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There are 24599 results for: content related to: Improved prediction limits for a general class of Gaussian models

  1. Improved prediction intervals for stochastic process models

    Journal of Time Series Analysis

    Volume 25, Issue 1, January 2004, Pages: 137–154, Paolo Vidoni

    Version of Record online : 12 JAN 2004, DOI: 10.1111/j.1467-9892.2004.00341.x

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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

    Version of Record online : 20 AUG 2009, DOI: 10.1111/j.1467-9892.2009.00626.x

  3. Improved Prediction Limits For AR(p) and ARCH(p) Processes

    Journal of Time Series Analysis

    Volume 29, Issue 2, March 2008, Pages: 213–223, Paul Kabaila and Khreshna Syuhada

    Version of Record online : 20 NOV 2007, DOI: 10.1111/j.1467-9892.2007.00553.x

  4. 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

  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

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

  6. 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

  7. 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

  8. 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

  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

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

    Version of Record 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

    Version of Record 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

    Version of Record online : 25 NOV 2008, DOI: 10.1111/j.1467-9892.2008.00601.x

  13. 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

    Version of Record online : 2 SEP 2010, DOI: 10.1111/j.1467-9892.2010.00686.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

    Version of Record 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

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

  16. 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

  17. On the properties of the periodogram of a stationary long-memory process over different epochs with applications

    Journal of Time Series Analysis

    Volume 31, Issue 1, January 2010, Pages: 20–36, Valdério A. Reisen, Eric Moulines, Philippe Soulier and Glaura C. Franco

    Version of Record online : 16 DEC 2009, DOI: 10.1111/j.1467-9892.2009.00637.x

  18. 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

  19. 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

  20. 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