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There are 48639 results for: content related to: Broadband semi-parametric estimation of long-memory time series by fractional exponential models

  1. A test for independence between a point process and an analogue signal

    Journal of Time Series Analysis

    Volume 33, Issue 5, September 2012, Pages: 824–840, Victor Solo and Ahmed Pasha

    Version of Record online : 21 JUN 2012, DOI: 10.1111/j.1467-9892.2012.00790.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

    Version of Record online : 2 SEP 2010, DOI: 10.1111/j.1467-9892.2010.00681.x

  3. 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

  4. 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

  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

    Version of Record online : 27 SEP 2010, DOI: 10.1111/j.1467-9892.2010.00685.x

  6. Optimal sampling for density estimation in continuous time

    Journal of Time Series Analysis

    Volume 24, Issue 1, January 2003, Pages: 1–23, D. Blanke and B. Pumo

    Version of Record online : 21 FEB 2003, DOI: 10.1111/1467-9892.00290

  7. Robust and powerful serial correlation tests with new robust estimates in ARX models

    Journal of Time Series Analysis

    Volume 26, Issue 1, January 2005, Pages: 49–81, Pierre Duchesne

    Version of Record online : 6 JAN 2005, DOI: 10.1111/j.1467-9892.2005.00390.x

  8. 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

    Version of Record online : 11 AUG 2005, DOI: 10.1111/j.1467-9892.2005.00441.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

    Version of Record online : 15 NOV 2010, DOI: 10.1111/j.1467-9892.2010.00699.x

  10. Measuring nonlinear dependence in time-series, a distance correlation approach

    Journal of Time Series Analysis

    Volume 33, Issue 3, May 2012, Pages: 438–457, Zhou Zhou

    Version of Record online : 13 MAR 2012, DOI: 10.1111/j.1467-9892.2011.00780.x

  11. A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue

    Journal of Time Series Analysis

    Volume 28, Issue 3, May 2007, Pages: 307–349, Javier Hidalgo

    Version of Record online : 20 SEP 2006, DOI: 10.1111/j.1467-9892.2006.00510.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

    Version of Record online : 31 AUG 2010, DOI: 10.1111/j.1467-9892.2010.00682.x

  13. 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

  14. The averaged periodogram estimator for a power law in coherency

    Journal of Time Series Analysis

    Volume 33, Issue 2, March 2012, Pages: 340–363, Rebecca J. Sela and Clifford M. Hurvich

    Version of Record online : 19 JAN 2012, DOI: 10.1111/j.1467-9892.2011.00770.x

  15. 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

  16. 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

  17. 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

  18. 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

    Version of Record online : 27 SEP 2010, DOI: 10.1111/j.1467-9892.2010.00687.x

  19. 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

  20. Efficient Semiparametric Estimation of the Periods in a Superposition of Periodic Functions with Unknown Shape

    Journal of Time Series Analysis

    Volume 27, Issue 6, November 2006, Pages: 877–910, Elisabeth Gassiat and Céline Lévy-Leduc

    Version of Record online : 25 JUL 2006, DOI: 10.1111/j.1467-9892.2006.00493.x