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There are 43378 results for: content related to: Likelihood functions for state space models with diffuse initial conditions

  1. A Generalized Portmanteau Test For Independence Of Two Infinite-Order Vector Autoregressive Series

    Journal of Time Series Analysis

    Volume 27, Issue 4, July 2006, Pages: 505–544, Chafik Bouhaddioui and Roch Roy

    Article first published online : 28 FEB 2006, DOI: 10.1111/j.1467-9892.2006.00473.x

  2. An Extended Portmanteau Test for VARMA Models With Mixing Nonlinear Constraints

    Journal of Time Series Analysis

    Volume 29, Issue 5, September 2008, Pages: 741–761, Ignacio Arbués

    Article first published online : 22 JUL 2008, DOI: 10.1111/j.1467-9892.2008.00573.x

  3. Bayesian Subset Model Selection for Time Series

    Journal of Time Series Analysis

    Volume 25, Issue 5, September 2004, Pages: 671–690, N. K. Unnikrishnan

    Article first published online : 27 JUL 2004, DOI: 10.1111/j.1467-9892.2004.01874.x

  4. Enveloping spectral surfaces: covariate dependent spectral analysis of categorical time series

    Journal of Time Series Analysis

    Volume 33, Issue 5, September 2012, Pages: 797–806, Robert T. Krafty, Shuangyan Xiong, David S. Stoffer, Daniel J. Buysse and Martica Hall

    Article first published online : 19 JAN 2012, DOI: 10.1111/j.1467-9892.2011.00773.x

  5. A Bayesian regime-switching time-series model

    Journal of Time Series Analysis

    Volume 31, Issue 5, September 2010, Pages: 365–378, Jaehee Kim and Sooyoung Cheon

    Article first published online : 23 JUN 2010, DOI: 10.1111/j.1467-9892.2010.00670.x

  6. Banded and tapered estimates for autocovariance matrices and the linear process bootstrap

    Journal of Time Series Analysis

    Volume 31, Issue 6, November 2010, Pages: 471–482, Timothy L. McMurry and Dimitris N. Politis

    Article first published online : 22 AUG 2010, DOI: 10.1111/j.1467-9892.2010.00679.x

  7. Bootstrapping a weighted linear estimator of the ARCH parameters

    Journal of Time Series Analysis

    Volume 30, Issue 3, May 2009, Pages: 315–331, Arup Bose and Kanchan Mukherjee

    Article first published online : 20 APR 2009, DOI: 10.1111/j.1467-9892.2009.00613.x

  8. Testing for cycles in multiple time series

    Journal of Time Series Analysis

    Volume 31, Issue 6, November 2010, Pages: 427–434, Werner Ploberger and Erhard Reschenhofer

    Article first published online : 12 JUL 2010, DOI: 10.1111/j.1467-9892.2010.00675.x

  9. Reducing the size distortion of the KPSS test

    Journal of Time Series Analysis

    Volume 31, Issue 6, November 2010, Pages: 415–426, Eiji Kurozumi and Shinya Tanaka

    Article first published online : 8 JUL 2010, DOI: 10.1111/j.1467-9892.2010.00674.x

  10. Bartlett's formula for a general class of nonlinear processes

    Journal of Time Series Analysis

    Volume 30, Issue 4, July 2009, Pages: 449–465, Christian Francq and Jean-Michel Zakoïan

    Article first published online : 22 JUN 2009, DOI: 10.1111/j.1467-9892.2009.00623.x

  11. Stationarity testing under nonlinear models. Some asymptotic results

    Journal of Time Series Analysis

    Volume 31, Issue 5, September 2010, Pages: 392–405, Manuel Landajo and María José Presno

    Article first published online : 29 JUN 2010, DOI: 10.1111/j.1467-9892.2010.00672.x

  12. Testing for nonlinear deterministic components when the order of integration is unknown

    Journal of Time Series Analysis

    Volume 31, Issue 5, September 2010, Pages: 379–391, David I. Harvey, Stephen J. Leybourne and Lisa Xiao

    Article first published online : 23 JUN 2010, DOI: 10.1111/j.1467-9892.2010.00671.x

  13. On stationarity and ergodicity of the bilinear model with applications to GARCH models

    Journal of Time Series Analysis

    Volume 30, Issue 1, January 2009, Pages: 125–144, Dennis Kristensen

    Article first published online : 28 DEC 2008, DOI: 10.1111/j.1467-9892.2008.00603.x

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    Tests of strict stationarity based on quantile indicators

    Journal of Time Series Analysis

    Volume 31, Issue 6, November 2010, Pages: 435–450, Fabio Busetti and Andrew Harvey

    Article first published online : 22 JUL 2010, DOI: 10.1111/j.1467-9892.2010.00676.x

  15. Random effects mixture models for clustering electrical load series

    Journal of Time Series Analysis

    Volume 31, Issue 6, November 2010, Pages: 451–464, Geoffrey Coke and Min Tsao

    Article first published online : 17 AUG 2010, DOI: 10.1111/j.1467-9892.2010.00677.x

  16. On modelling and diagnostic checking of vector periodic autoregressive time series models

    Journal of Time Series Analysis

    Volume 30, Issue 1, January 2009, Pages: 70–96, Eugen Ursu and Pierre Duchesne

    Article first published online : 25 NOV 2008, DOI: 10.1111/j.1467-9892.2008.00601.x

  17. Goodness-of-fit test for a nonlinear time series

    Journal of Time Series Analysis

    Volume 30, Issue 6, November 2009, Pages: 674–681, Yoichi Nishiyama

    Article first published online : 6 OCT 2009, DOI: 10.1111/j.1467-9892.2009.00633.x

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    Corrigendum

    Vol. 31, Issue 3, 227, Article first published online: 19 APR 2010

  18. Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes

    Journal of Time Series Analysis

    Volume 32, Issue 1, January 2011, Pages: 1–32, Yongmiao Hong and Yoon-Jin Lee

    Article first published online : 2 SEP 2010, DOI: 10.1111/j.1467-9892.2010.00681.x

  19. Autoregressive trending risk function and exhaustion in random asset price movement

    Journal of Time Series Analysis

    Volume 31, Issue 6, November 2010, Pages: 465–470, Qi Tang and Danni Yan

    Article first published online : 22 AUG 2010, DOI: 10.1111/j.1467-9892.2010.00678.x

  20. Second-order properties of locally stationary processes

    Journal of Time Series Analysis

    Volume 30, Issue 1, January 2009, Pages: 145–166, Kenichiro Tamaki

    Article first published online : 28 DEC 2008, DOI: 10.1111/j.1467-9892.2008.00605.x