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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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7
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Kurozumi, Eiji
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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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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
828
Journal of time series analysis
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221
Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series
Bücher, Axel
;
Fermanian, Jean‐David
;
Kojadinovic, Ivan
- In:
Journal of Time Series Analysis
40
(
2018
)
1
,
pp. 124-150
Persistent link: https://www.econbiz.de/10012094955
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222
On Estimation and Inference in Heterogeneous Panel Regressions with Interactive Effects
Westerlund, Joakim
- In:
Journal of Time Series Analysis
40
(
2018
)
5
,
pp. 852-857
Persistent link: https://www.econbiz.de/10012094956
Saved in:
223
Sampling, Embedding and Inference for CARMA Processes
Brockwell, Peter J.
;
Lindner, Alexander
- In:
Journal of Time Series Analysis
40
(
2018
)
2
,
pp. 163-181
Persistent link: https://www.econbiz.de/10012094957
Saved in:
224
Clustering Multiple Time Series with Structural Breaks
Wang, Yongning
;
Tsay, Ruey S.
- In:
Journal of Time Series Analysis
40
(
2018
)
2
,
pp. 182-202
Persistent link: https://www.econbiz.de/10012094958
Saved in:
225
On Two‐Stage Estimation of the Spectral Density with Assigned Risk in Presence of Missing Data
Efromovich, Sam
- In:
Journal of Time Series Analysis
40
(
2018
)
2
,
pp. 203-224
Persistent link: https://www.econbiz.de/10012094959
Saved in:
226
Persistence Heterogeneity Testing in Panels with Interactive Fixed Effects
Ergemen, Yunus Emre
;
Velasco, Carlos
- In:
Journal of Time Series Analysis
40
(
2018
)
4
,
pp. 573-589
Persistent link: https://www.econbiz.de/10012094960
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227
A Non‐Gaussian Spatio‐Temporal Model for Daily Wind Speeds Based on a Multi‐Variate Skew‐ t Distribution
Tagle, Felipe
;
Castruccio, Stefano
;
Crippa, Paola
; …
- In:
Journal of Time Series Analysis
40
(
2018
)
3
,
pp. 312-326
Persistent link: https://www.econbiz.de/10012094961
Saved in:
228
Nonstationary Cointegration in the Fractionally Cointegrated VAR Model
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Journal of Time Series Analysis
40
(
2018
)
4
,
pp. 519-543
Persistent link: https://www.econbiz.de/10012094962
Saved in:
229
Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series
Silva, Maria Eduarda
;
Pereira, Isabel
;
McCabe, Brendan
- In:
Journal of Time Series Analysis
40
(
2018
)
5
,
pp. 631-648
Persistent link: https://www.econbiz.de/10012094963
Saved in:
230
On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes
Chan, Kung‐Sik
;
Goracci, Greta
- In:
Journal of Time Series Analysis
40
(
2018
)
2
,
pp. 256-264
Persistent link: https://www.econbiz.de/10012094964
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