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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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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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Chan, Ngai Hang
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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
828
Journal of time series analysis
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14
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191
Prediction Interval for Autoregressive Time Series via Oracally Efficient Estimation of Multi-Step-Ahead Innovation Distribution Function
Kong, Juanjuan
;
Gu, Lijie
;
Yang, Lijian
- In:
Journal of Time Series Analysis
39
(
2018
)
5
,
pp. 690-708
Persistent link: https://www.econbiz.de/10012094925
Saved in:
192
Statistical Intervals: A Guide for Practitioners and Researchers, Second Edition, by William Q. Meeker, Gerald J. Hahn, and Louis A. Escobar. Wiley Series in Probability and Statistics, Published by John Wiley & Sons, 2017. Total number of pages: 35+592.
Amaral Turkman, Maria Antónia
- In:
Journal of Time Series Analysis
39
(
2018
)
4
,
pp. 634-635
Persistent link: https://www.econbiz.de/10012094926
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193
Robust Regression on Stationary Time Series : A Self-Normalized Resampling Approach
Akashi, Fumiya
;
Bai, Shuyang
;
Taqqu, Murad S.
- In:
Journal of Time Series Analysis
39
(
2018
)
3
,
pp. 417-432
Persistent link: https://www.econbiz.de/10012094927
Saved in:
194
Estimating MA Parameters through Factorization of the Autocovariance Matrix and an MA‐Sieve Bootstrap
McMurry, Timothy L.
;
Politis, Dimitris N.
- In:
Journal of Time Series Analysis
39
(
2018
)
3
,
pp. 433-446
Persistent link: https://www.econbiz.de/10012094928
Saved in:
195
Interval Estimation for a First-Order Positive Autoregressive Process
Hsiao, Wei-Cheng
;
Huang, Hao-Yun
;
Ing, Ching-Kang
- In:
Journal of Time Series Analysis
39
(
2018
)
3
,
pp. 447-467
Persistent link: https://www.econbiz.de/10012094929
Saved in:
196
Dynamic Data Analysis, by James Ramsay and Giles Hooker. Published by Springer, New York, USA, 2017. Total number of pages: 230. ISSN: 0172‐7397
Cao, Jiguo
- In:
Journal of Time Series Analysis
40
(
2018
)
1
,
pp. 158-159
Persistent link: https://www.econbiz.de/10012094930
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197
Tests for Comparing Time-Invariant and Time-Varying Spectra Based on the Pearson Statistic
Zhang, Shibin
;
Tu, Xin M.
- In:
Journal of Time Series Analysis
39
(
2018
)
5
,
pp. 709-730
Persistent link: https://www.econbiz.de/10012094931
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198
Testing the CVAR in the Fractional CVAR Model
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Journal of Time Series Analysis
39
(
2018
)
6
,
pp. 836-849
Persistent link: https://www.econbiz.de/10012094932
Saved in:
199
Testing Separability of Functional Time Series
Constantinou, Panayiotis
;
Kokoszka, Piotr
;
Reimherr, Matthew
- In:
Journal of Time Series Analysis
39
(
2018
)
5
,
pp. 731-747
Persistent link: https://www.econbiz.de/10012094933
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200
A Time-Symmetric Self-Normalization Approach for Inference of Time Series
Lavitas, Liliya
;
Zhang, Ting
- In:
Journal of Time Series Analysis
39
(
2018
)
5
,
pp. 748-762
Persistent link: https://www.econbiz.de/10012094934
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