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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
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7
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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.
6
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
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Brockwell, Peter J.
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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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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
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Journal of Time Series Analysis
828
Journal of time series analysis
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321
Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trends
McCloskey, Adam
- In:
Journal of Time Series Analysis
34
(
2013
)
3
,
pp. 285-301
Persistent link: https://www.econbiz.de/10010642585
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322
Spatial statistics and spatio-temporal data
Rao, T Subba
- In:
Journal of Time Series Analysis
34
(
2013
)
2
,
pp. 280-280
Persistent link: https://www.econbiz.de/10010642586
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323
Estimation of vector error correction models with mixed-frequency data
Seong, Byeongchan
;
Ahn, Sung K.
;
Zadrozny, Peter A.
- In:
Journal of Time Series Analysis
34
(
2013
)
2
,
pp. 194-205
Persistent link: https://www.econbiz.de/10010642587
Saved in:
324
Book Review
Kokoszka, Plotr S.
- In:
Journal of Time Series Analysis
34
(
2013
)
1
,
pp. 138-138
Persistent link: https://www.econbiz.de/10010642588
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325
A note on non-parametric testing for Gaussian innovations in AR–ARCH models
Neumeyer, Natalie
;
Selk, Leonie
- In:
Journal of Time Series Analysis
34
(
2013
)
3
,
pp. 362-367
Persistent link: https://www.econbiz.de/10010642589
Saved in:
326
Combining non-cointegration tests
Bayer, Christian
;
Hanck, Christoph
- In:
Journal of Time Series Analysis
34
(
2013
)
1
,
pp. 83-95
Persistent link: https://www.econbiz.de/10010642590
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327
A NON-GAUSSIAN FAMILY OF STATE-SPACE MODELS WITH EXACT MARGINAL LIKELIHOOD
Gamerman, Dani
;
Santos, Thiago Rezende
;
Franco, Glaura C.
- In:
Journal of Time Series Analysis
34
(
2013
)
6
,
pp. 625-645
Persistent link: https://www.econbiz.de/10010713447
Saved in:
328
ON MIXTURE MEMORY GARCH MODELS
Li, Muyi
;
Li, Wai Keung
;
Li, Guodong
- In:
Journal of Time Series Analysis
34
(
2013
)
6
,
pp. 606-624
Persistent link: https://www.econbiz.de/10010713448
Saved in:
329
Editorial Announcement
Taylor, Robert
- In:
Journal of Time Series Analysis
34
(
2013
)
6
,
pp. 605-605
Persistent link: https://www.econbiz.de/10010713449
Saved in:
330
A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending
Westerlund, Joakim
- In:
Journal of Time Series Analysis
34
(
2013
)
4
,
pp. 477-495
Persistent link: https://www.econbiz.de/10010713450
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