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Search: isPartOf:"Journal of Time Series Analysis"
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Autocovariance
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long‐range dependence
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Taylor, A. M. Robert
10
Politis, Dimitris N.
9
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8
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7
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7
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Kurozumi, Eiji
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Chan, Ngai Hang
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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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341
BOOTSTRAP FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS
Fink, Thorsten
;
Kreiss, Jens-Peter
- In:
Journal of Time Series Analysis
34
(
2013
)
6
,
pp. 646-667
Persistent link: https://www.econbiz.de/10010713461
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342
Continuous-time autoregressive moving average processes in discrete time: representation and embeddability
Thornton, Michael A.
;
Chambers, Marcus J.
- In:
Journal of Time Series Analysis
34
(
2013
)
5
,
pp. 552-561
Persistent link: https://www.econbiz.de/10010713462
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343
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/10010135516
Saved in:
344
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/10010135517
Saved in:
345
A bootstrap test for additive outliers in non‐stationary time series
Astill, Sam
;
Harvey, David I.
;
Robert Taylor, A. M.
- In:
Journal of time series analysis
34
(
2013
)
4
,
pp. 454-465
Persistent link: https://www.econbiz.de/10010135518
Saved in:
346
A geometric time series model with dependent Bernoulli counting series
Ristić, Miroslav M.
;
Nastić, Aleksandar S.
;
Miletić …
- In:
Journal of time series analysis
34
(
2013
)
4
,
pp. 466-476
Persistent link: https://www.econbiz.de/10010135519
Saved in:
347
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/10010135520
Saved in:
348
Distributions for residual autocovariances in parsimonious periodic vector autoregressive models with applications
Duchesne, Pierre
;
Lafaye de Micheaux, Pierre
- In:
Journal of time series analysis
34
(
2013
)
4
,
pp. 496-507
Persistent link: https://www.econbiz.de/10010135521
Saved in:
349
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/10010135522
Saved in:
350
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/10010168564
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