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There are 6392 results for: content related to: Time-scale transformations of discrete time processes

  1. Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series

    Journal of Time Series Analysis

    Volume 25, Issue 6, November 2004, Pages: 831–872, Vidar Hjellvik, Rong Chen and Dag Tjøstheim

    Version of Record online : 11 OCT 2004, DOI: 10.1111/j.1467-9892.2004.00382.x

  2. Large sample properties of spectral estimators for a class of stationary nonlinear processes

    Journal of Time Series Analysis

    Volume 26, Issue 1, January 2005, Pages: 1–16, Kamal C. Chanda

    Version of Record online : 6 JAN 2005, DOI: 10.1111/j.1467-9892.2005.00387.x

  3. Semiparametric Bayesian Inference of Long-Memory Stochastic Volatility Models

    Journal of Time Series Analysis

    Volume 25, Issue 6, November 2004, Pages: 895–922, Mark J. Jensen

    Version of Record online : 11 OCT 2004, DOI: 10.1111/j.1467-9892.2004.00384.x

  4. Reversible Jump Markov Chain Monte Carlo Strategies for Bayesian Model Selection in Autoregressive Processes

    Journal of Time Series Analysis

    Volume 25, Issue 6, November 2004, Pages: 785–809, J. Vermaak, C. Andrieu, A. Doucet and S. J. Godsill

    Version of Record online : 11 OCT 2004, DOI: 10.1111/j.1467-9892.2004.00380.x

  5. A Joint Regression Variable and Autoregressive Order Selection Criterion

    Journal of Time Series Analysis

    Volume 25, Issue 6, November 2004, Pages: 923–941, Peide Shi and Chih-Ling Tsai

    Version of Record online : 11 OCT 2004, DOI: 10.1111/j.1467-9892.2004.00385.x

  6. On The Peña–Box Model

    Journal of Time Series Analysis

    Volume 25, Issue 6, November 2004, Pages: 811–830, Yu-Pin Hu and Rouh-Jane Chou

    Version of Record online : 11 OCT 2004, DOI: 10.1111/j.1467-9892.2004.00381.x

  7. Estimating the Rank of the Spectral Density Matrix

    Journal of Time Series Analysis

    Volume 26, Issue 1, January 2005, Pages: 37–48, Gonzalo Camba-Mendez and George Kapetanios

    Version of Record online : 6 JAN 2005, DOI: 10.1111/j.1467-9892.2005.00389.x

  8. Difference Equations for the Higher Order Moments and Cumulants of the INAR(p) Model

    Journal of Time Series Analysis

    Volume 26, Issue 1, January 2005, Pages: 17–36, Maria Eduarda Silva and Vera Lúcia Oliveira

    Version of Record online : 6 JAN 2005, DOI: 10.1111/j.1467-9892.2005.00388.x

  9. Asymptotic self-similarity and wavelet estimation for long-range dependent fractional autoregressive integrated moving average time series with stable innovations

    Journal of Time Series Analysis

    Volume 26, Issue 2, March 2005, Pages: 211–249, Stilian Stoev and Murad S. Taqqu

    Version of Record online : 17 FEB 2005, DOI: 10.1111/j.1467-9892.2005.00399.x

  10. Estimation of the location and exponent of the spectral singularity of a long memory process

    Journal of Time Series Analysis

    Volume 25, Issue 1, January 2004, Pages: 55–81, Javier Hidalgo and Philippe Soulier

    Version of Record online : 12 JAN 2004, DOI: 10.1111/j.1467-9892.2004.00337.x

  11. A note on estimation by least squares for harmonic component models

    Journal of Time Series Analysis

    Volume 24, Issue 5, September 2003, Pages: 613–629, A. M. Walker

    Version of Record online : 26 SEP 2003, DOI: 10.1111/1467-9892.00325

  12. Robust and powerful serial correlation tests with new robust estimates in ARX models

    Journal of Time Series Analysis

    Volume 26, Issue 1, January 2005, Pages: 49–81, Pierre Duchesne

    Version of Record online : 6 JAN 2005, DOI: 10.1111/j.1467-9892.2005.00390.x

  13. Time Dependence and Moments of a Family of Time-Varying Parameter Garch in Mean Models

    Journal of Time Series Analysis

    Volume 25, Issue 1, January 2004, Pages: 1–25, Stelios Arvanitis and Antonis Demos

    Version of Record online : 12 JAN 2004, DOI: 10.1046/j.0143-9782.2003.01771.x

  14. A Note on the Specification and Estimation of ARMAX Systems

    Journal of Time Series Analysis

    Volume 26, Issue 2, March 2005, Pages: 157–183, D. S. Poskitt

    Version of Record online : 17 FEB 2005, DOI: 10.1111/j.1467-9892.2005.00397.x

  15. A similarity-based approach to time-varying coefficient non-stationary autoregression

    Journal of Time Series Analysis

    Volume 33, Issue 3, May 2012, Pages: 484–502, Offer Lieberman

    Version of Record online : 13 MAR 2012, DOI: 10.1111/j.1467-9892.2012.00783.x

  16. Gaussian Semi-parametric Estimation of Fractional Cointegration

    Journal of Time Series Analysis

    Volume 24, Issue 3, May 2003, Pages: 345–378, Carlos Velasco

    Version of Record online : 19 MAY 2003, DOI: 10.1111/1467-9892.00311

  17. LEAVE-K-OUT DIAGNOSTICS IN STATE-SPACE MODELS

    Journal of Time Series Analysis

    Volume 24, Issue 2, March 2003, Pages: 221–236, Tommaso Proietti

    Version of Record online : 27 MAR 2003, DOI: 10.1111/1467-9892.00304

  18. Multi-variate t Autoregressions: Innovations, Prediction Variances and Exact Likelihood Equations

    Journal of Time Series Analysis

    Volume 24, Issue 6, November 2003, Pages: 739–754, B. Tarami and M. Pourahmadi

    Version of Record online : 26 NOV 2003, DOI: 10.1111/j.1467-9892.2003.00332.x

  19. Kernel matching scheme for block bootstrap of time series data

    Journal of Time Series Analysis

    Volume 25, Issue 2, March 2004, Pages: 199–216, Tae Yoon Kim and Sun Young Hwang

    Version of Record online : 1 MAR 2004, DOI: 10.1046/j.0143-9782.2003.00345.x

  20. A Bayesian Approach to Event Prediction

    Journal of Time Series Analysis

    Volume 24, Issue 6, November 2003, Pages: 631–646, M. Antunes, M. A. Amaral Turkman and K. F. Turkman

    Version of Record online : 26 NOV 2003, DOI: 10.1111/j.1467-9892.2003.00326.x