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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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Taylor, A. M. Robert
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Politis, Dimitris N.
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Kurozumi, Eiji
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Ling, Shiqing
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Chan, Ngai Hang
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Peng, Liang
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Perron, Pierre
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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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181
Principal Components Analysis of Periodically Correlated Functional Time Series
Kidziński, Łukasz
;
Kokoszka, Piotr
;
Jouzdani, Neda …
- In:
Journal of Time Series Analysis
39
(
2018
)
4
,
pp. 502-522
Persistent link: https://www.econbiz.de/10012094915
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182
Non‐Parametric Spectral Density Estimation Under Long‐Range Dependence
Kim, Young Min
;
Lahiri, Soumendra N.
;
Nordman, Daniel J.
- In:
Journal of Time Series Analysis
39
(
2018
)
3
,
pp. 380-401
Persistent link: https://www.econbiz.de/10012094916
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183
Boundary Limit Theory for Functional Local to Unity Regression
Bykhovskaya, Anna
;
Phillips, Peter C. B.
- In:
Journal of Time Series Analysis
39
(
2018
)
4
,
pp. 523-562
Persistent link: https://www.econbiz.de/10012094917
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184
Kernel Entropy Estimation for Linear Processes
Sang, Hailin
;
Sang, Yongli
;
Xu, Fangjun
- In:
Journal of Time Series Analysis
39
(
2018
)
4
,
pp. 563-591
Persistent link: https://www.econbiz.de/10012094918
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185
On Local Trigonometric Regression Under Dependence
Beran, Jan
;
Steffens, Britta
;
Ghosh, Sucharita
- In:
Journal of Time Series Analysis
39
(
2018
)
4
,
pp. 592-617
Persistent link: https://www.econbiz.de/10012094919
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186
Asymptotic Theory of Test Statistic for Sphericity of High-Dimensional Time Series
Liu, Yan
;
Tamura, Yurie
;
Taniguchi, Masanobu
- In:
Journal of Time Series Analysis
39
(
2018
)
3
,
pp. 402-416
Persistent link: https://www.econbiz.de/10012094920
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187
Balanced Bootstrap Joint Confidence Bands for Structural Impulse Response Functions
Bruder, Stefan
;
Wolf, Michael
- In:
Journal of Time Series Analysis
39
(
2018
)
5
,
pp. 641-664
Persistent link: https://www.econbiz.de/10012094921
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188
Quasi‐Bayesian Estimation of Time‐Varying Volatility in DSGE Models
Petrova, Katerina
- In:
Journal of Time Series Analysis
40
(
2018
)
1
,
pp. 151-157
Persistent link: https://www.econbiz.de/10012094922
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189
A Frequency-Domain Test to Check Equality in Spectral Densities of Multiple Time Series With Unequal Lengths
Jin, Lei
- In:
Journal of Time Series Analysis
39
(
2018
)
4
,
pp. 618-633
Persistent link: https://www.econbiz.de/10012094923
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190
Detecting Tail Risk Differences in Multivariate Time Series
Hoga, Yannick
- In:
Journal of Time Series Analysis
39
(
2018
)
5
,
pp. 665-689
Persistent link: https://www.econbiz.de/10012094924
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