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There are 27380 results for: content related to: Asymptotic results for Fourier-PARMA time series

  1. 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

  2. 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

  3. 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

  4. Spectral-based non-central F mixed effect models, with application to otoacoustic emissions

    Journal of Time Series Analysis

    Volume 33, Issue 5, September 2012, Pages: 850–862, Lai Wei, Peter F. Craigmile and Wayne M. King

    Article first published online : 13 MAR 2012, DOI: 10.1111/j.1467-9892.2012.00789.x

  5. Estimating the Rank of the Spectral Density Matrix

    Journal of Time Series Analysis

    Volume 26, Issue 1, January 2005, Pages: 37–48, Gonzalo Camba-Mendez and George Kapetanios

    Article first published online : 6 JAN 2005, DOI: 10.1111/j.1467-9892.2005.00389.x

  6. 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

  7. 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

  8. 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

  9. 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

  10. 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

  11. 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

  12. 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

  13. 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

  14. Central limit theorems for nonparametric estimators with real-time random variables

    Journal of Time Series Analysis

    Volume 31, Issue 5, September 2010, Pages: 337–347, Tae Yoon Kim and Zhi-Ming Luo

    Article first published online : 23 JUN 2010, DOI: 10.1111/j.1467-9892.2010.00668.x

  15. 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

  16. 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

  17. 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

    Article first published online : 17 MAR 2010, DOI: 10.1111/j.1467-9892.2010.00655.x

  18. A parametric estimation method for dynamic factor models of large dimensions

    Journal of Time Series Analysis

    Volume 30, Issue 2, March 2009, Pages: 208–238, George Kapetanios and Massimiliano Marcellino

    Article first published online : 15 MAR 2009, DOI: 10.1111/j.1467-9892.2009.00607.x

  19. 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

  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