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Search: isPartOf:"Journal of Time Series Analysis"
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Autocovariance
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Taylor, A. M. Robert
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Politis, Dimitris N.
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Journal of Time Series Analysis
828
Journal of time series analysis
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301
Estimation for non-negative time series with heavy-tail innovations
Bartlett, A.
;
McCormick, W. P.
- In:
Journal of Time Series Analysis
34
(
2013
)
1
,
pp. 96-115
Persistent link: https://www.econbiz.de/10010642565
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302
Determining the order of the functional autoregressive model
Kokoszka, Piotr
;
Reimherr, Matthew
- In:
Journal of Time Series Analysis
34
(
2013
)
1
,
pp. 116-129
Persistent link: https://www.econbiz.de/10010642566
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303
On composite likelihood estimation of a multivariate INAR(1) model
Pedeli, Xanthi
;
Karlis, Dimitris
- In:
Journal of Time Series Analysis
34
(
2013
)
2
,
pp. 206-220
Persistent link: https://www.econbiz.de/10010642567
Saved in:
304
Moment tests for window length selection in singular spectrum analysis of short– and long–memory processes
Khan, Md Atikur Rahman
;
Poskitt, D. S.
- In:
Journal of Time Series Analysis
34
(
2013
)
2
,
pp. 141-155
Persistent link: https://www.econbiz.de/10010642568
Saved in:
305
Least tail-trimmed squares for infinite variance autoregressions
Hill, Jonathan B.
- In:
Journal of Time Series Analysis
34
(
2013
)
2
,
pp. 168-186
Persistent link: https://www.econbiz.de/10010642569
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306
Economic Time Series: Modeling and Seasonality
Hall, Alastair R.
- In:
Journal of Time Series Analysis
34
(
2013
)
2
,
pp. 282-283
Persistent link: https://www.econbiz.de/10010642570
Saved in:
307
Testing for parameter constancy in non-Gaussian time series
Han, Lu
;
McCabe, Brendan
- In:
Journal of Time Series Analysis
34
(
2013
)
1
,
pp. 17-29
Persistent link: https://www.econbiz.de/10010642571
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308
The power of unit root tests against nonlinear local alternatives
Demetrescu, Matei
;
Kruse, Robinson
- In:
Journal of Time Series Analysis
34
(
2013
)
1
,
pp. 40-61
Persistent link: https://www.econbiz.de/10010642572
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309
Optimal convergence rates in non-parametric regression with fractional time series errors
Feng, Yuanhua
;
Beran, Jan
- In:
Journal of Time Series Analysis
34
(
2013
)
1
,
pp. 30-39
Persistent link: https://www.econbiz.de/10010642573
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310
A class of optimal tests for contemporaneous non-causality in VAR models
Bramati, Maria Caterina
- In:
Journal of Time Series Analysis
34
(
2013
)
3
,
pp. 330-344
Persistent link: https://www.econbiz.de/10010642574
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