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There are 31767 results for: content related to: Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes

  1. Strictly stationary solutions of ARMA equations with fractional noise

    Journal of Time Series Analysis

    Volume 33, Issue 4, July 2012, Pages: 570–582, Bernd Vollenbröker

    Article first published online : 13 MAR 2012, DOI: 10.1111/j.1467-9892.2012.00788.x

  2. Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate

    Journal of Time Series Analysis

    Volume 29, Issue 5, September 2008, Pages: 906–945, Jean-Marc Bardet, Paul Doukhan and José Rafael León

    Article first published online : 14 AUG 2008, DOI: 10.1111/j.1467-9892.2008.00588.x

  3. 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

  4. 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

  5. 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

  6. 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

  7. 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

    Article first published online : 27 SEP 2010, DOI: 10.1111/j.1467-9892.2010.00687.x

  8. 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

  9. 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

  10. On Hypotheses Testing for the Selection of Spatio-Temporal Models

    Journal of Time Series Analysis

    Volume 27, Issue 5, September 2006, Pages: 767–791, Ana Mónica C. Antunes and Tata Subba Rao

    Article first published online : 10 MAY 2006, DOI: 10.1111/j.1467-9892.2006.00488.x

  11. 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

  12. Second-order properties of locally stationary processes

    Journal of Time Series Analysis

    Volume 30, Issue 1, January 2009, Pages: 145–166, Kenichiro Tamaki

    Article first published online : 28 DEC 2008, DOI: 10.1111/j.1467-9892.2008.00605.x

  13. 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

    Article first published online : 21 AUG 2009, DOI: 10.1111/j.1467-9892.2009.00622.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

    Article first published online : 25 NOV 2008, DOI: 10.1111/j.1467-9892.2008.00601.x

  15. 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

    Article first published online : 16 DEC 2009, DOI: 10.1111/j.1467-9892.2009.00638.x

  16. 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

  17. 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

    Article first published online : 20 APR 2009, DOI: 10.1111/j.1467-9892.2009.00612.x

  18. Semiparametric inference on a class of Wiener processes

    Journal of Time Series Analysis

    Volume 30, Issue 2, March 2009, Pages: 179–207, Xiao Wang

    Article first published online : 15 MAR 2009, DOI: 10.1111/j.1467-9892.2009.00606.x

  19. 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

    Article first published online : 8 NOV 2010, DOI: 10.1111/j.1467-9892.2010.00694.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

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