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There are 85569 results for: content related to: Estimating a change point in the long memory parameter

  1. 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

  2. Local Likelihood for non-parametric ARCH(1) models

    Journal of Time Series Analysis

    Volume 26, Issue 2, March 2005, Pages: 251–278, Francesco Audrino

    Version of Record online : 17 FEB 2005, DOI: 10.1111/j.1467-9892.2005.00400.x

  3. 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

  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 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

  6. 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

  7. 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

  8. 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

  9. 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

  10. 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

  11. A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes

    Journal of Time Series Analysis

    Volume 33, Issue 2, March 2012, Pages: 177–192, Carsten Jentsch

    Version of Record online : 16 AUG 2011, DOI: 10.1111/j.1467-9892.2011.00750.x

  12. 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

  13. The restricted likelihood ratio test for autoregressive processes

    Journal of Time Series Analysis

    Volume 33, Issue 2, March 2012, Pages: 325–339, Willa W. Chen and Rohit S. Deo

    Version of Record online : 29 NOV 2011, DOI: 10.1111/j.1467-9892.2011.00769.x

  14. Conditional variance estimation in regression models with long memory

    Journal of Time Series Analysis

    Volume 33, Issue 3, May 2012, Pages: 468–483, Rafal Kulik and Cornelia Wichelhaus

    Version of Record online : 14 MAR 2012, DOI: 10.1111/j.1467-9892.2012.00782.x

  15. Mean shift testing in correlated data

    Journal of Time Series Analysis

    Volume 32, Issue 5, September 2011, Pages: 498–511, Michael Robbins, Colin Gallagher, Robert Lund and Alexander Aue

    Version of Record online : 24 JAN 2011, DOI: 10.1111/j.1467-9892.2010.00707.x

  16. Inference about long run canonical correlations

    Journal of Time Series Analysis

    Volume 33, Issue 4, July 2012, Pages: 665–683, Prosper Dovonon, Alastair R. Hall and Kalidas Jana

    Version of Record online : 14 MAY 2012, DOI: 10.1111/j.1467-9892.2012.00798.x

  17. Testing non-parametric hypotheses for stationary processes by estimating minimal distances

    Journal of Time Series Analysis

    Volume 32, Issue 5, September 2011, Pages: 447–461, Holger Dette, Tatjana Kinsvater and Mathias Vetter

    Version of Record online : 3 DEC 2010, DOI: 10.1111/j.1467-9892.2010.00703.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

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

  19. Testing for parameter stability in nonlinear autoregressive models

    Journal of Time Series Analysis

    Volume 33, Issue 3, May 2012, Pages: 365–385, Claudia Kirch and Joseph Tadjuidje Kamgaing

    Version of Record online : 13 MAR 2012, DOI: 10.1111/j.1467-9892.2011.00764.x

  20. Stability conditions for heteroscedastic factor models with conditionally autoregressive betas

    Journal of Time Series Analysis

    Volume 32, Issue 5, September 2011, Pages: 482–497, George A Christodoulakis and Stephen E Satchell

    Version of Record online : 10 JAN 2011, DOI: 10.1111/j.1467-9892.2010.00706.x