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Search: isPartOf:"Journal of Time Series Analysis"
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Autocovariance
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Taylor, A. M. Robert
10
Politis, Dimitris N.
9
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8
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7
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7
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6
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6
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6
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6
Ling, Shiqing
6
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Journal of Time Series Analysis
828
Journal of time series analysis
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21
On some basic features of strictly stationary, reversible Markov chains
Bradley, Richard C.
- In:
Journal of Time Series Analysis
42
(
2021
)
5-6
,
pp. 499-533
Persistent link: https://www.econbiz.de/10012538239
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22
Spectral methods for small sample time series : A complete periodogram approach
Das, Sourav
;
Subba Rao, Suhasini
;
Yang, Junho
- In:
Journal of Time Series Analysis
42
(
2021
)
5-6
,
pp. 597-621
Persistent link: https://www.econbiz.de/10012538240
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23
On the Estimation of Periodicity or Almost Periodicity in Inhomogeneous Gamma Point‐Process Data
Saul Gaitan, Rodrigo
;
Lii, Keh‐Shin
- In:
Journal of Time Series Analysis
42
(
2021
)
5-6
,
pp. 711-736
Persistent link: https://www.econbiz.de/10012538241
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24
Sparsity concepts and estimation procedures for high‐dimensional vector autoregressive models
Krampe, Jonas
;
Paparoditis, Efstathios
- In:
Journal of Time Series Analysis
42
(
2021
)
5-6
,
pp. 554-579
Persistent link: https://www.econbiz.de/10012538242
Saved in:
25
Jointly determining the state dimension and lag order for Markov‐switching vector autoregressive models
Li, Nan
;
Kwok, Simon Sai Man
- In:
Journal of Time Series Analysis
(
2021
)
Persistent link: https://www.econbiz.de/10012538243
Saved in:
26
Periodic autoregressive conditional duration
Aknouche, Abdelhakim
;
Almohaimeed, Bader
; …
- In:
Journal of Time Series Analysis
43
(
2021
)
1
,
pp. 5-29
Persistent link: https://www.econbiz.de/10012538244
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27
Aspects of non‐causal and non‐invertible CARMA processes
Brockwell, Peter J.
;
Lindner, Alexander
- In:
Journal of Time Series Analysis
42
(
2021
)
5-6
,
pp. 777-790
Persistent link: https://www.econbiz.de/10012538245
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28
Wasserstein autoregressive models for density time series
Zhang, Chao
;
Kokoszka, Piotr
;
Petersen, Alexander
- In:
Journal of Time Series Analysis
43
(
2021
)
1
,
pp. 30-52
Persistent link: https://www.econbiz.de/10012538246
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29
Corrigendum to “A Generalised Fractional Differencing Bootstrap for Long Memory Processes”
Journal
of
Time
Series
Analysis
40 : 467‐492 (2019) DOI : 10.1111...
Kapetanios, George
;
Papailias, Fotis
;
Taylor, A. M. Robert
- In:
Journal of Time Series Analysis
(
2021
)
Persistent link: https://www.econbiz.de/10012538247
Saved in:
30
Double Smoothed Volatility Estimation of Potentially Non‐stationary Jump‐diffusion Model of Shibor
Song, Yuping
;
Hou, Weijie
;
Lin, Zhengyan
- In:
Journal of Time Series Analysis
43
(
2021
)
1
,
pp. 53-82
Persistent link: https://www.econbiz.de/10012538248
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