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There are 4644 results for: content related to: On LM-type tests for seasonal unit roots in the presence of a break in trend

  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. 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

  4. 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

  5. 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

  6. 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

  7. 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

  8. 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

  9. On detecting the optimal structure of a neural network under strong statistical features in errors

    Journal of Time Series Analysis

    Volume 32, Issue 3, May 2011, Pages: 204–222, Nikos S. Thomaidis and George D. Dounias

    Version of Record online : 19 OCT 2010, DOI: 10.1111/j.1467-9892.2010.00693.x

  10. A new state–space methodology to disaggregate multivariate time series

    Journal of Time Series Analysis

    Volume 30, Issue 1, January 2009, Pages: 97–124, Víctor Gómez and Félix Aparicio-Pérez

    Version of Record online : 28 DEC 2008, DOI: 10.1111/j.1467-9892.2008.00602.x

  11. Unit-root testing: on the asymptotic equivalence of Dickey–Fuller with the log–log slope of a fitted autoregressive spectrum

    Journal of Time Series Analysis

    Volume 31, Issue 3, May 2010, Pages: 153–166, Evangelos E. Ioannidis

    Version of Record online : 17 MAR 2010, DOI: 10.1111/j.1467-9892.2010.00652.x

  12. ADL tests for threshold cointegration

    Journal of Time Series Analysis

    Volume 31, Issue 4, July 2010, Pages: 241–254, Jing Li and Junsoo Lee

    Version of Record online : 7 APR 2010, DOI: 10.1111/j.1467-9892.2010.00659.x

  13. 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

  14. 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

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    The impact of the initial condition on robust tests for a linear trend

    Journal of Time Series Analysis

    Volume 31, Issue 4, July 2010, Pages: 292–302, David I. Harvey, Stephen J. Leybourne and A. M. Robert Taylor

    Version of Record online : 25 MAY 2010, DOI: 10.1111/j.1467-9892.2010.00664.x

  16. 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

  17. 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

  18. 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

  19. 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

    Version of Record online : 23 JUN 2010, DOI: 10.1111/j.1467-9892.2010.00671.x

  20. 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