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There are 32992 results for: content related to: Time-varying multi-regime models fitting by genetic algorithms

  1. 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

  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

    Article first published 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

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

  4. Broadband semi-parametric estimation of long-memory time series by fractional exponential models

    Journal of Time Series Analysis

    Volume 32, Issue 2, March 2011, Pages: 175–193, Masaki Narukawa and Yasumasa Matsuda

    Article first published online : 30 SEP 2010, DOI: 10.1111/j.1467-9892.2010.00690.x

  5. 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

  6. 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

  7. 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

  8. 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

  9. 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

  10. 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

  11. 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

  12. Modelling member behaviour in on-line user-generated content sites: a semiparametric Bayesian approach

    Journal of the Royal Statistical Society: Series A (Statistics in Society)

    Volume 174, Issue 4, October 2011, Pages: 1051–1069, Young-Hoon Park, Chang Hee Park and Pulak Ghosh

    Article first published online : 11 MAY 2011, DOI: 10.1111/j.1467-985X.2011.00695.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

    Article first published online : 27 SEP 2010, DOI: 10.1111/j.1467-9892.2010.00689.x

  14. Bootstrapping unit root tests for integrated processes

    Journal of Time Series Analysis

    Volume 24, Issue 1, January 2003, Pages: 99–126, Anders Rygh Swensen

    Article first published online : 21 FEB 2003, DOI: 10.1111/1467-9892.00295

  15. Empirical likelihood inference for random coefficient INAR(p) process

    Journal of Time Series Analysis

    Volume 32, Issue 3, May 2011, Pages: 195–203, Haixiang Zhang, Dehui Wang and Fukang Zhu

    Article first published online : 7 OCT 2010, DOI: 10.1111/j.1467-9892.2010.00691.x

  16. 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

  17. Estimation in nonstationary random coefficient autoregressive models

    Journal of Time Series Analysis

    Volume 30, Issue 4, July 2009, Pages: 395–416, István Berkes, Lajos Horváth and Shiqing Ling

    Article first published online : 26 MAY 2009, DOI: 10.1111/j.1467-9892.2009.00615.x

  18. 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

  19. 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

  20. Asymptotic normality of wavelet estimators of the memory parameter for linear processes

    Journal of Time Series Analysis

    Volume 30, Issue 5, September 2009, Pages: 534–558, F. Roueff and M. S. Taqqu

    Article first published online : 21 AUG 2009, DOI: 10.1111/j.1467-9892.2009.00627.x