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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
10
Politis, Dimitris N.
9
Davis, Richard A.
8
Taylor, Robert
8
Dette, Holger
7
Fokianos, Konstantinos
7
Paparoditis, Efstathios
7
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Taqqu, Murad S.
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Francq, Christian
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Horváth, Lajos
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6
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6
Kurozumi, Eiji
6
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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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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
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Journal of Time Series Analysis
828
Journal of time series analysis
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EconStor
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311
Empirical determination of the frequencies of an almost periodic time series
Dehay, D.
;
Hurd, H. L.
- In:
Journal of Time Series Analysis
34
(
2013
)
2
,
pp. 262-279
Persistent link: https://www.econbiz.de/10010642575
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312
Weak identification in the ESTAR model and a new model
Heinen, Florian
;
Michael, Stefanie
;
Sibbertsen, Philipp
- In:
Journal of Time Series Analysis
34
(
2013
)
2
,
pp. 238-261
Persistent link: https://www.econbiz.de/10010642576
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313
Unit root testing with stationary covariates and a structural break in the trend function
Fossati, Sebastian
- In:
Journal of Time Series Analysis
34
(
2013
)
3
,
pp. 368-384
Persistent link: https://www.econbiz.de/10010642577
Saved in:
314
Climate Time Series Analysis: Classical Statistical and Bootstrap Methods
Parnell, Andrew C.
- In:
Journal of Time Series Analysis
34
(
2013
)
2
,
pp. 281-281
Persistent link: https://www.econbiz.de/10010642578
Saved in:
315
Score statistics for testing serial dependence in count data
Sun, Jiajing
;
McCabe, Brendan P.
- In:
Journal of Time Series Analysis
34
(
2013
)
3
,
pp. 315-329
Persistent link: https://www.econbiz.de/10010642579
Saved in:
316
A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach
Zhu, Ke.
- In:
Journal of Time Series Analysis
34
(
2013
)
2
,
pp. 230-237
Persistent link: https://www.econbiz.de/10010642580
Saved in:
317
Editorial
Taylor, Robert
- In:
Journal of Time Series Analysis
34
(
2013
)
2
,
pp. 139-140
Persistent link: https://www.econbiz.de/10010642581
Saved in:
318
Forecasting with prediction intervals for periodic autoregressive moving average models
Anderson, Paul L.
;
Meerschaert, Mark M.
;
Zhang, Kai
- In:
Journal of Time Series Analysis
34
(
2013
)
2
,
pp. 187-193
Persistent link: https://www.econbiz.de/10010642582
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319
Rate of convergence in the central limit theorem for parameter estimation in a causal, invertible ARMA(p, q) model
Roy, Sugata Sen
;
Bhattacharya, Sankha
- In:
Journal of Time Series Analysis
34
(
2013
)
1
,
pp. 130-137
Persistent link: https://www.econbiz.de/10010642583
Saved in:
320
Integration of CARMA processes and spot volatility modelling
Brockwell, Peter
;
Lindner, Alexander
- In:
Journal of Time Series Analysis
34
(
2013
)
2
,
pp. 156-167
Persistent link: https://www.econbiz.de/10010642584
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