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There are 23069 results for: content related to: Random effects mixture models for clustering electrical load series

  1. A Modified Nonparametric Prewhitened Covariance Estimator

    Journal of Time Series Analysis

    Volume 27, Issue 3, May 2006, Pages: 441–476, Masayuki Hirukawa

    Article first published online : 14 MAR 2006, DOI: 10.1111/j.1467-9892.2006.00477.x

  2. 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

  3. Autoregressive processes with data-driven regime switching

    Journal of Time Series Analysis

    Volume 30, Issue 5, September 2009, Pages: 505–533, Joseph Tadjuidje Kamgaing, Hernando Ombao and Richard A. Davis

    Article first published online : 21 AUG 2009, DOI: 10.1111/j.1467-9892.2009.00622.x

  4. AN EMPIRICAL STATIONARY EQUILIBRIUM SEARCH MODEL OF THE HOUSING MARKET

    International Economic Review

    Volume 53, Issue 1, February 2012, Pages: 203–234, Paul E. Carrillo

    Article first published online : 22 FEB 2012, DOI: 10.1111/j.1468-2354.2011.00677.x

  5. 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

  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

    Article first published 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

    Article first published online : 20 APR 2009, DOI: 10.1111/j.1467-9892.2009.00612.x

  8. Statistical analysis of a spatio-temporal model with location-dependent parameters and a test for spatial stationarity

    Journal of Time Series Analysis

    Volume 29, Issue 4, July 2008, Pages: 673–694, Suhasini Subba Rao

    Article first published online : 28 JUN 2008, DOI: 10.1111/j.1467-9892.2008.00577.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

    Article first published 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

    Article first published online : 15 MAR 2009, DOI: 10.1111/j.1467-9892.2009.00606.x

  11. You have full text access to this OnlineOpen article
    Quantifying the uncertainty in change points

    Journal of Time Series Analysis

    Volume 33, Issue 5, September 2012, Pages: 807–823, Christopher F. H. Nam, John A. D. Aston and Adam M. Johansen

    Article first published online : 14 MAR 2012, DOI: 10.1111/j.1467-9892.2011.00777.x

  12. Estimation in nonstationary random coefficient autoregressive models

    Journal of Time Series Analysis

    Volume 30, Issue 4, July 2009, Pages: 395–416, István Berkes, Lajos Horváth and Shiqing Ling

    Article first published online : 26 MAY 2009, DOI: 10.1111/j.1467-9892.2009.00615.x

  13. 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

    Article first published online : 27 SEP 2010, DOI: 10.1111/j.1467-9892.2010.00685.x

  14. 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

  15. 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

    Article first published online : 27 SEP 2010, DOI: 10.1111/j.1467-9892.2010.00688.x

  16. 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

    Article first published online : 22 JUN 2009, DOI: 10.1111/j.1467-9892.2009.00620.x

  17. Asymptotic normality of wavelet estimators of the memory parameter for linear processes

    Journal of Time Series Analysis

    Volume 30, Issue 5, September 2009, Pages: 534–558, F. Roueff and M. S. Taqqu

    Article first published online : 21 AUG 2009, DOI: 10.1111/j.1467-9892.2009.00627.x

  18. Structure and estimation of a class of nonstationary yet nonexplosive GARCH models

    Journal of Time Series Analysis

    Volume 31, Issue 5, September 2010, Pages: 348–364, Nazim Regnard and Jean-Michel Zakoïan

    Article first published online : 11 JUL 2010, DOI: 10.1111/j.1467-9892.2010.00669.x

  19. 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

    Article first published online : 19 APR 2010, DOI: 10.1111/j.1467-9892.2010.00656.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

    Article first published online : 27 SEP 2010, DOI: 10.1111/j.1467-9892.2010.00687.x