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There are 27385 results for: content related to: Unit root bootstrap tests under infinite variance

  1. 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

    Article first published online : 12 JAN 2004, DOI: 10.1111/j.1467-9892.2004.00337.x

  2. On the properties of the periodogram of a stationary long-memory process over different epochs with applications

    Journal of Time Series Analysis

    Volume 31, Issue 1, January 2010, Pages: 20–36, Valdério A. Reisen, Eric Moulines, Philippe Soulier and Glaura C. Franco

    Article first published online : 16 DEC 2009, DOI: 10.1111/j.1467-9892.2009.00637.x

  3. 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

    Article first published online : 25 APR 2011, DOI: 10.1111/j.1467-9892.2011.00736.x

  4. Multivariate Time-Series Analysis With Categorical and Continuous Variables in an Lstr Model

    Journal of Time Series Analysis

    Volume 28, Issue 6, November 2007, Pages: 867–885, Ginger M. Davis and Katherine B. Ensor

    Article first published online : 11 JUN 2007, DOI: 10.1111/j.1467-9892.2007.00537.x

  5. Spatio-temporal smoothing and EM estimation for massive remote-sensing data sets

    Journal of Time Series Analysis

    Volume 32, Issue 4, July 2011, Pages: 430–446, Matthias Katzfuss and Noel Cressie

    Article first published online : 3 MAY 2011, DOI: 10.1111/j.1467-9892.2011.00732.x

  6. Multi-variate stochastic volatility modelling using Wishart autoregressive processes

    Journal of Time Series Analysis

    Volume 33, Issue 1, January 2012, Pages: 48–60, K. Triantafyllopoulos

    Article first published online : 30 MAY 2011, DOI: 10.1111/j.1467-9892.2011.00738.x

  7. Space-time modelling of trends in temperature series

    Journal of Time Series Analysis

    Volume 32, Issue 4, July 2011, Pages: 378–395, Peter F. Craigmile and Peter Guttorp

    Article first published online : 21 APR 2011, DOI: 10.1111/j.1467-9892.2011.00733.x

  8. A class of stochastic volatility models for environmental applications

    Journal of Time Series Analysis

    Volume 32, Issue 4, July 2011, Pages: 364–377, Wenying Huang, Ke Wang, F. Jay Breidt and Richard A. Davis

    Article first published online : 4 MAY 2011, DOI: 10.1111/j.1467-9892.2011.00735.x

  9. A wavelet-based spectral method for extracting self-similarity measures in time-varying two-dimensional rainfall maps

    Journal of Time Series Analysis

    Volume 32, Issue 4, July 2011, Pages: 351–363, Pepa Ramírez-Cobo, Kichun Sky Lee, Annalisa Molini, Amilcare Porporato, Gabriel Katul and Brani Vidakovic

    Article first published online : 24 APR 2011, DOI: 10.1111/j.1467-9892.2011.00731.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

    Article first published online : 29 NOV 2011, DOI: 10.1111/j.1467-9892.2011.00769.x

  11. 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

    Article first published online : 13 MAR 2012, DOI: 10.1111/j.1467-9892.2011.00780.x

  12. 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

    Article first published online : 28 MAR 2011, DOI: 10.1111/j.1467-9892.2011.00728.x

  13. 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

    Article first published online : 14 MAR 2012, DOI: 10.1111/j.1467-9892.2012.00782.x

  14. 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

    Article first published online : 14 MAR 2012, DOI: 10.1111/j.1467-9892.2012.00791.x

  15. 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

    Article first published online : 14 MAY 2012, DOI: 10.1111/j.1467-9892.2012.00798.x

  16. 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

    Article first published online : 19 JAN 2012, DOI: 10.1111/j.1467-9892.2011.00770.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

    Article first published online : 14 MAR 2012, DOI: 10.1111/j.1467-9892.2012.00785.x

  18. 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

    Article first published online : 13 MAR 2012, DOI: 10.1111/j.1467-9892.2011.00764.x

  19. Limit theory for a general class of GARCH models with just barely infinite variance

    Journal of Time Series Analysis

    Volume 33, Issue 1, January 2012, Pages: 161–174, Rong-Mao Zhang and Zheng-Yan Lin

    Article first published online : 27 JUL 2011, DOI: 10.1111/j.1467-9892.2011.00749.x

  20. 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

    Article first published online : 13 MAR 2012, DOI: 10.1111/j.1467-9892.2012.00788.x