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There are 47260 results for: content related to: Tests of strict stationarity based on quantile indicators

  1. 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

    Version of Record online : 2 SEP 2010, DOI: 10.1111/j.1467-9892.2010.00681.x

  2. A test for second-order stationarity of a time series based on the discrete Fourier transform

    Journal of Time Series Analysis

    Volume 32, Issue 1, January 2011, Pages: 68–91, Yogesh Dwivedi and Suhasini Subba Rao

    Version of Record online : 27 SEP 2010, DOI: 10.1111/j.1467-9892.2010.00685.x

  3. First-order rounded integer-valued autoregressive (RINAR(1)) process

    Journal of Time Series Analysis

    Volume 30, Issue 4, July 2009, Pages: 417–448, M. Kachour and J. F. Yao

    Version of Record online : 22 JUN 2009, DOI: 10.1111/j.1467-9892.2009.00620.x

  4. Second-order properties of locally stationary processes

    Journal of Time Series Analysis

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

    Version of Record online : 28 DEC 2008, DOI: 10.1111/j.1467-9892.2008.00605.x

  5. Comparing the CCA Subspace Method to Pseudo Maximum Likelihood Methods in the case of No Exogenous Inputs

    Journal of Time Series Analysis

    Volume 26, Issue 5, September 2005, Pages: 631–668, Dietmar Bauer

    Version of Record online : 11 AUG 2005, DOI: 10.1111/j.1467-9892.2005.00441.x

  6. Cointegrating regressions with messy regressors and an application to mixed-frequency series

    Journal of Time Series Analysis

    Volume 31, Issue 4, July 2010, Pages: 255–277, J. Isaac Miller

    Version of Record online : 19 APR 2010, DOI: 10.1111/j.1467-9892.2010.00660.x

  7. Local Linear M-estimation in non-parametric spatial regression

    Journal of Time Series Analysis

    Volume 30, Issue 3, May 2009, Pages: 286–314, Zhengyan Lin, Degui Li and Jiti Gao

    Version of Record online : 20 APR 2009, DOI: 10.1111/j.1467-9892.2009.00612.x

  8. Locally stationary harmonizable complex improper stochastic processes

    Journal of Time Series Analysis

    Volume 32, Issue 1, January 2011, Pages: 33–46, Patrik Wahlberg and Peter J. Schreier

    Version of Record online : 31 AUG 2010, DOI: 10.1111/j.1467-9892.2010.00682.x

  9. Asymptotic results for Fourier-PARMA time series

    Journal of Time Series Analysis

    Volume 32, Issue 2, March 2011, Pages: 157–174, Yonas Gebeyehu Tesfaye, Paul L. Anderson and Mark M. Meerschaert

    Version of Record online : 27 SEP 2010, DOI: 10.1111/j.1467-9892.2010.00689.x

  10. Semiparametric inference on a class of Wiener processes

    Journal of Time Series Analysis

    Volume 30, Issue 2, March 2009, Pages: 179–207, Xiao Wang

    Version of Record online : 15 MAR 2009, DOI: 10.1111/j.1467-9892.2009.00606.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

    Version of Record online : 29 JUN 2010, DOI: 10.1111/j.1467-9892.2010.00672.x

  12. 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

    Version of Record online : 22 AUG 2010, DOI: 10.1111/j.1467-9892.2010.00679.x

  13. A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component

    Journal of Time Series Analysis

    Volume 31, Issue 5, September 2010, Pages: 305–328, Mohitosh Kejriwal and Pierre Perron

    Version of Record online : 7 JUN 2010, DOI: 10.1111/j.1467-9892.2010.00666.x

  14. Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes

    Journal of Time Series Analysis

    Volume 32, Issue 2, March 2011, Pages: 135–156, Céline Lévy-Leduc, Hélène Boistard, Eric Moulines, Murad S. Taqqu and Valderio A. Reisen

    Version of Record online : 27 SEP 2010, DOI: 10.1111/j.1467-9892.2010.00688.x

  15. 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

    Version of Record online : 23 JUN 2010, DOI: 10.1111/j.1467-9892.2010.00671.x

  16. Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate

    Journal of Time Series Analysis

    Volume 29, Issue 5, September 2008, Pages: 906–945, Jean-Marc Bardet, Paul Doukhan and José Rafael León

    Version of Record online : 14 AUG 2008, DOI: 10.1111/j.1467-9892.2008.00588.x

  17. Adaptive wavelet decompositions of stationary time series

    Journal of Time Series Analysis

    Volume 31, Issue 3, May 2010, Pages: 182–209, Gustavo Didier and Vladas Pipiras

    Version of Record online : 19 APR 2010, DOI: 10.1111/j.1467-9892.2010.00656.x

  18. On nonparametric prediction of linear processes

    Journal of Time Series Analysis

    Volume 30, Issue 6, November 2009, Pages: 652–673, Jan Mielniczuk, Zhou Zhou and Wei Biao Wu

    Version of Record online : 6 OCT 2009, DOI: 10.1111/j.1467-9892.2009.00632.x

  19. A new state–space methodology to disaggregate multivariate time series

    Journal of Time Series Analysis

    Volume 30, Issue 1, January 2009, Pages: 97–124, Víctor Gómez and Félix Aparicio-Pérez

    Version of Record online : 28 DEC 2008, DOI: 10.1111/j.1467-9892.2008.00602.x

  20. On LM-type tests for seasonal unit roots in the presence of a break in trend

    Journal of Time Series Analysis

    Volume 32, Issue 2, March 2011, Pages: 108–134, Luis C. Nunes and Paulo M. M. Rodrigues

    Version of Record online : 27 SEP 2010, DOI: 10.1111/j.1467-9892.2010.00687.x