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There are 40278 results for: content related to: A test for second-order stationarity of a time series based on the discrete Fourier transform

  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. Testing for parameter constancy in general causal time-series models

    Journal of Time Series Analysis

    Volume 33, Issue 3, May 2012, Pages: 503–518, William Charky Kengne

    Version of Record online : 14 MAR 2012, DOI: 10.1111/j.1467-9892.2012.00785.x

  3. 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

  4. 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

  5. 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

  6. 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

  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. 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

  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. Least tail-trimmed squares for infinite variance autoregressions

    Journal of Time Series Analysis

    Volume 34, Issue 2, March 2013, Pages: 168–186, Jonathan B. Hill

    Version of Record online : 24 OCT 2012, DOI: 10.1111/jtsa.12005

  12. 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

  13. The restricted likelihood ratio test for autoregressive processes

    Journal of Time Series Analysis

    Volume 33, Issue 2, March 2012, Pages: 325–339, Willa W. Chen and Rohit S. Deo

    Version of Record online : 29 NOV 2011, DOI: 10.1111/j.1467-9892.2011.00769.x

  14. 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

    Version of Record online : 17 MAR 2010, DOI: 10.1111/j.1467-9892.2010.00655.x

  15. 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

    Version of Record online : 15 NOV 2010, DOI: 10.1111/j.1467-9892.2010.00699.x

  16. 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

    Version of Record online : 16 DEC 2009, DOI: 10.1111/j.1467-9892.2009.00638.x

  17. Trimming and Tapering Semi-Parametric Estimates in Asymmetric Long Memory Time Series

    Journal of Time Series Analysis

    Volume 26, Issue 4, July 2005, Pages: 581–611, J. Arteche and C. Velasco

    Version of Record online : 7 JUN 2005, DOI: 10.1111/j.1467-9892.2005.00431.x

  18. Bootstrapping unit root tests for integrated processes

    Journal of Time Series Analysis

    Volume 24, Issue 1, January 2003, Pages: 99–126, Anders Rygh Swensen

    Version of Record online : 21 FEB 2003, DOI: 10.1111/1467-9892.00295

  19. Efficient Estimation of Seasonal Long-Range-Dependent Processes

    Journal of Time Series Analysis

    Volume 26, Issue 6, November 2005, Pages: 863–892, Wilfredo Palma and Ngai Hang Chan

    Version of Record online : 20 OCT 2005, DOI: 10.1111/j.1467-9892.2005.00447.x

  20. Bernstein polynomial estimation of a spectral density

    Journal of Time Series Analysis

    Volume 27, Issue 2, March 2006, Pages: 253–287, Yoshihide Kakizawa

    Version of Record online : 4 OCT 2005, DOI: 10.1111/j.1467-9892.2005.00465.x