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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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Kurozumi, Eiji
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Ling, Shiqing
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Chan, Ngai Hang
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Peng, Liang
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Perron, Pierre
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Aknouche, Abdelhakim
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Journal of Time Series Analysis
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Journal of time series analysis
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371
Efficient estimation and particle filter for max‐stable processes
Kunihama, Tsuyoshi
;
Omori, Yasuhiro
;
Zhang, Zhengjun
- In:
Journal of Time Series Analysis
33
(
2012
)
1
,
pp. 61-80
Persistent link: https://www.econbiz.de/10011036600
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372
Subsampling inference for the mean of heavy‐tailed long‐memory time series
Jach, Agnieszka
;
McElroy, Tucker
;
Politis, Dimitris N.
- In:
Journal of Time Series Analysis
33
(
2012
)
1
,
pp. 96-111
Persistent link: https://www.econbiz.de/10011036603
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373
A similarity‐based approach to time‐varying coefficient non‐stationary autoregression
Lieberman, Offer
- In:
Journal of Time Series Analysis
33
(
2012
)
3
,
pp. 484-502
Persistent link: https://www.econbiz.de/10011036606
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374
On robust tail index estimation for linear long‐memory processes
Beran, Jan
;
Das, Bikramjit
;
Schell, Dieter
- In:
Journal of Time Series Analysis
33
(
2012
)
3
,
pp. 406-423
Persistent link: https://www.econbiz.de/10011036609
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375
Weighted scatter estimation method of the GO‐GARCH models
Zheng, Lingyu
;
Wei, William W. S.
- In:
Journal of Time Series Analysis
33
(
2012
)
1
,
pp. 81-95
Persistent link: https://www.econbiz.de/10011036611
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376
A mixed INAR(p) model
Ristić, Miroslav M.
;
Nastić, Aleksandar S.
- In:
Journal of Time Series Analysis
33
(
2012
)
6
,
pp. 903-915
Persistent link: https://www.econbiz.de/10011036612
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377
Selection of weak VARMA models by modified Akaike's information criteria
Maïnassara, Y. Boubacar
- In:
Journal of Time Series Analysis
33
(
2012
)
1
,
pp. 121-130
Persistent link: https://www.econbiz.de/10011036616
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378
Non‐parametric testing for seasonally and periodically integrated processes
Castro, Tomás del Barrio
;
Osborn, Denise R.
- In:
Journal of Time Series Analysis
33
(
2012
)
3
,
pp. 424-437
Persistent link: https://www.econbiz.de/10011036619
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379
Change-point detection in panel data
Horváth, Lajos
;
Hušková, Marie
- In:
Journal of Time Series Analysis
33
(
2012
)
4
,
pp. 631-648
Persistent link: https://www.econbiz.de/10011036620
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380
Chi-squared portmanteau tests for structural VARMA models with uncorrelated errors
Katayama, Naoya
- In:
Journal of Time Series Analysis
33
(
2012
)
6
,
pp. 863-872
Persistent link: https://www.econbiz.de/10010596852
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