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There are 29615 results for: content related to: Improved prediction limits for a general class of Gaussian models

  1. Measuring nonlinear dependence in time-series, a distance correlation approach

    Journal of Time Series Analysis

    Volume 33, Issue 3, May 2012, Pages: 438–457, Zhou Zhou

    Article first published online : 13 MAR 2012, DOI: 10.1111/j.1467-9892.2011.00780.x

  2. Efficient Frequency Estimation from a Particular Almost Periodic Function with Application to Laser Vibrometry

    Journal of Time Series Analysis

    Volume 27, Issue 5, September 2006, Pages: 637–669, Céline Lévy-Leduc

    Article first published online : 7 APR 2006, DOI: 10.1111/j.1467-9892.2006.00480.x

  3. Reversible Jump Markov Chain Monte Carlo Strategies for Bayesian Model Selection in Autoregressive Processes

    Journal of Time Series Analysis

    Volume 25, Issue 6, November 2004, Pages: 785–809, J. Vermaak, C. Andrieu, A. Doucet and S. J. Godsill

    Article first published online : 11 OCT 2004, DOI: 10.1111/j.1467-9892.2004.00380.x

  4. On residual empirical processes of GARCH-SM models: application to conditional symmetry tests

    Journal of Time Series Analysis

    Volume 29, Issue 5, September 2008, Pages: 762–782, Naâmane Laïb, Mohamed Lemdani and Elias Ould-Saïd

    Article first published online : 22 JUL 2008, DOI: 10.1111/j.1467-9892.2008.00580.x

  5. 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

  6. 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

  7. 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

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    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

  9. 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

  10. 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

  11. Real-time covariance estimation for the local level model

    Journal of Time Series Analysis

    Volume 32, Issue 2, March 2011, Pages: 93–107, K. Triantafyllopoulos

    Article first published online : 2 SEP 2010, DOI: 10.1111/j.1467-9892.2010.00686.x

  12. Time-varying autoregressions with model order uncertainty

    Journal of Time Series Analysis

    Volume 23, Issue 5, September 2002, Pages: 599–618, RAQUEL PRADO and GABRIEL HUERTA

    Article first published online : 11 OCT 2002, DOI: 10.1111/1467-9892.00280

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    A simple procedure for computing improved prediction intervals for autoregressive models

    Journal of Time Series Analysis

    Volume 30, Issue 6, November 2009, Pages: 577–590, Paolo Vidoni

    Article first published online : 20 AUG 2009, DOI: 10.1111/j.1467-9892.2009.00626.x

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    A negative binomial integer-valued GARCH model

    Journal of Time Series Analysis

    Volume 32, Issue 1, January 2011, Pages: 54–67, Fukang Zhu

    Article first published online : 2 SEP 2010, DOI: 10.1111/j.1467-9892.2010.00684.x

  15. 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

  16. 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

  17. Hyper-spherical and elliptical stochastic cycles

    Journal of Time Series Analysis

    Volume 31, Issue 3, May 2010, Pages: 169–181, Alessandra Luati and Tommaso Proietti

    Article first published online : 17 MAR 2010, DOI: 10.1111/j.1467-9892.2010.00655.x

  18. Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model

    Journal of Time Series Analysis

    Volume 32, Issue 3, May 2011, Pages: 292–303, Eunju Hwang and Dong Wan Shin

    Article first published online : 15 NOV 2010, DOI: 10.1111/j.1467-9892.2010.00699.x

  19. 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

  20. 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