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There are 41607 results for: content related to: Space-time modelling of trends in temperature series

  1. 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

  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. 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

  4. 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

  5. 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

  6. 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

  7. 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

  8. 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

  9. 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

  10. 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

  11. Frequency and phase estimation in time series with quasi periodic components

    Journal of Time Series Analysis

    Volume 33, Issue 1, January 2012, Pages: 13–31, Konstantinos Paraschakis and Rainer Dahlhaus

    Version of Record online : 25 APR 2011, DOI: 10.1111/j.1467-9892.2011.00736.x

  12. 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

  13. 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

  14. A similarity-based approach to time-varying coefficient non-stationary autoregression

    Journal of Time Series Analysis

    Volume 33, Issue 3, May 2012, Pages: 484–502, Offer Lieberman

    Version of Record online : 13 MAR 2012, DOI: 10.1111/j.1467-9892.2012.00783.x

  15. 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

  16. 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

  17. 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

  18. 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

  19. 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

  20. 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