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There are 5476 results for: content related to: Mean shift testing in correlated data

  1. Non-stationary autoregressive processes with infinite variance

    Journal of Time Series Analysis

    Volume 33, Issue 6, November 2012, Pages: 916–934, Ngai Hang Chan and Rongmao Zhang

    Version of Record online : 10 JUL 2012, DOI: 10.1111/j.1467-9892.2012.00807.x

  2. Identification of the multiscale fractional Brownian motion with biomechanical applications

    Journal of Time Series Analysis

    Volume 28, Issue 1, January 2007, Pages: 1–52, Jean-Marc Bardet and Pierre Bertrand

    Version of Record online : 19 JUL 2006, DOI: 10.1111/j.1467-9892.2006.00494.x

  3. 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

  4. 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

  5. Duration time-series models with proportional hazard

    Journal of Time Series Analysis

    Volume 29, Issue 1, January 2008, Pages: 74–124, P. Gagliardini and C. Gourieroux

    Version of Record online : 7 DEC 2007, DOI: 10.1111/j.1467-9892.2007.00546.x

  6. Consistent estimation of the memory parameter for nonlinear time series

    Journal of Time Series Analysis

    Volume 27, Issue 2, March 2006, Pages: 211–251, Violetta Dalla, Liudas Giraitis and Javier Hidalgo

    Version of Record online : 7 OCT 2005, DOI: 10.1111/j.1467-9892.2005.00464.x

  7. 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

  8. 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

  9. 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

  10. 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

  11. Statistical tests for a single change in mean against long-range dependence

    Journal of Time Series Analysis

    Volume 33, Issue 1, January 2012, Pages: 131–151, Changryong Baek and Vladas Pipiras

    Version of Record online : 30 JUN 2011, DOI: 10.1111/j.1467-9892.2011.00747.x

  12. Efficient Frequency Estimation from a Particular Almost Periodic Function with Application to Laser Vibrometry

    Journal of Time Series Analysis

    Volume 27, Issue 5, September 2006, Pages: 637–669, Céline Lévy-Leduc

    Version of Record online : 7 APR 2006, DOI: 10.1111/j.1467-9892.2006.00480.x

  13. 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

  14. Trimming and Tapering Semi-Parametric Estimates in Asymmetric Long Memory Time Series

    Journal of Time Series Analysis

    Volume 26, Issue 4, July 2005, Pages: 581–611, J. Arteche and C. Velasco

    Version of Record online : 7 JUN 2005, DOI: 10.1111/j.1467-9892.2005.00431.x

  15. 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

    Version of Record online : 20 APR 2009, DOI: 10.1111/j.1467-9892.2009.00612.x

  16. Extreme value analysis of optimal level-crossing prediction for linear Gaussian processes

    Journal of Time Series Analysis

    Volume 33, Issue 4, July 2012, Pages: 583–607, Rodney A. Martin

    Version of Record online : 14 MAR 2012, DOI: 10.1111/j.1467-9892.2012.00791.x

  17. 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

  18. Bootstrapping unit root tests for integrated processes

    Journal of Time Series Analysis

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

    Version of Record online : 21 FEB 2003, DOI: 10.1111/1467-9892.00295

  19. Bootstrapping the Local Periodogram of Locally Stationary Processes

    Journal of Time Series Analysis

    Volume 29, Issue 2, March 2008, Pages: 264–299, Marios Sergides and Efstathios Paparoditis

    Version of Record online : 26 NOV 2007, DOI: 10.1111/j.1467-9892.2007.00556.x

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    Corrigendum

    Vol. 30, Issue 2, 260–261, Version of Record online: 15 MAR 2009

  20. Efficient Estimation of Seasonal Long-Range-Dependent Processes

    Journal of Time Series Analysis

    Volume 26, Issue 6, November 2005, Pages: 863–892, Wilfredo Palma and Ngai Hang Chan

    Version of Record online : 20 OCT 2005, DOI: 10.1111/j.1467-9892.2005.00447.x