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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
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Politis, Dimitris N.
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7
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Ling, Shiqing
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Chan, Ngai Hang
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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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331
Gaussian inference in general AR(1) models based on difference
Chen, Jhih-Gang
;
Kuo, Biing-Shen
- In:
Journal of Time Series Analysis
34
(
2013
)
4
,
pp. 447-453
Persistent link: https://www.econbiz.de/10010713451
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332
Inference for non-stationary time-series autoregression
Zhou, Zhou
- In:
Journal of Time Series Analysis
34
(
2013
)
4
,
pp. 508-516
Persistent link: https://www.econbiz.de/10010713452
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333
MULTIVARIATE LIMIT THEOREMS IN THE CONTEXT OF LONG-RANGE DEPENDENCE
Bai, Shuyang
;
Taqqu, Murad S.
- In:
Journal of Time Series Analysis
34
(
2013
)
6
,
pp. 717-743
Persistent link: https://www.econbiz.de/10010713453
Saved in:
334
Effect of temporal aggregation on multiple time series in the frequency domain
Hassler, Uwe
- In:
Journal of Time Series Analysis
34
(
2013
)
5
,
pp. 562-573
Persistent link: https://www.econbiz.de/10010713454
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335
Spectral estimates for high-frequency sampled continuous-time autoregressive moving average processes
Fasen, Vicky
;
Fuchs, Florian
- In:
Journal of Time Series Analysis
34
(
2013
)
5
,
pp. 532-551
Persistent link: https://www.econbiz.de/10010713455
Saved in:
336
Distributions for residual autocovariances in parsimonious periodic vector autoregressive models with applications
Duchesne, Pierre
;
Micheaux, Pierre Lafaye de
- In:
Journal of Time Series Analysis
34
(
2013
)
4
,
pp. 496-507
Persistent link: https://www.econbiz.de/10010713456
Saved in:
337
Inference for single and multiple change-points in time series
Jandhyala, Venkata
;
Fotopoulos, Stergios
;
MacNeill, Ian
; …
- In:
Journal of Time Series Analysis
34
(
2013
)
4
,
pp. 423-446
Persistent link: https://www.econbiz.de/10010713457
Saved in:
338
Estimation of stationary autoregressive models with the Bayesian LASSO
Schmidt, Daniel F.
;
Makalic, Enes
- In:
Journal of Time Series Analysis
34
(
2013
)
5
,
pp. 517-531
Persistent link: https://www.econbiz.de/10010713458
Saved in:
339
Transformation to approximate independence for locally stationary Gaussian processes
Guinness, Joseph
;
Stein, Michael L.
- In:
Journal of Time Series Analysis
34
(
2013
)
5
,
pp. 574-590
Persistent link: https://www.econbiz.de/10010713459
Saved in:
340
Frequency domain generalized empirical likelihood method
Kakizawa, Yoshihide
- In:
Journal of Time Series Analysis
34
(
2013
)
6
,
pp. 691-716
Persistent link: https://www.econbiz.de/10010713460
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