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Search: isPartOf:"Journal of Time Series Analysis"
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Autocovariance
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characteristic function
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functional time series
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long‐range dependence
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vector autoregression
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1
Adaptive group lasso
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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
6
Aue, Alexander
5
Brockwell, Peter J.
5
Chambers, Marcus J.
5
Chan, Ngai Hang
5
Hassler, Uwe
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Kim, Tae-Hwan
5
Klüppelberg, Claudia
5
Ombao, Hernando
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Peng, Liang
5
Perron, Pierre
5
Psaradakis, Zacharias
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Velasco, Carlos
5
Aknouche, Abdelhakim
4
Anderson, Paul L.
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Arvanitis, Stelios
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Journal of Time Series Analysis
828
Journal of time series analysis
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EconStor
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OLC EcoSci
14
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431
A simple test of changes in mean in the possible presence of long‐range dependence
Shao, Xiaofeng
- In:
Journal of Time Series Analysis
32
(
2011
)
6
,
pp. 598-606
Persistent link: https://www.econbiz.de/10011036588
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432
Testing for co‐integration and nonlinear adjustment in a smooth transition error correction model
Kılıç, Rehim
- In:
Journal of Time Series Analysis
32
(
2011
)
6
,
pp. 647-660
Persistent link: https://www.econbiz.de/10011036598
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433
Akaike’s information criterion correction for the least‐squares autoregressive spectral estimator
Ioannidis, Evangelos E.
- In:
Journal of Time Series Analysis
32
(
2011
)
6
,
pp. 618-630
Persistent link: https://www.econbiz.de/10011036608
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434
Dynamic spatial Bayesian models for radioactivity deposition
De, Swarup
;
Faria, Álvaro E.
- In:
Journal of Time Series Analysis
32
(
2011
)
6
,
pp. 607-617
Persistent link: https://www.econbiz.de/10011036614
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435
Local power of likelihood‐based tests for cointegrating rank: Comparative analysis of full and partial systems
Kurita, Takamitsu
- In:
Journal of Time Series Analysis
32
(
2011
)
6
,
pp. 672-679
Persistent link: https://www.econbiz.de/10011036618
Saved in:
436
Broadband semi‐parametric estimation of long‐memory time series by fractional exponential models
Narukawa, Masaki
;
Matsuda, Yasumasa
- In:
Journal of Time Series Analysis
32
(
2011
)
2
,
pp. 175-193
Persistent link: https://www.econbiz.de/10009215451
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437
Spatio‐temporal smoothing and EM estimation for massive remote‐sensing data sets
Katzfuss, Matthias
;
Cressie, Noel
- In:
Journal of Time Series Analysis
32
(
2011
)
07
,
pp. 430-446
Persistent link: https://www.econbiz.de/10009215452
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438
Solutions of Yule‐Walker equations for singular AR processes
Chen, Weitian
;
Anderson, Brian D.O.
;
Deistler, Manfred
; …
- In:
Journal of Time Series Analysis
32
(
2011
)
5
,
pp. 531-538
Persistent link: https://www.econbiz.de/10009215453
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439
On processes with hyperbolically decaying autocorrelations
Dębowski, Łukasz
- In:
Journal of Time Series Analysis
32
(
2011
)
5
,
pp. 580-584
Persistent link: https://www.econbiz.de/10009215454
Saved in:
440
Stationary bootstrapping for non‐parametric estimator of nonlinear autoregressive model
Hwang, Eunju
;
Shin, Dong Wan
- In:
Journal of Time Series Analysis
32
(
2011
)
3
,
pp. 292-303
Persistent link: https://www.econbiz.de/10009215455
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