Analysis
41
(
2019
)
2
,
pp. 341-350
Persistent link: https://www.econbiz.de/10012095005
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172
Volatility asymmetry in functional threshold GARCH model
Sun, Hao
;
Yu, Bo
- In:
Journal of Time Series Analysis
(
2019
)
Persistent link: https://www.econbiz.de/10012095006
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173
The Limiting Distribution of a Non‐Stationary Integer Valued GARCH(1,1) Process
Michel, Jon
- In:
Journal of Time Series Analysis
41
(
2019
)
2
,
pp. 351-356
Persistent link: https://www.econbiz.de/10012095007
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174
Empirical Characteristic Functions‐Based Estimation and Distance Correlation for Locally Stationary Processes
Jentsch, Carsten
;
Leucht, Anne
;
Meyer, Marco
;
Beering, …
- In:
Journal of Time Series Analysis
(
2019
)
Persistent link: https://www.econbiz.de/10012095008
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175
A Stationary Spatio‐Temporal GARCH Model
Hølleland, Sondre
;
Karlsen, Hans Arnfinn
- In:
Journal of Time Series Analysis
41
(
2019
)
2
,
pp. 177-209
Persistent link: https://www.econbiz.de/10012095009
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176
Further Results on Pseudo‐Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model
Iglesias, Emma M.
;
Phillips, Garry D. A.
- In:
Journal of Time Series Analysis
41
(
2019
)
2
,
pp. 357-364
Persistent link: https://www.econbiz.de/10012095010
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177
Estimating the Mean Direction of Strongly Dependent Circular Time Series
Beran, Jan
;
Ghosh, Sucharita
- In:
Journal of Time Series Analysis
41
(
2019
)
2
,
pp. 210-228
Persistent link: https://www.econbiz.de/10012095011
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178
Robust Linear Interpolation and Extrapolation of Stationary Time Series in L p
Liu, Yan
;
Xue, Yujie
;
Taniguchi, Masanobu
- In:
Journal of Time Series Analysis
41
(
2019
)
2
,
pp. 229-248
Persistent link: https://www.econbiz.de/10012095013
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179
Extracting Conditionally Heteroskedastic Components using Independent Component Analysis
Miettinen, Jari
;
Matilainen, Markus
;
Nordhausen, Klaus
; …
- In:
Journal of Time Series Analysis
41
(
2019
)
2
,
pp. 293-311
Persistent link: https://www.econbiz.de/10012095014
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180
A Powerful Test for Changing Trends in Time Series Models
Wu, Jilin
;
Xiao, Zhijie
- In:
Journal of Time Series Analysis
39
(
2018
)
4
,
pp. 488-501
Persistent link: https://www.econbiz.de/10012094914
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