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There are 46616 results for: content related to: Solutions of Yule-Walker equations for singular AR processes

  1. 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

  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

    Version of Record online : 2 SEP 2010, DOI: 10.1111/j.1467-9892.2010.00681.x

  3. Integration of CARMA processes and spot volatility modelling

    Journal of Time Series Analysis

    Volume 34, Issue 2, March 2013, Pages: 156–167, Peter Brockwell and Alexander Lindner

    Version of Record online : 18 DEC 2012, DOI: 10.1111/jtsa.12011

  4. 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

  5. Optimal convergence rates in non-parametric regression with fractional time series errors

    Journal of Time Series Analysis

    Volume 34, Issue 1, January 2013, Pages: 30–39, Yuanhua Feng and Jan Beran

    Version of Record online : 19 JUL 2012, DOI: 10.1111/j.1467-9892.2012.00811.x

  6. Robust estimators under semi-parametric partly linear autoregression: Asymptotic behaviour and bandwidth selection

    Journal of Time Series Analysis

    Volume 28, Issue 2, March 2007, Pages: 274–306, Ana Bianco and Graciela Boente

    Version of Record online : 21 SEP 2006, DOI: 10.1111/j.1467-9892.2006.00511.x

  7. Gaussian Semi-parametric Estimation of Fractional Cointegration

    Journal of Time Series Analysis

    Volume 24, Issue 3, May 2003, Pages: 345–378, Carlos Velasco

    Version of Record online : 19 MAY 2003, DOI: 10.1111/1467-9892.00311

  8. Nonlinear spectral density estimation: thresholding the correlogram

    Journal of Time Series Analysis

    Volume 33, Issue 3, May 2012, Pages: 386–397, Efstathios Paparoditis and Dimitris N. Politis

    Version of Record online : 13 MAR 2012, DOI: 10.1111/j.1467-9892.2011.00771.x

  9. 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

  10. 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

  11. 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

  12. 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

  13. 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

  14. 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

  15. 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

  16. 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

  17. Estimation of regression and dynamic dependence paremeters for non-stationary multinomial time series

    Journal of Time Series Analysis

    Volume 33, Issue 3, May 2012, Pages: 458–467, J. C. Loredo-Osti and Brajendra C. Sutradhar

    Version of Record online : 14 MAR 2012, DOI: 10.1111/j.1467-9892.2012.00781.x

  18. Local asymptotic normality and efficient estimation for INAR(p) models

    Journal of Time Series Analysis

    Volume 29, Issue 5, September 2008, Pages: 783–801, Feike C. Drost, Ramon Van Den Akker and Bas J. M. Werker

    Version of Record online : 22 JUL 2008, DOI: 10.1111/j.1467-9892.2008.00581.x

  19. 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

  20. Improved generalized method of moments estimators for weakly dependent observations

    Journal of Time Series Analysis

    Volume 32, Issue 6, November 2011, Pages: 680–698, Francesco Bravo

    Version of Record online : 21 MAR 2011, DOI: 10.1111/j.1467-9892.2011.00726.x