Search Results

There are 45740 results for: content related to: Limit theorems for the discount sums of moving averages

  1. Likelihood inference for discriminating between long-memory and change-point models

    Journal of Time Series Analysis

    Volume 33, Issue 4, July 2012, Pages: 649–664, Chun Yip Yau and Richard A. Davis

    Version of Record online : 11 MAY 2012, DOI: 10.1111/j.1467-9892.2012.00797.x

  2. On LM-type tests for seasonal unit roots in the presence of a break in trend

    Journal of Time Series Analysis

    Volume 32, Issue 2, March 2011, Pages: 108–134, Luis C. Nunes and Paulo M. M. Rodrigues

    Version of Record online : 27 SEP 2010, DOI: 10.1111/j.1467-9892.2010.00687.x

  3. 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

  4. Assessing Time-Reversibility Under Minimal Assumptions

    Journal of Time Series Analysis

    Volume 29, Issue 5, September 2008, Pages: 881–905, Zacharias Psaradakis

    Version of Record online : 14 AUG 2008, DOI: 10.1111/j.1467-9892.2008.00587.x

  5. Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility

    Journal of Time Series Analysis

    Volume 29, Issue 2, March 2008, Pages: 300–330, Giuseppe Cavaliere and A. M. Robert Taylor

    Version of Record online : 7 DEC 2007, DOI: 10.1111/j.1467-9892.2007.00557.x

  6. 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

  7. 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

  8. Unit root bootstrap tests under infinite variance

    Journal of Time Series Analysis

    Volume 33, Issue 1, January 2012, Pages: 32–47, Marta Moreno and Juan Romo

    Version of Record online : 16 JUN 2011, DOI: 10.1111/j.1467-9892.2011.00737.x

  9. Estimation of the location and exponent of the spectral singularity of a long memory process

    Journal of Time Series Analysis

    Volume 25, Issue 1, January 2004, Pages: 55–81, Javier Hidalgo and Philippe Soulier

    Version of Record online : 12 JAN 2004, DOI: 10.1111/j.1467-9892.2004.00337.x

  10. Statistical analysis of a spatio-temporal model with location-dependent parameters and a test for spatial stationarity

    Journal of Time Series Analysis

    Volume 29, Issue 4, July 2008, Pages: 673–694, Suhasini Subba Rao

    Version of Record online : 28 JUN 2008, DOI: 10.1111/j.1467-9892.2008.00577.x

  11. 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

  12. 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

  13. A Note on the Specification and Estimation of ARMAX Systems

    Journal of Time Series Analysis

    Volume 26, Issue 2, March 2005, Pages: 157–183, D. S. Poskitt

    Version of Record online : 17 FEB 2005, DOI: 10.1111/j.1467-9892.2005.00397.x

  14. A parametric estimation method for dynamic factor models of large dimensions

    Journal of Time Series Analysis

    Volume 30, Issue 2, March 2009, Pages: 208–238, George Kapetanios and Massimiliano Marcellino

    Version of Record online : 15 MAR 2009, DOI: 10.1111/j.1467-9892.2009.00607.x

  15. CUSUM of Squares-Based Tests for a Change in Persistence

    Journal of Time Series Analysis

    Volume 28, Issue 3, May 2007, Pages: 408–433, Stephen Leybourne, Robert Taylor and Tae-Hwan Kim

    Version of Record online : 24 OCT 2006, DOI: 10.1111/j.1467-9892.2006.00517.x

  16. A Modified Nonparametric Prewhitened Covariance Estimator

    Journal of Time Series Analysis

    Volume 27, Issue 3, May 2006, Pages: 441–476, Masayuki Hirukawa

    Version of Record online : 14 MAR 2006, DOI: 10.1111/j.1467-9892.2006.00477.x

  17. 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

  18. You have full text access to this OnlineOpen article
    Quantifying the uncertainty in change points

    Journal of Time Series Analysis

    Volume 33, Issue 5, September 2012, Pages: 807–823, Christopher F. H. Nam, John A. D. Aston and Adam M. Johansen

    Version of Record online : 14 MAR 2012, DOI: 10.1111/j.1467-9892.2011.00777.x

  19. 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

  20. Asymptotic laws of successive least squares estimates for seasonal arima models and application

    Journal of Time Series Analysis

    Volume 23, Issue 6, November 2002, Pages: 707–731, B. Truong-van and P. Varachaud

    Version of Record online : 9 DEC 2002, DOI: 10.1111/1467-9892.00287