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Search: isPartOf:"Journal of Time Series Analysis"
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Autocovariance
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Taylor, A. M. Robert
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Politis, Dimitris N.
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Kurozumi, Eiji
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Chan, Ngai Hang
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Perron, Pierre
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Velasco, Carlos
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Aknouche, Abdelhakim
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Journal of Time Series Analysis
828
Journal of time series analysis
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81
Two‐Step Estimation for Time Varying Arch Models
Zhang, Yuanyuan
;
Liu, Rong
;
Shao, Qin
;
Yang, Lijian
- In:
Journal of Time Series Analysis
41
(
2020
)
4
,
pp. 551-570
Persistent link: https://www.econbiz.de/10012192373
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82
Correction to : a Markov Chain Analysis of Stationarity and Finiteness of Moments by Paul D. Feigin and Richard L. Tweedie J. Time Series Anal., Vol. 6, No. 1 (1985)
Feigin, Paul D.
- In:
Journal of Time Series Analysis
41
(
2020
)
6
,
pp. 899-900
Persistent link: https://www.econbiz.de/10012283121
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83
Testing equality of autocovariance operators for functional time series
Pilavakis, Dimitrios
;
Paparoditis, Efstathios
; …
- In:
Journal of Time Series Analysis
41
(
2020
)
4
,
pp. 571-589
Persistent link: https://www.econbiz.de/10012283122
Saved in:
84
Backtesting portfolio value‐at‐risk with estimated portfolio weights
Du, Zaichao
;
Pei, Pei
- In:
Journal of Time Series Analysis
41
(
2020
)
5
,
pp. 605-619
Persistent link: https://www.econbiz.de/10012283123
Saved in:
85
On the three‐step non‐Gaussian quasi‐maximum likelihood estimation of heavy‐tailed double autoregressive models
Gong, Huan
;
Li, Dong
- In:
Journal of Time Series Analysis
41
(
2020
)
6
,
pp. 883-891
Persistent link: https://www.econbiz.de/10012283124
Saved in:
86
Robust estimation of stationary continuous‐time arma models via indirect inference
Fasen‐Hartmann, Vicky
;
Kimmig, Sebastian
- In:
Journal of Time Series Analysis
41
(
2020
)
5
,
pp. 620-651
Persistent link: https://www.econbiz.de/10012283125
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87
Missing not at random and the nonparametric estimation of the spectral density
Efromovich, Sam
- In:
Journal of Time Series Analysis
41
(
2020
)
5
,
pp. 652-675
Persistent link: https://www.econbiz.de/10012283126
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88
Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series
Kejriwal, Mohitosh
;
Yu, Xuewen
;
Perron, Pierre
- In:
Journal of Time Series Analysis
41
(
2020
)
5
,
pp. 676-690
Persistent link: https://www.econbiz.de/10012283127
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89
A family of multivariate non‐gaussian time series models
Aktekin, Tevfik
;
Polson, Nicholas G.
;
Soyer, Refik
- In:
Journal of Time Series Analysis
41
(
2020
)
5
,
pp. 691-721
Persistent link: https://www.econbiz.de/10012283128
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90
On the limit theory of mixed to unity VARs : Panel setting with weakly dependent errors
Stauskas, Ovidijus
- In:
Journal of Time Series Analysis
41
(
2020
)
6
,
pp. 892-898
Persistent link: https://www.econbiz.de/10012283129
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