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There are 44133 results for: content related to: A negative binomial integer-valued GARCH model

  1. 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

  2. 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

  3. Tests for Long-Run Granger Non-Causality in Cointegrated Systems

    Journal of Time Series Analysis

    Volume 27, Issue 5, September 2006, Pages: 703–723, Taku Yamamoto and Eiji Kurozumi

    Version of Record online : 10 MAY 2006, DOI: 10.1111/j.1467-9892.2006.00484.x

  4. Semiparametric Bayesian Inference of Long-Memory Stochastic Volatility Models

    Journal of Time Series Analysis

    Volume 25, Issue 6, November 2004, Pages: 895–922, Mark J. Jensen

    Version of Record online : 11 OCT 2004, DOI: 10.1111/j.1467-9892.2004.00384.x

  5. 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

  6. 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

  7. 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

  8. 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

  9. Fitting Stochastic Volatility Models in the Presence of Irregular Sampling via Particle Methods and the EM Algorithm

    Journal of Time Series Analysis

    Volume 29, Issue 5, September 2008, Pages: 811–833, Jeongeun Kim and David S. Stoffer

    Version of Record online : 14 AUG 2008, DOI: 10.1111/j.1467-9892.2008.00584.x

  10. 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

  11. 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

  12. 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

    Version of Record online : 8 NOV 2010, DOI: 10.1111/j.1467-9892.2010.00694.x

  13. 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

  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. 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

  16. 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

  17. 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

  18. Comparing the CCA Subspace Method to Pseudo Maximum Likelihood Methods in the case of No Exogenous Inputs

    Journal of Time Series Analysis

    Volume 26, Issue 5, September 2005, Pages: 631–668, Dietmar Bauer

    Version of Record online : 11 AUG 2005, DOI: 10.1111/j.1467-9892.2005.00441.x

  19. Asymptotic self-similarity and wavelet estimation for long-range dependent fractional autoregressive integrated moving average time series with stable innovations

    Journal of Time Series Analysis

    Volume 26, Issue 2, March 2005, Pages: 211–249, Stilian Stoev and Murad S. Taqqu

    Version of Record online : 17 FEB 2005, DOI: 10.1111/j.1467-9892.2005.00399.x

  20. 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