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There are 4542 results for: content related to: A note on moving-average models with feedback

  1. A Family of Markov-Switching Garch Processes

    Journal of Time Series Analysis

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

    Article first published online : 6 JUN 2012, DOI: 10.1111/j.1467-9892.2012.00804.x

  2. 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

    Article first published online : 22 MAY 2012, DOI: 10.1111/j.1467-9892.2012.00803.x

  3. 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

  4. Integration of CARMA processes and spot volatility modelling

    Journal of Time Series Analysis

    Volume 34, Issue 2, March 2013, Pages: 156–167, Peter Brockwell and Alexander Lindner

    Article first published online : 18 DEC 2012, DOI: 10.1111/jtsa.12011

  5. 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

  6. On stationarity and ergodicity of the bilinear model with applications to GARCH models

    Journal of Time Series Analysis

    Volume 30, Issue 1, January 2009, Pages: 125–144, Dennis Kristensen

    Article first published online : 28 DEC 2008, DOI: 10.1111/j.1467-9892.2008.00603.x

  7. Explosive Random-Coefficient AR(1) Processes and Related Asymptotics for Least-Squares Estimation

    Journal of Time Series Analysis

    Volume 26, Issue 6, November 2005, Pages: 807–824, S. Y. Hwang and I. V. Basawa

    Article first published online : 20 OCT 2005, DOI: 10.1111/j.1467-9892.2005.00432.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

    Article first published 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

    Article first published online : 10 MAY 2012, DOI: 10.1111/j.1467-9892.2012.00799.x

  10. Assessing Time-Reversibility Under Minimal Assumptions

    Journal of Time Series Analysis

    Volume 29, Issue 5, September 2008, Pages: 881–905, Zacharias Psaradakis

    Article first published online : 14 AUG 2008, DOI: 10.1111/j.1467-9892.2008.00587.x

  11. 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

  12. Large-scale volatility models: theoretical properties of professionals’ practice

    Journal of Time Series Analysis

    Volume 29, Issue 3, May 2008, Pages: 581–599, Paolo Zaffaroni

    Article first published online : 21 APR 2008, DOI: 10.1111/j.1467-9892.2007.00571.x

  13. 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

  14. Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation

    Journal of Time Series Analysis

    Volume 29, Issue 4, July 2008, Pages: 719–737, Emma M. Iglesias and Garry D. A. Phillips

    Article first published online : 28 JUN 2008, DOI: 10.1111/j.1467-9892.2008.00582.x

  15. Using the Penalized Likelihood Method for Model Selection with Nuisance Parameters Present only under the Alternative: An Application to Switching Regression Models

    Journal of Time Series Analysis

    Volume 26, Issue 5, September 2005, Pages: 715–741, Arie Preminger and David Wettstein

    Article first published online : 11 AUG 2005, DOI: 10.1111/j.1467-9892.2005.00443.x

  16. A mixed INAR(p) model

    Journal of Time Series Analysis

    Volume 33, Issue 6, November 2012, Pages: 903–915, Miroslav M. Ristić and Aleksandar S. Nastić

    Article first published online : 21 JUN 2012, DOI: 10.1111/j.1467-9892.2012.00806.x

  17. 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

    Article first published online : 2 SEP 2010, DOI: 10.1111/j.1467-9892.2010.00681.x

  18. 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

    Article first published online : 10 JAN 2011, DOI: 10.1111/j.1467-9892.2010.00706.x

  19. On an independent and identically distributed mixture bilinear time-series model

    Journal of Time Series Analysis

    Volume 31, Issue 2, March 2010, Pages: 113–131, Abdelhakim Aknouche and Nadia Rabehi

    Article first published online : 11 FEB 2010, DOI: 10.1111/j.1467-9892.2009.00649.x

  20. Nonlinear ARMA models with functional MA coefficients

    Journal of Time Series Analysis

    Volume 29, Issue 6, November 2008, Pages: 1032–1056, Hai-Bin Wang

    Article first published online : 23 OCT 2008, DOI: 10.1111/j.1467-9892.2008.00594.x