Search Results

There are 20507 results for: content related to: Stochastic Time Series Models

  1. Seasonal Autoregressive Integrated Moving Average Models

    Statistical Methods for Forecasting

    Bovas Abraham, Johannes Ledolter, Pages: 281–321, 2008

    Published Online : 27 MAY 2008, DOI: 10.1002/9780470316610.ch6

  2. Predictability in Financial Analyst Forecast Errors: Learning or Irrationality?

    Journal of Accounting Research

    Volume 44, Issue 4, September 2006, Pages: 725–761, STANIMIR MARKOV and ANE TAMAYO

    Version of Record online : 20 JUN 2006, DOI: 10.1111/j.1475-679X.2006.00215.x

  3. Regression and Exponential Smoothing Methods to Forecast Nonseasonal Time Series

    Statistical Methods for Forecasting

    Bovas Abraham, Johannes Ledolter, Pages: 79–134, 2008

    Published Online : 27 MAY 2008, DOI: 10.1002/9780470316610.ch3

  4. A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS

    Journal of Time Series Analysis

    Volume 36, Issue 1, January 2015, Pages: 39–60, Carlos Velasco and Xuexin Wang

    Version of Record online : 11 SEP 2014, DOI: 10.1111/jtsa.12091

  5. THE CROSS-AUTOCORRELATION OF SIZE-BASED PORTFOLIO RETURNS IS NOT AN ARTIFACT OF PORTFOLIO AUTOCORRELATION

    Journal of Financial Research

    Volume 22, Issue 1, Spring 1999, Pages: 1–13, Terry Richardson and David R. Peterson

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1999.tb00711.x

  6. Day-of-the-Week Autocorrelations, Cross-Autocorrelations, and the Weekend Phenomenon

    Financial Review

    Volume 34, Issue 4, November 1999, Pages: 159–170, Eric James Higgins and David R. Peterson

    Version of Record online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1999.tb00474.x

  7. DETERMINATION DE L'IMPULSION SISMIQUE

    Geophysical Prospecting

    Volume 16, Issue 1, March 1968, Pages: 4–20, P. BOIS

    Version of Record online : 27 APR 2006, DOI: 10.1111/j.1365-2478.1968.tb01958.x

  8. Estimation of the correlation structure of crustal velocity heterogeneity from seismic reflection data

    Geophysical Journal International

    Volume 183, Issue 3, December 2010, Pages: 1408–1428, Marie Scholer, James Irving and Klaus Holliger

    Version of Record online : 12 OCT 2010, DOI: 10.1111/j.1365-246X.2010.04793.x

  9. Model Identification

    Time Series Analysis, Fourth Edition

    George E. P. Box, Gwilym M. Jenkins, Gregory C. Reinsel, Pages: 195–229, 2013

    Published Online : 19 MAY 2013, DOI: 10.1002/9781118619193.ch6

  10. Conservatism and Cross-Sectional Variation in the Post–Earnings Announcement Drift

    Journal of Accounting Research

    Volume 44, Issue 4, September 2006, Pages: 763–789, GANAPATHI NARAYANAMOORTHY

    Version of Record online : 28 JUN 2006, DOI: 10.1111/j.1475-679X.2006.00218.x

  11. ON GENERALIZED FRACTIONAL PROCESSES

    Journal of Time Series Analysis

    Volume 10, Issue 3, May 1989, Pages: 233–257, Henry L. Gray, Nien-Fan Zhang and Wayne A. Woodward

    Version of Record online : 28 JUN 2008, DOI: 10.1111/j.1467-9892.1989.tb00026.x

  12. On the Online Detection of Monotonic Trends in Time Series

    Biometrical Journal

    Volume 46, Issue 1, February 2004, Pages: 90–102, R. Fried and M. Imhoff

    Version of Record online : 25 FEB 2004, DOI: 10.1002/bimj.200410007

  13. Empirical analysis and forecasting of volatility dynamics in high-frequency returns with time-varying components

    Journal of Forecasting

    Volume 29, Issue 7, November 2010, Pages: 595–616, Kasing Man and Chunchi Wu

    Version of Record online : 8 OCT 2009, DOI: 10.1002/for.1156

  14. ARFIMA approximation and forecasting of the limiting aggregate structure of long-memory process

    Journal of Forecasting

    Volume 28, Issue 2, March 2009, Pages: 89–101, K. S. Man and G. C. Tiao

    Version of Record online : 10 SEP 2008, DOI: 10.1002/for.1086

  15. Subsampling inference for the autocovariances and autocorrelations of long-memory heavy- tailed linear time series

    Journal of Time Series Analysis

    Volume 33, Issue 6, November 2012, Pages: 935–953, Tucker McElroy and Agnieszka Jach

    Version of Record online : 15 JUL 2012, DOI: 10.1111/j.1467-9892.2012.00808.x

  16. Seasonal and Other Periodic Models

    Forecasting with Univariate Box-Jenkins Models: Concepts and Cases

    Alan Pankratz, Pages: 265–295, 2008

    Published Online : 27 MAY 2008, DOI: 10.1002/9780470316566.ch11

  17. Some aspects of the large-scale turbulence and diffusion in the atmosphere

    Quarterly Journal of the Royal Meteorological Society

    Volume 91, Issue 387, January 1965, Pages: 10–17, S.-K. Kao

    Version of Record online : 14 DEC 2006, DOI: 10.1002/qj.49709138703

  18. Univariate Time Series: Autocorrelation, Linear Prediction, Spectrum, and State-Space Model

    A Course in Time Series Analysis

    Daniel Peña, George C. Tiao, Ruey S. Tsay, Pages: 23–52, 2011

    Published Online : 25 JAN 2011, DOI: 10.1002/9781118032978.ch2

  19. PRICE UNPREDICTABILITY AND MONETARY STANDARDS: A COMMENT ON KLEIN'S MEASURE OF PRICE UNCERTAINTY

    Economic Inquiry

    Volume 16, Issue 3, July 1978, Pages: 431–437, I. B. IBRAHIM and RABURN WILLIAMS

    Version of Record online : 28 SEP 2007, DOI: 10.1111/j.1465-7295.1978.tb00513.x

  20. OUR NEW MONETARY STANDARD: THE MEASUREMENT AND EFFECTS OF PRICE UNCERTAINTY, 1880–1973

    Economic Inquiry

    Volume 13, Issue 4, December 1975, Pages: 461–484, BENJAMIN KLEIN

    Version of Record online : 28 SEP 2007, DOI: 10.1111/j.1465-7295.1975.tb00264.x