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There are 5579 results for: content related to: Banded and tapered estimates for autocovariance matrices and the linear process bootstrap

  1. 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

    Version of Record online : 21 AUG 2009, DOI: 10.1111/j.1467-9892.2009.00622.x

  2. 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

  3. A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue

    Journal of Time Series Analysis

    Volume 28, Issue 3, May 2007, Pages: 307–349, Javier Hidalgo

    Version of Record online : 20 SEP 2006, DOI: 10.1111/j.1467-9892.2006.00510.x

  4. 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

  5. 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

  6. 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

    Version of Record online : 26 MAY 2009, DOI: 10.1111/j.1467-9892.2009.00615.x

  7. 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

  8. 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

  9. Duration time-series models with proportional hazard

    Journal of Time Series Analysis

    Volume 29, Issue 1, January 2008, Pages: 74–124, P. Gagliardini and C. Gourieroux

    Version of Record online : 7 DEC 2007, DOI: 10.1111/j.1467-9892.2007.00546.x

  10. 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

  11. 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

  12. 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

    Version of Record online : 21 AUG 2009, DOI: 10.1111/j.1467-9892.2009.00627.x

  13. Identification of the multiscale fractional Brownian motion with biomechanical applications

    Journal of Time Series Analysis

    Volume 28, Issue 1, January 2007, Pages: 1–52, Jean-Marc Bardet and Pierre Bertrand

    Version of Record online : 19 JUL 2006, DOI: 10.1111/j.1467-9892.2006.00494.x

  14. Consistent estimation of the memory parameter for nonlinear time series

    Journal of Time Series Analysis

    Volume 27, Issue 2, March 2006, Pages: 211–251, Violetta Dalla, Liudas Giraitis and Javier Hidalgo

    Version of Record online : 7 OCT 2005, DOI: 10.1111/j.1467-9892.2005.00464.x

  15. 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

  16. 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

  17. 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

  18. 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

  19. Efficient Semiparametric Estimation of the Periods in a Superposition of Periodic Functions with Unknown Shape

    Journal of Time Series Analysis

    Volume 27, Issue 6, November 2006, Pages: 877–910, Elisabeth Gassiat and Céline Lévy-Leduc

    Version of Record online : 25 JUL 2006, DOI: 10.1111/j.1467-9892.2006.00493.x

  20. Statistical tests for a single change in mean against long-range dependence

    Journal of Time Series Analysis

    Volume 33, Issue 1, January 2012, Pages: 131–151, Changryong Baek and Vladas Pipiras

    Version of Record online : 30 JUN 2011, DOI: 10.1111/j.1467-9892.2011.00747.x