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There are 21307 results for: content related to: On LM-type tests for seasonal unit roots in the presence of a break in trend

  1. Improved prediction limits for a general class of Gaussian models

    Journal of Time Series Analysis

    Volume 31, Issue 6, November 2010, Pages: 483–493, Federica Giummolè and Paolo Vidoni

    Article first published online : 4 AUG 2010, DOI: 10.1111/j.1467-9892.2010.00680.x

  2. 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

  3. 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

  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

    Article first published online : 31 AUG 2010, DOI: 10.1111/j.1467-9892.2010.00682.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

    Article first published online : 27 SEP 2010, DOI: 10.1111/j.1467-9892.2010.00689.x

  6. 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

  7. Large sample properties of spectral estimators for a class of stationary nonlinear processes

    Journal of Time Series Analysis

    Volume 26, Issue 1, January 2005, Pages: 1–16, Kamal C. Chanda

    Article first published online : 6 JAN 2005, DOI: 10.1111/j.1467-9892.2005.00387.x

  8. Assessing Time-Reversibility Under Minimal Assumptions

    Journal of Time Series Analysis

    Volume 29, Issue 5, September 2008, Pages: 881–905, Zacharias Psaradakis

    Article first published online : 14 AUG 2008, DOI: 10.1111/j.1467-9892.2008.00587.x

  9. Asymptotic laws of successive least squares estimates for seasonal arima models and application

    Journal of Time Series Analysis

    Volume 23, Issue 6, November 2002, Pages: 707–731, B. Truong-van and P. Varachaud

    Article first published online : 9 DEC 2002, DOI: 10.1111/1467-9892.00287

  10. 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

  11. 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

    Article first published online : 22 JUN 2009, DOI: 10.1111/j.1467-9892.2009.00620.x

  12. Forecasting mortality in the event of a structural change

    Journal of the Royal Statistical Society: Series A (Statistics in Society)

    Volume 174, Issue 3, July 2011, Pages: 713–736, Edviges Coelho and Luis C. Nunes

    Article first published online : 15 MAR 2011, DOI: 10.1111/j.1467-985X.2010.00687.x

  13. 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

    Article first published online : 7 JUN 2010, DOI: 10.1111/j.1467-9892.2010.00666.x

  14. 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. 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

    Article first published online : 29 JUN 2010, DOI: 10.1111/j.1467-9892.2010.00672.x

  16. ADL tests for threshold cointegration

    Journal of Time Series Analysis

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

    Article first published online : 7 APR 2010, DOI: 10.1111/j.1467-9892.2010.00659.x

  17. 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

  18. 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

    Article first published online : 16 DEC 2009, DOI: 10.1111/j.1467-9892.2009.00637.x

  19. 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

    Article first published online : 19 APR 2010, DOI: 10.1111/j.1467-9892.2010.00660.x

  20. Empirical likelihood intervals for conditional Value-at-Risk in ARCH/GARCH models

    Journal of Time Series Analysis

    Volume 31, Issue 2, March 2010, Pages: 65–75, Yun Gong, Zhouping Li and Liang Peng

    Article first published online : 28 DEC 2009, DOI: 10.1111/j.1467-9892.2009.00644.x