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Search: isPartOf:"Journal of Time Series Analysis"
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Autocovariance
2
characteristic function
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functional time series
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long‐range dependence
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vector autoregression
2
AR process
1
Adaptive group lasso
1
Asymptotic normality
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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
Rao, T. Subba
7
Taqqu, Murad S.
7
Beran, Jan
6
Boshnakov, Georgi N.
6
Francq, Christian
6
Harvey, David I.
6
Horváth, Lajos
6
Kapetanios, George
6
Kokoszka, Piotr
6
Kurozumi, Eiji
6
Leybourne, Stephen J.
6
Li, Dong
6
Ling, Shiqing
6
Nielsen, Morten Ørregaard
6
Phillips, Peter C. B.
6
Taniguchi, Masanobu
6
Westerlund, Joakim
6
Zhu, Fukang
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Aue, Alexander
5
Brockwell, Peter J.
5
Chambers, Marcus J.
5
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
5
Psaradakis, Zacharias
5
Velasco, Carlos
5
Aknouche, Abdelhakim
4
Anderson, Paul L.
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Journal of Time Series Analysis
828
Journal of time series analysis
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EconStor
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381
Least squares estimation of ARCH models with missing observations
Bondon, Pascal
;
Bahamonde, Natalia
- In:
Journal of Time Series Analysis
33
(
2012
)
6
,
pp. 880-891
Persistent link: https://www.econbiz.de/10010596853
Saved in:
382
First-order integer valued AR processes with zero inflated poisson innovations
Jazi, Mansour Aghababaei
;
Jones, Geoff
;
Lai, Chin-Diew
- In:
Journal of Time Series Analysis
33
(
2012
)
6
,
pp. 954-963
Persistent link: https://www.econbiz.de/10010596854
Saved in:
383
A note on moving-average models with feedback
Li, Dong
- In:
Journal of Time Series Analysis
33
(
2012
)
6
,
pp. 873-879
Persistent link: https://www.econbiz.de/10010596855
Saved in:
384
A Family of Markov-Switching Garch Processes
Liu, Ji-Chun
- In:
Journal of Time Series Analysis
33
(
2012
)
6
,
pp. 892-902
Persistent link: https://www.econbiz.de/10010596856
Saved in:
385
Subsampling inference for the autocovariances and autocorrelations of long-memory heavy- tailed linear time series
McElroy, Tucker
;
Jach, Agnieszka
- In:
Journal of Time Series Analysis
33
(
2012
)
6
,
pp. 935-953
Persistent link: https://www.econbiz.de/10010596857
Saved in:
386
Book Review
Turkman, K. F.
- In:
Journal of Time Series Analysis
33
(
2012
)
6
,
pp. 964-964
Persistent link: https://www.econbiz.de/10010596858
Saved in:
387
Non-stationary autoregressive processes with infinite variance
Chan, Ngai Hang
;
Zhang, Rongmao
- In:
Journal of Time Series Analysis
33
(
2012
)
6
,
pp. 916-934
Persistent link: https://www.econbiz.de/10010596859
Saved in:
388
Generalized information criterion
Taniguchi, Masanobu
;
Hirukawa, Junichi
- In:
Journal of Time Series Analysis
33
(
2012
)
2
,
pp. 287-297
Persistent link: https://www.econbiz.de/10010543912
Saved in:
389
Unit root bootstrap tests under infinite variance
Moreno, Marta
;
Romo, Juan
- In:
Journal of Time Series Analysis
33
(
2012
)
1
,
pp. 32-47
Persistent link: https://www.econbiz.de/10010543913
Saved in:
390
Non–Parametric Econometrics
Kokoszka, Piotr S.
- In:
Journal of Time Series Analysis
33
(
2012
)
1
,
pp. 175-175
Persistent link: https://www.econbiz.de/10010543914
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