Search Results

There are 32551 results for: content related to: Banded and tapered estimates for autocovariance matrices and the linear process bootstrap

  1. Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations

    Journal of Time Series Analysis

    Volume 29, Issue 4, July 2008, Pages: 695–718, Peter Burridge and Daniela Hristova

    Article first published online : 28 JUN 2008, DOI: 10.1111/j.1467-9892.2008.00579.x

  2. 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

  3. 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

  4. You have free access to this content
    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

  5. 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

  6. 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

  7. Autocovariance structures for radial averages in small-angle X-ray scattering experiments

    Journal of Time Series Analysis

    Volume 33, Issue 5, September 2012, Pages: 704–717, F. Jay Breidt, Andreea Erciulescu and Mark van der Woerd

    Article first published online : 18 MAY 2012, DOI: 10.1111/j.1467-9892.2011.00779.x

  8. Large sample properties of parameter least squares estimates for time-varying arma models

    Journal of Time Series Analysis

    Volume 25, Issue 5, September 2004, Pages: 765–783, Christian Francq and Antony Gautier

    Article first published online : 27 JUL 2004, DOI: 10.1111/j.1467-9892.2004.02003.x

  9. 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

  10. 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

  11. 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

  12. 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

  13. Local Whittle estimation of the memory parameter in presence of deterministic components

    Journal of Time Series Analysis

    Volume 31, Issue 1, January 2010, Pages: 37–49, Fabrizio Iacone

    Article first published online : 16 DEC 2009, DOI: 10.1111/j.1467-9892.2009.00638.x

  14. 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

  15. 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

  16. 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

    Article first published online : 31 AUG 2010, DOI: 10.1111/j.1467-9892.2010.00682.x

  17. 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

  18. 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

  19. 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

  20. A p-Order signed integer-valued autoregressive (SINAR(p)) model

    Journal of Time Series Analysis

    Volume 32, Issue 3, May 2011, Pages: 223–236, M. Kachour and L. Truquet

    Article first published online : 8 NOV 2010, DOI: 10.1111/j.1467-9892.2010.00694.x