Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: isPartOf:"Journal of Time Series Analysis"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Autocovariance
2
characteristic function
2
functional time series
2
long‐range dependence
2
vector autoregression
2
AR process
1
Adaptive group lasso
1
Asymptotic normality
1
Asymptotics
1
Banach space
1
Binary data
1
Brown‐Resnick process
1
CARMA process
1
Cartesian product space
1
Change point analysis
1
Circular time series
1
Cointegration
1
Common Stochastic Trend
1
Cross-Spectrum
1
Dependent multiplier bootstrap
1
Directed graphs
1
Dynamic models
1
Frequency Domain Anlysis
1
GARCH
1
GEE
1
GM‐estimator
1
Gaussian subordination
1
Impulse responses
1
LS‐estimator
1
Long-Run
1
Markov chain
1
QMLE
1
SLLN
1
Short-Run
1
Spatiotemporal process
1
Spectral Analysis
1
Spectrum
1
Stein's method
1
Stochastic recurrence equations
1
US money demand
1
more ...
less ...
Online availability
All
Undetermined
398
Free
20
Type of publication
All
Article
842
Type of publication (narrower categories)
All
Article
20
Language
All
Undetermined
609
English
233
Author
All
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
more ...
less ...
Published in...
All
Journal of Time Series Analysis
828
Journal of time series analysis
14
Source
All
RePEc
595
Other ZBW resources
213
EconStor
20
OLC EcoSci
14
Showing
71
-
80
of
842
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
71
Asymptotic theory for QMLE for the real‐time GARCH(1,1) model
Smetanina, Ekaterina
;
Biao Wu, Wei
- In:
Journal of Time Series Analysis
42
(
2021
)
5-6
,
pp. 752-776
Persistent link: https://www.econbiz.de/10012410072
Saved in:
72
Parsimonious time series modeling for high frequency climate data
Anderson, Paul L.
;
Sabzikar, Farzad
;
Meerschaert, Mark M.
- In:
Journal of Time Series Analysis
(
2021
)
Persistent link: https://www.econbiz.de/10012410073
Saved in:
73
Consistent autoregressive spectral estimates : Nonlinear time series and large autocovariance matrices
Wang, Jiang
;
Politis, Dimitris N.
- In:
Journal of Time Series Analysis
42
(
2021
)
5-6
,
pp. 580-596
Persistent link: https://www.econbiz.de/10012410074
Saved in:
74
Indirect inference for time series using the empirical characteristic function and control variates
Davis, Richard A.
;
do Rêgo Sousa, Thiago
; …
- In:
Journal of Time Series Analysis
42
(
2021
)
5-6
,
pp. 653-684
Persistent link: https://www.econbiz.de/10012410075
Saved in:
75
Time Series : a Data Analysis Approach Using R By Robert H. Shumway and David S. Stoffer. Published by Taylor & Francis Group, LLC, Boca Raton, London, New York, 2019. ISBN: 9780367221096 (Hardback)
Nunes, Matthew
- In:
Journal of Time Series Analysis
41
(
2020
)
3
,
pp. 485-486
Persistent link: https://www.econbiz.de/10012192360
Saved in:
76
Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients
Li, Degui
;
Tosasukul, Jiraroj
;
Zhang, Wenyang
- In:
Journal of Time Series Analysis
41
(
2020
)
3
,
pp. 367-386
Persistent link: https://www.econbiz.de/10012192363
Saved in:
77
On the Stationary Marginal Distributions of Subclasses of Multivariate Setar Processes of Order One
Das, Soumya
;
Genton, Marc G.
- In:
Journal of Time Series Analysis
41
(
2020
)
3
,
pp. 406-420
Persistent link: https://www.econbiz.de/10012192366
Saved in:
78
Spatio‐Temporal Dependence Measures for Bivariate AR(1) Models with α ‐Stable Noise
Grzesiek, Aleksandra
;
Sikora, Grzegorz
;
Teuerle, Marek
; …
- In:
Journal of Time Series Analysis
41
(
2020
)
3
,
pp. 454-475
Persistent link: https://www.econbiz.de/10012192369
Saved in:
79
Estimating Long Memory in Panel Random‐Coefficient AR(1) Data
Leipus, Remigijus
;
Philippe, Anne
;
Pilipauskaitė, Vytautė
- In:
Journal of Time Series Analysis
41
(
2020
)
4
,
pp. 520-535
Persistent link: https://www.econbiz.de/10012192371
Saved in:
80
An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence
Wang, Xuexin
;
Sun, Yixiao
- In:
Journal of Time Series Analysis
41
(
2020
)
4
,
pp. 536-550
Persistent link: https://www.econbiz.de/10012192372
Saved in:
First
Prev
3
4
5
6
7
8
9
10
11
12
13
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
