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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
10
Politis, Dimitris N.
9
Davis, Richard A.
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8
Dette, Holger
7
Fokianos, Konstantinos
7
Paparoditis, Efstathios
7
Rao, T. Subba
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Taqqu, Murad S.
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Beran, Jan
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Boshnakov, Georgi N.
6
Francq, Christian
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Harvey, David I.
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Horváth, Lajos
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Kapetanios, George
6
Kokoszka, Piotr
6
Kurozumi, Eiji
6
Leybourne, Stephen J.
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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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Klüppelberg, Claudia
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Ombao, Hernando
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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
4
Anderson, Paul L.
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Journal of Time Series Analysis
828
Journal of time series analysis
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401
Maximum entropy models for general lag patterns
Boshnakov, Georgi N.
;
Iqelan, Bisher M.
- In:
Journal of Time Series Analysis
33
(
2012
)
1
,
pp. 112-120
Persistent link: https://www.econbiz.de/10010543925
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402
Overlapped grouping periodogram test for detecting multiple hidden periodicities in mixed spectra
Wen, Qiuzi H.
;
Wong, Augustine
;
Wang, Xiaolan L.
- In:
Journal of Time Series Analysis
33
(
2012
)
2
,
pp. 255-268
Persistent link: https://www.econbiz.de/10010543926
Saved in:
403
Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model
Zhu, Ke
;
Ling, Shiqing
- In:
Journal of Time Series Analysis
33
(
2012
)
2
,
pp. 223-232
Persistent link: https://www.econbiz.de/10010543927
Saved in:
404
Periodic autoregressive model identification using genetic algorithms
Ursu, Eugen
;
Turkman, Kamil Feridun
- In:
Journal of Time Series Analysis
33
(
2012
)
3
,
pp. 398-405
Persistent link: https://www.econbiz.de/10010543928
Saved in:
405
Statistical Methods for Trend Detection and Analysis in the Environmental Sciences
Rao, Tata Subba
- In:
Journal of Time Series Analysis
33
(
2012
)
1
,
pp. 176-176
Persistent link: https://www.econbiz.de/10010543929
Saved in:
406
Nonlinear spectral density estimation: thresholding the correlogram
Paparoditis, Efstathios
;
Politis, Dimitris N.
- In:
Journal of Time Series Analysis
33
(
2012
)
3
,
pp. 386-397
Persistent link: https://www.econbiz.de/10010543930
Saved in:
407
A single series representation of multiple independent ARMA processes
Bowden, Ross S.
;
Clarke, Brenton R.
- In:
Journal of Time Series Analysis
33
(
2012
)
2
,
pp. 304-311
Persistent link: https://www.econbiz.de/10010543931
Saved in:
408
Limit theorems for the discount sums of moving averages
Chu, Ba
- In:
Journal of Time Series Analysis
33
(
2012
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10010543932
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409
The restricted likelihood ratio test for autoregressive processes
Chen, Willa W.
;
Deo, Rohit S.
- In:
Journal of Time Series Analysis
33
(
2012
)
2
,
pp. 325-339
Persistent link: https://www.econbiz.de/10010543933
Saved in:
410
Inference about long run canonical correlations
Dovonon, Prosper
;
Hall, Alastair R.
;
Jana, Kalidas
- In:
Journal of Time Series Analysis
33
(
2012
)
4
,
pp. 665-683
Persistent link: https://www.econbiz.de/10010568314
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