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There are 42471 results for: content related to: Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model

  1. 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

    Version of Record online : 17 FEB 2005, DOI: 10.1111/j.1467-9892.2005.00399.x

  2. Chi-squared portmanteau tests for structural VARMA models with uncorrelated errors

    Journal of Time Series Analysis

    Volume 33, Issue 6, November 2012, Pages: 863–872, Naoya Katayama

    Version of Record online : 10 MAY 2012, DOI: 10.1111/j.1467-9892.2012.00799.x

  3. 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

  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. Frequency estimation based on the cumulated Lomb–Scargle periodogram

    Journal of Time Series Analysis

    Volume 29, Issue 6, November 2008, Pages: 1104–1131, C. Lévy-Leduc, E. Moulines and F. Roueff

    Version of Record online : 23 OCT 2008, DOI: 10.1111/j.1467-9892.2008.00599.x

  6. 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

  7. 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

  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. 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

    Version of Record online : 28 MAR 2011, DOI: 10.1111/j.1467-9892.2011.00728.x

  10. 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

  11. 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

  12. High Moment Partial Sum Processes of Residuals in ARMA Models and their Applications

    Journal of Time Series Analysis

    Volume 28, Issue 1, January 2007, Pages: 72–91, Hao Yu

    Version of Record online : 3 AUG 2006, DOI: 10.1111/j.1467-9892.2006.00499.x

  13. Semiparametric inference on a class of Wiener processes

    Journal of Time Series Analysis

    Volume 30, Issue 2, March 2009, Pages: 179–207, Xiao Wang

    Version of Record online : 15 MAR 2009, DOI: 10.1111/j.1467-9892.2009.00606.x

  14. Testing for parameter constancy in general causal time-series models

    Journal of Time Series Analysis

    Volume 33, Issue 3, May 2012, Pages: 503–518, William Charky Kengne

    Version of Record online : 14 MAR 2012, DOI: 10.1111/j.1467-9892.2012.00785.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. 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

    Version of Record online : 30 SEP 2010, DOI: 10.1111/j.1467-9892.2010.00690.x

  18. On detecting the optimal structure of a neural network under strong statistical features in errors

    Journal of Time Series Analysis

    Volume 32, Issue 3, May 2011, Pages: 204–222, Nikos S. Thomaidis and George D. Dounias

    Version of Record online : 19 OCT 2010, DOI: 10.1111/j.1467-9892.2010.00693.x

  19. Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate

    Journal of Time Series Analysis

    Volume 29, Issue 5, September 2008, Pages: 906–945, Jean-Marc Bardet, Paul Doukhan and José Rafael León

    Version of Record online : 14 AUG 2008, DOI: 10.1111/j.1467-9892.2008.00588.x

  20. 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