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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
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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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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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421
The Nicholson blowfly experiments: some history and EDA
Brillinger, David R.
- In:
Journal of Time Series Analysis
33
(
2012
)
5
,
pp. 718-723
Persistent link: https://www.econbiz.de/10010568325
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422
A new Bayesian approach to quantile autoregressive time series model estimation and forecasting
Cai, Yuzhi
;
Stander, Julian
;
Davies, Neville
- In:
Journal of Time Series Analysis
33
(
2012
)
4
,
pp. 684-698
Persistent link: https://www.econbiz.de/10010568326
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423
Autocovariance structures for radial averages in small-angle X-ray scattering experiments
Breidt, F. Jay
;
Erciulescu, Andreea
;
Woerd, Mark van der
- In:
Journal of Time Series Analysis
33
(
2012
)
5
,
pp. 704-717
Persistent link: https://www.econbiz.de/10010568327
Saved in:
424
Quantifying the uncertainty in change points
Nam, Christopher F. H.
;
Aston, John A. D.
;
Johansen, Adam M.
- In:
Journal of Time Series Analysis
33
(
2012
)
5
,
pp. 807-823
Persistent link: https://www.econbiz.de/10010568328
Saved in:
425
Modelling the nonlinear time dynamics of multidimensional hormonal systems
Keenan, Daniel M.
;
Wang, Xin
;
Pincus, Steven M.
; …
- In:
Journal of Time Series Analysis
33
(
2012
)
5
,
pp. 779-796
Persistent link: https://www.econbiz.de/10010568329
Saved in:
426
Statistical challenges in microrheology
Didier, Gustavo
;
McKinley, Scott A.
;
Hill, David B.
; …
- In:
Journal of Time Series Analysis
33
(
2012
)
5
,
pp. 724-743
Persistent link: https://www.econbiz.de/10010568330
Saved in:
427
Non-parametric smoothing and prediction for nonlinear circular time series
Marzio, Macro Di
;
Panzera, Agnese
;
Taylor, Charles C.
- In:
Journal of Time Series Analysis
33
(
2012
)
4
,
pp. 620-630
Persistent link: https://www.econbiz.de/10010568331
Saved in:
428
Maximum likelihood estimation for nearly non-stationary stable autoregressive processes
Zhang, Rong-Mao
;
Chan, Ngai Hang
- In:
Journal of Time Series Analysis
33
(
2012
)
4
,
pp. 542-553
Persistent link: https://www.econbiz.de/10010568332
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429
A test for independence between a point process and an analogue signal
Solo, Victor
;
Pasha, Ahmed
- In:
Journal of Time Series Analysis
33
(
2012
)
5
,
pp. 824-840
Persistent link: https://www.econbiz.de/10010568333
Saved in:
430
Extreme value analysis of optimal level-crossing prediction for linear Gaussian processes
Martin, Rodney A.
- In:
Journal of Time Series Analysis
33
(
2012
)
4
,
pp. 583-607
Persistent link: https://www.econbiz.de/10010568334
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