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There are 25014 results for: content related to: Changepoints in times series of counts

  1. 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

  2. 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

  3. On robust tail index estimation for linear long-memory processes

    Journal of Time Series Analysis

    Volume 33, Issue 3, May 2012, Pages: 406–423, Jan Beran, Bikramjit Das and Dieter Schell

    Version of Record online : 13 MAR 2012, DOI: 10.1111/j.1467-9892.2011.00774.x

  4. 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

  5. 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

  6. 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

  7. 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

  8. 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

  9. 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

  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. 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

  12. 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

  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

    Version of Record online : 14 MAR 2012, DOI: 10.1111/j.1467-9892.2012.00782.x

  14. Improved multivariate portmanteau test

    Journal of Time Series Analysis

    Volume 33, Issue 2, March 2012, Pages: 211–222, Esam Mahdi and A. Ian McLeod

    Version of Record online : 24 AUG 2011, DOI: 10.1111/j.1467-9892.2011.00752.x

  15. 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

  16. 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

  17. A test for second-order stationarity of a time series based on the discrete Fourier transform

    Journal of Time Series Analysis

    Volume 32, Issue 1, January 2011, Pages: 68–91, Yogesh Dwivedi and Suhasini Subba Rao

    Version of Record online : 27 SEP 2010, DOI: 10.1111/j.1467-9892.2010.00685.x

  18. Akaike’s information criterion correction for the least-squares autoregressive spectral estimator

    Journal of Time Series Analysis

    Volume 32, Issue 6, November 2011, Pages: 618–630, Evangelos E. Ioannidis

    Version of Record online : 1 FEB 2011, DOI: 10.1111/j.1467-9892.2010.00719.x

  19. Enveloping spectral surfaces: covariate dependent spectral analysis of categorical time series

    Journal of Time Series Analysis

    Volume 33, Issue 5, September 2012, Pages: 797–806, Robert T. Krafty, Shuangyan Xiong, David S. Stoffer, Daniel J. Buysse and Martica Hall

    Version of Record online : 19 JAN 2012, DOI: 10.1111/j.1467-9892.2011.00773.x

  20. A test for independence between a point process and an analogue signal

    Journal of Time Series Analysis

    Volume 33, Issue 5, September 2012, Pages: 824–840, Victor Solo and Ahmed Pasha

    Version of Record online : 21 JUN 2012, DOI: 10.1111/j.1467-9892.2012.00790.x