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Search: isPartOf:"Journal of Time Series Analysis"
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Autocovariance
2
characteristic function
2
functional time series
2
long‐range dependence
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vector autoregression
2
AR process
1
Adaptive group lasso
1
Asymptotic normality
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Short-Run
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US money demand
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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
5
Kim, Tae-Hwan
5
Klüppelberg, Claudia
5
Ombao, Hernando
5
Peng, Liang
5
Perron, Pierre
5
Psaradakis, Zacharias
5
Velasco, Carlos
5
Aknouche, Abdelhakim
4
Anderson, Paul L.
4
Arvanitis, Stelios
4
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Journal of Time Series Analysis
828
Journal of time series analysis
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RePEc
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Other ZBW resources
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EconStor
20
OLC EcoSci
14
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441
Testing for structural change of AR model to threshold AR model
Berkes, István
;
Horváth, Lajos
;
Ling, Shiqing
; …
- In:
Journal of Time Series Analysis
32
(
2011
)
5
,
pp. 547-565
Persistent link: https://www.econbiz.de/10009215456
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442
A p‐Order signed integer‐valued autoregressive (SINAR(p)) model
Kachour, M.
;
Truquet, L.
- In:
Journal of Time Series Analysis
32
(
2011
)
3
,
pp. 223-236
Persistent link: https://www.econbiz.de/10009215457
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443
A class of stochastic volatility models for environmental applications
Huang, Wenying
;
Wang, Ke
;
Breidt, F. Jay
;
Davis, Richard A.
- In:
Journal of Time Series Analysis
32
(
2011
)
07
,
pp. 364-377
Persistent link: https://www.econbiz.de/10009215458
Saved in:
444
Real‐time covariance estimation for the local level model
Triantafyllopoulos, K.
- In:
Journal of Time Series Analysis
32
(
2011
)
2
,
pp. 93-107
Persistent link: https://www.econbiz.de/10009215459
Saved in:
445
Testing non‐parametric hypotheses for stationary processes by estimating minimal distances
Dette, Holger
;
Kinsvater, Tatjana
;
Vetter, Mathias
- In:
Journal of Time Series Analysis
32
(
2011
)
5
,
pp. 447-461
Persistent link: https://www.econbiz.de/10009215460
Saved in:
446
Robust estimation of the scale and of the autocovariance function of Gaussian short‐ and long‐range dependent processes
Céline Lévy‐Leduc
;
Boistard, Hélène
;
Moulines, Eric
; …
- In:
Journal of Time Series Analysis
32
(
2011
)
2
,
pp. 135-156
Persistent link: https://www.econbiz.de/10009215461
Saved in:
447
Generalized least squares estimation for cointegration parameters under conditional heteroskedasticity
Herwartz, Helmut
;
Lütkepohl, Helmut
- In:
Journal of Time Series Analysis
32
(
2011
)
3
,
pp. 281-291
Persistent link: https://www.econbiz.de/10009215462
Saved in:
448
Robust estimation for the covariance matrix of multi‐variate time series
Kim, Byungsoo
;
Lee, Sangyeol
- In:
Journal of Time Series Analysis
32
(
2011
)
5
,
pp. 469-481
Persistent link: https://www.econbiz.de/10009215463
Saved in:
449
Editorial: Special issue on time series in the environmental sciences
Cressie, Noel
;
Holan, Scott H.
- In:
Journal of Time Series Analysis
32
(
2011
)
07
,
pp. 337-338
Persistent link: https://www.econbiz.de/10009215464
Saved in:
450
Optimal statistical inference in financial engineering
Terdik, György
- In:
Journal of Time Series Analysis
32
(
2011
)
1
,
pp. 92-92
Persistent link: https://www.econbiz.de/10009215465
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