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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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Adaptive group lasso
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Taylor, A. M. Robert
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Politis, Dimitris N.
9
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8
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7
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7
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7
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Taqqu, Murad S.
7
Beran, Jan
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Boshnakov, Georgi N.
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Francq, Christian
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Harvey, David I.
6
Horváth, Lajos
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6
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6
Kurozumi, Eiji
6
Leybourne, Stephen J.
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Li, Dong
6
Ling, Shiqing
6
Nielsen, Morten Ørregaard
6
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.
5
Chambers, Marcus J.
5
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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EconStor
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471
Space‐time modelling of trends in temperature series
Craigmile, Peter F.
;
Guttorp, Peter
- In:
Journal of Time Series Analysis
32
(
2011
)
07
,
pp. 378-395
Persistent link: https://www.econbiz.de/10009215486
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472
Multi‐variate time‐series simulation
Cai, Yuzhi
- In:
Journal of Time Series Analysis
32
(
2011
)
5
,
pp. 566-579
Persistent link: https://www.econbiz.de/10009215487
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473
A prediction‐residual approach for identifying rare events in periodic time series
Gong, Zhiyun
;
Kiessler, Peter
;
Lund, Robert
- In:
Journal of Time Series Analysis
32
(
2011
)
07
,
pp. 407-419
Persistent link: https://www.econbiz.de/10009215488
Saved in:
474
Time‐varying multi‐regime models fitting by genetic algorithms
Battaglia, Francesco
;
Protopapas, Mattheos K.
- In:
Journal of Time Series Analysis
32
(
2011
)
3
,
pp. 237-252
Persistent link: https://www.econbiz.de/10009215489
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475
A negative binomial integer‐valued GARCH model
Zhu, Fukang
- In:
Journal of Time Series Analysis
32
(
2011
)
1
,
pp. 54-67
Persistent link: https://www.econbiz.de/10009215490
Saved in:
476
Time series analysis based on running Mann‐Whitney Z Statistics
Mauget, Steve
- In:
Journal of Time Series Analysis
32
(
2011
)
1
,
pp. 47-53
Persistent link: https://www.econbiz.de/10009215491
Saved in:
477
Classification, parameter estimation and state estimation ‐ an engineering approach using MATLAB
Rao, T. Subba
- In:
Journal of Time Series Analysis
32
(
2011
)
2
,
pp. 194-194
Persistent link: https://www.econbiz.de/10009215492
Saved in:
478
Empirical likelihood inference for random coefficient INAR(p) process
Zhang, Haixiang
;
Wang, Dehui
;
Zhu, Fukang
- In:
Journal of Time Series Analysis
32
(
2011
)
3
,
pp. 195-203
Persistent link: https://www.econbiz.de/10009215493
Saved in:
479
On limiting spectral distribution of large sample covariance matrices by VARMA(p,q)
Wang, Cheng
;
Jin, Baisuo
;
Miao, Baiqi
- In:
Journal of Time Series Analysis
32
(
2011
)
5
,
pp. 539-546
Persistent link: https://www.econbiz.de/10009215494
Saved in:
480
Stability conditions for heteroscedastic factor models with conditionally autoregressive betas
Christodoulakis, George A
;
Satchell, Stephen E
- In:
Journal of Time Series Analysis
32
(
2011
)
5
,
pp. 482-497
Persistent link: https://www.econbiz.de/10009215495
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