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There are 49420 results for: content related to: Frequency and phase estimation in time series with quasi periodic components

  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. 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

  3. 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

  4. 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

  5. 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

  6. 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

  7. 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

  8. Change-point detection in panel data

    Journal of Time Series Analysis

    Volume 33, Issue 4, July 2012, Pages: 631–648, Lajos Horváth and Marie Hušková

    Version of Record online : 27 APR 2012, DOI: 10.1111/j.1467-9892.2012.00796.x

  9. 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

  10. 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

  11. 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

  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. Determining the order of the functional autoregressive model

    Journal of Time Series Analysis

    Volume 34, Issue 1, January 2013, Pages: 116–129, Piotr Kokoszka and Matthew Reimherr

    Version of Record online : 25 JUL 2012, DOI: 10.1111/j.1467-9892.2012.00816.x

  14. 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

  15. Semiparametric inference on a class of Wiener processes

    Journal of Time Series Analysis

    Volume 30, Issue 2, March 2009, Pages: 179–207, Xiao Wang

    Version of Record online : 15 MAR 2009, DOI: 10.1111/j.1467-9892.2009.00606.x

  16. 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

  17. Strictly stationary solutions of ARMA equations with fractional noise

    Journal of Time Series Analysis

    Volume 33, Issue 4, July 2012, Pages: 570–582, Bernd Vollenbröker

    Version of Record online : 13 MAR 2012, DOI: 10.1111/j.1467-9892.2012.00788.x

  18. 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

  19. 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

  20. 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