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Search: isPartOf:"Journal of Time Series Analysis"
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Autocovariance
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characteristic function
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functional time series
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long‐range dependence
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vector autoregression
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Adaptive group lasso
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Taylor, A. M. Robert
10
Politis, Dimitris N.
9
Davis, Richard A.
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8
Dette, Holger
7
Fokianos, Konstantinos
7
Paparoditis, Efstathios
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Taqqu, Murad S.
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Beran, Jan
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Boshnakov, Georgi N.
6
Francq, Christian
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Harvey, David I.
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Horváth, Lajos
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Kapetanios, George
6
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6
Kurozumi, Eiji
6
Leybourne, Stephen J.
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Li, Dong
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Ling, Shiqing
6
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.
5
Chambers, Marcus J.
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Chan, Ngai Hang
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Hassler, Uwe
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Kim, Tae-Hwan
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Klüppelberg, Claudia
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Ombao, Hernando
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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
4
Anderson, Paul L.
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Journal of Time Series Analysis
828
Journal of time series analysis
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291
Modelling long-run trends and cycles in financial time series data
Caporale, Guglielmo Maria
;
Cuñado, Juncal
;
Gil-Alana, …
- In:
Journal of Time Series Analysis
34
(
2013
)
3
,
pp. 405-421
Persistent link: https://www.econbiz.de/10011036602
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292
STATISTICAL METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS
Zhang, Tusheng
- In:
Journal of Time Series Analysis
34
(
2013
)
3
,
pp. 422-422
Persistent link: https://www.econbiz.de/10011036604
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293
High-frequency sampling and kernel estimation for continuous-time moving average processes
Brockwell, Peter J.
;
Ferrazzano, Vincenzo
; …
- In:
Journal of Time Series Analysis
34
(
2013
)
3
,
pp. 385-404
Persistent link: https://www.econbiz.de/10011036605
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294
Nonparametric regression with rescaled time series errors
Figueroa-López, José E.
;
Levine, Michael
- In:
Journal of Time Series Analysis
34
(
2013
)
3
,
pp. 345-361
Persistent link: https://www.econbiz.de/10011036607
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295
Regulated fractionally integrated processes
Trokić, Mirza
- In:
Journal of Time Series Analysis
34
(
2013
)
5
,
pp. 591-601
Persistent link: https://www.econbiz.de/10011036610
Saved in:
296
Bayesian theory and applications
Neal, Peter
- In:
Journal of Time Series Analysis
34
(
2013
)
6
,
pp. 744-744
Persistent link: https://www.econbiz.de/10011036613
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297
A bootstrap test for additive outliers in non-stationary time series
Astill, Sam
;
Harvey, David I.
;
Taylor, A. M. Robert
- In:
Journal of Time Series Analysis
34
(
2013
)
4
,
pp. 454-465
Persistent link: https://www.econbiz.de/10011036617
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298
CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns
Wied, Dominik
- In:
Journal of Time Series Analysis
34
(
2013
)
2
,
pp. 221-229
Persistent link: https://www.econbiz.de/10010642562
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299
Robust estimation for copula Parameter in SCOMDY models
Kim, Byungsoo
;
Lee, Sangyeol
- In:
Journal of Time Series Analysis
34
(
2013
)
3
,
pp. 302-314
Persistent link: https://www.econbiz.de/10010642563
Saved in:
300
Recursive adjustment, unit root tests and structural breaks
Rodrigues, Paulo M. M.
- In:
Journal of Time Series Analysis
34
(
2013
)
1
,
pp. 62-82
Persistent link: https://www.econbiz.de/10010642564
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