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There are 43013 results for: content related to: Asymptotic results for Fourier-PARMA time series

  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

    Article first published online : 2 SEP 2010, DOI: 10.1111/j.1467-9892.2010.00681.x

  2. 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

  3. 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

  4. Bootstrapping confidence intervals for the change-point of time series

    Journal of Time Series Analysis

    Volume 29, Issue 6, November 2008, Pages: 947–972, Marie Hušková and Claudia Kirch

    Article first published online : 23 OCT 2008, DOI: 10.1111/j.1467-9892.2008.00589.x

  5. Structure and estimation of a class of nonstationary yet nonexplosive GARCH models

    Journal of Time Series Analysis

    Volume 31, Issue 5, September 2010, Pages: 348–364, Nazim Regnard and Jean-Michel Zakoïan

    Article first published online : 11 JUL 2010, DOI: 10.1111/j.1467-9892.2010.00669.x

  6. 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

  7. 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

    Article first published online : 17 FEB 2005, DOI: 10.1111/j.1467-9892.2005.00399.x

  8. 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

    Article first published online : 29 NOV 2011, DOI: 10.1111/j.1467-9892.2011.00769.x

  9. 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

    Article first published online : 15 NOV 2010, DOI: 10.1111/j.1467-9892.2010.00699.x

  10. Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models

    Journal of Time Series Analysis

    Volume 32, Issue 6, November 2011, Pages: 699–723, Christian Francq, Roch Roy and Abdessamad Saidi

    Article first published online : 28 MAR 2011, DOI: 10.1111/j.1467-9892.2011.00728.x

  11. 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

  12. 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

  13. Optimal Detection of Exponential Component in Autoregressive Models

    Journal of Time Series Analysis

    Volume 27, Issue 6, November 2006, Pages: 793–810, Jelloul Allal and Saïd El Melhaoui

    Article first published online : 30 MAY 2006, DOI: 10.1111/j.1467-9892.2006.00489.x

  14. 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

  15. On an independent and identically distributed mixture bilinear time-series model

    Journal of Time Series Analysis

    Volume 31, Issue 2, March 2010, Pages: 113–131, Abdelhakim Aknouche and Nadia Rabehi

    Article first published online : 11 FEB 2010, DOI: 10.1111/j.1467-9892.2009.00649.x

  16. Postmodel selection estimators of variance function for nonlinear autoregression

    Journal of Time Series Analysis

    Volume 31, Issue 1, January 2010, Pages: 50–63, Piotr Borkowski and Jan Mielniczuk

    Article first published online : 16 DEC 2009, DOI: 10.1111/j.1467-9892.2009.00639.x

  17. 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

  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

    Article first published online : 11 AUG 2005, DOI: 10.1111/j.1467-9892.2005.00441.x

  19. 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

  20. 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