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Search: isPartOf:"Journal of Time Series Analysis"
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Autocovariance
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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
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Taqqu, Murad S.
7
Beran, Jan
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Boshnakov, Georgi N.
6
Francq, Christian
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Harvey, David I.
6
Horváth, Lajos
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Kapetanios, George
6
Kokoszka, Piotr
6
Kurozumi, Eiji
6
Leybourne, Stephen J.
6
Li, Dong
6
Ling, Shiqing
6
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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61
Moment estimators for parameters of Lévy‐driven Ornstein–Uhlenbeck processes
Wu, Yanfeng
;
Hu, Jian-Qiang
;
Yang, Xiangyu
- In:
Journal of Time Series Analysis
43
(
2021
)
4
,
pp. 610-639
Persistent link: https://www.econbiz.de/10012810369
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62
Editorial Announcement
Taylor, Robert
- In:
Journal of Time Series Analysis
43
(
2021
)
1
,
pp. 4-4
Persistent link: https://www.econbiz.de/10012810370
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63
Conditional quantile analysis for realized GARCH models
Kim, Donggyu
;
Oh, Minseog
;
Wang, Yazhen
- In:
Journal of Time Series Analysis
43
(
2021
)
4
,
pp. 640-665
Persistent link: https://www.econbiz.de/10012810371
Saved in:
64
Testing the volatility jumps based on the high frequency data
Liu, Guangying
;
Liu, Meiyao
;
Lin, Jinguan
- In:
Journal of Time Series Analysis
43
(
2021
)
5
,
pp. 669-694
Persistent link: https://www.econbiz.de/10012810372
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65
Rank test of unit‐root hypothesis with AR‐GARCH errors
Liao, Guili
;
Liu, Qimeng
;
Zhang, Rongmao
;
Zhang, Shifang
- In:
Journal of Time Series Analysis
43
(
2021
)
5
,
pp. 695-719
Persistent link: https://www.econbiz.de/10012810373
Saved in:
66
Estimation and inference in adaptive learning models with slowly decreasing gains
Mayer, Alexander
- In:
Journal of Time Series Analysis
43
(
2021
)
5
,
pp. 720-749
Persistent link: https://www.econbiz.de/10012810374
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67
Asymptotic Independence ex machina – Extreme Value Theory for the Diagonal SRE Model
Mentemeier, Sebastian
;
Wintenberger, Olivier
- In:
Journal of Time Series Analysis
(
2021
)
Persistent link: https://www.econbiz.de/10012810375
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68
QUASI‐MAXIMUM LIKELIHOOD AND THE KERNEL BLOCK BOOTSTRAP FOR NONLINEAR DYNAMIC MODELS
Parente, Paulo M. D. C.
;
Smith, Richard J.
- In:
Journal of Time Series Analysis
(
2021
)
Persistent link: https://www.econbiz.de/10012410068
Saved in:
69
Identifiability of structural singular vector autoregressive models
Funovits, Bernd
;
Braumann, Alexander
- In:
Journal of Time Series Analysis
(
2021
)
Persistent link: https://www.econbiz.de/10012410070
Saved in:
70
Local Whittle estimation of long‐range dependence for functional time series
Li, Degui
;
Robinson, Peter M.
;
Shang, Han Lin
- In:
Journal of Time Series Analysis
42
(
2021
)
5-6
,
pp. 685-695
Persistent link: https://www.econbiz.de/10012410071
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