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There are 72941 results for: content related to: On detecting the optimal structure of a neural network under strong statistical features in errors

  1. 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

  2. A Generalized Portmanteau Test For Independence Of Two Infinite-Order Vector Autoregressive Series

    Journal of Time Series Analysis

    Volume 27, Issue 4, July 2006, Pages: 505–544, Chafik Bouhaddioui and Roch Roy

    Version of Record online : 28 FEB 2006, DOI: 10.1111/j.1467-9892.2006.00473.x

  3. Testing Monthly Seasonal Unit Roots With Monthly and Quarterly Information

    Journal of Time Series Analysis

    Volume 27, Issue 2, March 2006, Pages: 191–209, Gabriel Pons

    Version of Record online : 20 OCT 2005, DOI: 10.1111/j.1467-9892.2005.00463.x

  4. Least squares estimation of ARCH models with missing observations

    Journal of Time Series Analysis

    Volume 33, Issue 6, November 2012, Pages: 880–891, Pascal Bondon and Natalia Bahamonde

    Version of Record online : 22 MAY 2012, DOI: 10.1111/j.1467-9892.2012.00803.x

  5. On Estimating Conditional Mean-Squared Prediction Error in Autoregressive Models

    Journal of Time Series Analysis

    Volume 24, Issue 4, July 2003, Pages: 401–422, CHING-KANG ING and SHU-HUI YU

    Version of Record online : 4 JUL 2003, DOI: 10.1111/1467-9892.00313

  6. Change point detection in copula ARMA–GARCH Models

    Journal of Time Series Analysis

    Volume 33, Issue 4, July 2012, Pages: 554–569, Okyoung Na, Jiyeon Lee and Sangyeol Lee

    Version of Record online : 11 OCT 2011, DOI: 10.1111/j.1467-9892.2011.00763.x

  7. A similarity-based approach to time-varying coefficient non-stationary autoregression

    Journal of Time Series Analysis

    Volume 33, Issue 3, May 2012, Pages: 484–502, Offer Lieberman

    Version of Record online : 13 MAR 2012, DOI: 10.1111/j.1467-9892.2012.00783.x

  8. A Nonparametric Prewhitened Covariance Estimator

    Journal of Time Series Analysis

    Volume 23, Issue 2, March 2002, Pages: 215–250, ZHIJIE XIAO and OLIVER LINTON

    Version of Record online : 29 APR 2002, DOI: 10.1111/1467-9892.00263

  9. Recursive adjustment, unit root tests and structural breaks

    Journal of Time Series Analysis

    Volume 34, Issue 1, January 2013, Pages: 62–82, Paulo M. M. Rodrigues

    Version of Record online : 25 JUL 2012, DOI: 10.1111/j.1467-9892.2012.00813.x

  10. Some comments on specification tests in nonparametric absolutely regular processes

    Journal of Time Series Analysis

    Volume 25, Issue 2, March 2004, Pages: 159–172, Holger Dette and Ingrid Spreckelsen

    Version of Record online : 1 MAR 2004, DOI: 10.1111/j.1467-9892.2004.00343.x

  11. On composite likelihood estimation of a multivariate INAR(1) model

    Journal of Time Series Analysis

    Volume 34, Issue 2, March 2013, Pages: 206–220, Xanthi Pedeli and Dimitris Karlis

    Version of Record online : 23 OCT 2012, DOI: 10.1111/jtsa.12003

  12. An Extended Portmanteau Test for VARMA Models With Mixing Nonlinear Constraints

    Journal of Time Series Analysis

    Volume 29, Issue 5, September 2008, Pages: 741–761, Ignacio Arbués

    Version of Record online : 22 JUL 2008, DOI: 10.1111/j.1467-9892.2008.00573.x

  13. Using the Penalized Likelihood Method for Model Selection with Nuisance Parameters Present only under the Alternative: An Application to Switching Regression Models

    Journal of Time Series Analysis

    Volume 26, Issue 5, September 2005, Pages: 715–741, Arie Preminger and David Wettstein

    Version of Record online : 11 AUG 2005, DOI: 10.1111/j.1467-9892.2005.00443.x

  14. Enveloping spectral surfaces: covariate dependent spectral analysis of categorical time series

    Journal of Time Series Analysis

    Volume 33, Issue 5, September 2012, Pages: 797–806, Robert T. Krafty, Shuangyan Xiong, David S. Stoffer, Daniel J. Buysse and Martica Hall

    Version of Record online : 19 JAN 2012, DOI: 10.1111/j.1467-9892.2011.00773.x

  15. 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

  16. On stationarity and ergodicity of the bilinear model with applications to GARCH models

    Journal of Time Series Analysis

    Volume 30, Issue 1, January 2009, Pages: 125–144, Dennis Kristensen

    Version of Record online : 28 DEC 2008, DOI: 10.1111/j.1467-9892.2008.00603.x

  17. Temporal Aggregation and Bandwidth selection in estimating long memory

    Journal of Time Series Analysis

    Volume 28, Issue 5, September 2007, Pages: 701–722, Leonardo Rocha Souza

    Version of Record online : 27 FEB 2007, DOI: 10.1111/j.1467-9892.2007.00533.x

  18. Time-series clustering via quasi U-statistics

    Journal of Time Series Analysis

    Volume 33, Issue 4, July 2012, Pages: 608–619, Marcio Valk and Aluísio Pinheiro

    Version of Record online : 14 MAR 2012, DOI: 10.1111/j.1467-9892.2012.00793.x

  19. 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

  20. Properties of the nonparametric autoregressive bootstrap

    Journal of Time Series Analysis

    Volume 23, Issue 5, September 2002, Pages: 555–585, J. FRANKE, J.-P. KREISS, E. MAMMEN and M. H. NEUMANN

    Version of Record online : 11 OCT 2002, DOI: 10.1111/1467-9892.00278