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Search: isPartOf:"Journal of Time Series Analysis"
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Autocovariance
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Taylor, A. M. Robert
10
Politis, Dimitris N.
9
Davis, Richard A.
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Taylor, Robert
8
Dette, Holger
7
Fokianos, Konstantinos
7
Paparoditis, Efstathios
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Taqqu, Murad S.
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Beran, Jan
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Francq, Christian
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Horváth, Lajos
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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
5
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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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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EconStor
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31
Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions
Schweikert, Karsten
- In:
Journal of Time Series Analysis
43
(
2021
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10012538249
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32
State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data
Chun, Dohyun
;
Kim, Donggyu
- In:
Journal of Time Series Analysis
43
(
2021
)
1
,
pp. 105-124
Persistent link: https://www.econbiz.de/10012538250
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33
On the Relationship between Uhlig Extended and beta‐Bartlett Processes
Peña, Víctor
;
Irie, Kaoru
- In:
Journal of Time Series Analysis
43
(
2021
)
1
,
pp. 147-153
Persistent link: https://www.econbiz.de/10012538251
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34
Generalized autoregressive moving average models with GARCH errors
Zheng, Tingguo
;
Xiao, Han
;
Chen, Rong
- In:
Journal of Time Series Analysis
43
(
2021
)
1
,
pp. 125-146
Persistent link: https://www.econbiz.de/10012636163
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35
Autoregressive density modeling with the Gaussian process mixture transition distribution
Heiner, Matthew
;
Kottas, Athanasios
- In:
Journal of Time Series Analysis
43
(
2021
)
2
,
pp. 157-177
Persistent link: https://www.econbiz.de/10012636164
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36
Simultaneous inference for autocovariances based on autoregressive sieve bootstrap
Braumann, Alexander
;
Kreiß, Jens-Peter
;
Meyer, Marco
- In:
Journal of Time Series Analysis
42
(
2021
)
5-6
,
pp. 534-553
Persistent link: https://www.econbiz.de/10012636165
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37
Integer‐valued asymmetric garch modeling
Hu, Xiaofei
;
Andrews, Beth
- In:
Journal of Time Series Analysis
42
(
2021
)
5-6
,
pp. 737-751
Persistent link: https://www.econbiz.de/10012636166
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38
TIME SERIES : A FIRST COURSE WITH BOOTSTRAP STARTER, by Tucker S.McElroy and Dimitris N.Politis. Published by CRC Press, 2020. 586 pp. ISBN: 9781439876510
Aue, Alexander
- In:
Journal of Time Series Analysis
43
(
2021
)
2
,
pp. 341-342
Persistent link: https://www.econbiz.de/10012636167
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39
On causal and non‐causal cointegrated vector autoregressive time series
Rygh Swensen, Anders
- In:
Journal of Time Series Analysis
43
(
2021
)
2
,
pp. 178-196
Persistent link: https://www.econbiz.de/10012636168
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40
Seasonal functional autoregressive models
Zamani, Atefeh
;
Haghbin, Hossein
;
Hashemi, Maryam
; …
- In:
Journal of Time Series Analysis
43
(
2021
)
2
,
pp. 197-218
Persistent link: https://www.econbiz.de/10012636169
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