Search Results

There are 18841 results for: content related to: A note on moving-average models with feedback

  1. A new state–space methodology to disaggregate multivariate time series

    Journal of Time Series Analysis

    Volume 30, Issue 1, January 2009, Pages: 97–124, Víctor Gómez and Félix Aparicio-Pérez

    Version of Record online : 28 DEC 2008, DOI: 10.1111/j.1467-9892.2008.00602.x

  2. On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter

    Journal of Time Series Analysis

    Volume 28, Issue 2, March 2007, Pages: 155–187, E. Moulines, F. Roueff and M. S. Taqqu

    Version of Record online : 29 AUG 2006, DOI: 10.1111/j.1467-9892.2006.00502.x

  3. 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

  4. 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

  5. Least squares estimation of ARCH models with missing observations

    Journal of Time Series Analysis

    Volume 33, Issue 6, November 2012, Pages: 880–891, Pascal Bondon and Natalia Bahamonde

    Version of Record online : 22 MAY 2012, DOI: 10.1111/j.1467-9892.2012.00803.x

  6. Local Whittle estimation of multi-variate fractionally integrated processes

    Journal of Time Series Analysis

    Volume 32, Issue 3, May 2011, Pages: 317–335, Frank S. Nielsen

    Version of Record online : 6 DEC 2010, DOI: 10.1111/j.1467-9892.2010.00702.x

  7. 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

  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. 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

  11. Portmanteau tests for ARMA models with infinite variance

    Journal of Time Series Analysis

    Volume 29, Issue 3, May 2008, Pages: 600–617, J.-W. Lin and A. I. McLeod

    Version of Record online : 21 APR 2008, DOI: 10.1111/j.1467-9892.2007.00572.x

  12. A Family of Markov-Switching Garch Processes

    Journal of Time Series Analysis

    Volume 33, Issue 6, November 2012, Pages: 892–902, Ji-Chun Liu

    Version of Record online : 6 JUN 2012, DOI: 10.1111/j.1467-9892.2012.00804.x

  13. On modelling and diagnostic checking of vector periodic autoregressive time series models

    Journal of Time Series Analysis

    Volume 30, Issue 1, January 2009, Pages: 70–96, Eugen Ursu and Pierre Duchesne

    Version of Record online : 25 NOV 2008, DOI: 10.1111/j.1467-9892.2008.00601.x

  14. 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

  15. Weak identification in the ESTAR model and a new model

    Journal of Time Series Analysis

    Volume 34, Issue 2, March 2013, Pages: 238–261, Florian Heinen, Stefanie Michael and Philipp Sibbertsen

    Version of Record online : 8 NOV 2012, DOI: 10.1111/jtsa.12008

  16. 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

  17. A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue

    Journal of Time Series Analysis

    Volume 28, Issue 3, May 2007, Pages: 307–349, Javier Hidalgo

    Version of Record online : 20 SEP 2006, DOI: 10.1111/j.1467-9892.2006.00510.x

  18. Asymptotic results for Fourier-PARMA time series

    Journal of Time Series Analysis

    Volume 32, Issue 2, March 2011, Pages: 157–174, Yonas Gebeyehu Tesfaye, Paul L. Anderson and Mark M. Meerschaert

    Version of Record online : 27 SEP 2010, DOI: 10.1111/j.1467-9892.2010.00689.x

  19. Bootstrapping unit root tests for integrated processes

    Journal of Time Series Analysis

    Volume 24, Issue 1, January 2003, Pages: 99–126, Anders Rygh Swensen

    Version of Record online : 21 FEB 2003, DOI: 10.1111/1467-9892.00295

  20. 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