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There are 29919 results for: content related to: Non-stationary autoregressive processes with infinite variance

  1. On Sensitivity of Inverse Response Plot Estimation and the Benefits of a Robust Estimation Approach

    Scandinavian Journal of Statistics

    Volume 40, Issue 2, June 2013, Pages: 219–237, LUKE A. PRENDERGAST and SIMON J. SHEATHER

    Version of Record online : 30 AUG 2012, DOI: 10.1111/j.1467-9469.2012.00807.x

  2. 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

  3. A parametric estimation method for dynamic factor models of large dimensions

    Journal of Time Series Analysis

    Volume 30, Issue 2, March 2009, Pages: 208–238, George Kapetanios and Massimiliano Marcellino

    Version of Record online : 15 MAR 2009, DOI: 10.1111/j.1467-9892.2009.00607.x

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    GENE FLOW FROM DOMESTICATED SPECIES TO WILD RELATIVES: MIGRATION LOAD IN A MODEL OF MULTIVARIATE SELECTION

    Evolution

    Volume 64, Issue 1, January 2010, Pages: 180–192, Jarle Tufto

    Version of Record online : 3 AUG 2009, DOI: 10.1111/j.1558-5646.2009.00807.x

  5. 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

  6. Cluster abundance and large-scale structure

    Monthly Notices of the Royal Astronomical Society

    Volume 327, Issue 2, October 2001, Pages: 629–638, Jiun-Huei Proty Wu

    Version of Record online : 7 JUL 2008, DOI: 10.1046/j.1365-8711.2001.04807.x

  7. 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

  8. A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach

    Journal of Time Series Analysis

    Volume 34, Issue 2, March 2013, Pages: 230–237, Ke. Zhu

    Version of Record online : 24 OCT 2012, DOI: 10.1111/jtsa.12007

  9. 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

    Version of Record online : 27 JUL 2011, DOI: 10.1111/j.1467-9892.2011.00749.x

  10. Physical Validation of Global Illumination Methods: Measurement and Error Analysis

    Computer Graphics Forum

    Volume 23, Issue 4, December 2004, Pages: 761–781, Roland Schregle and Jan Wienold

    Version of Record online : 20 DEC 2004, DOI: 10.1111/j.1467-8659.2004.00807.x

  11. Estimation of Nonparametric Autoregressive Time Series Models Under Dynamical Constraints

    Journal of Time Series Analysis

    Volume 26, Issue 3, May 2005, Pages: 371–397, R. J. Biscay, Marc Lavielle and Carenne Ludeña

    Version of Record online : 13 APR 2005, DOI: 10.1111/j.1467-9892.2004.00407.x

  12. Least tail-trimmed squares for infinite variance autoregressions

    Journal of Time Series Analysis

    Volume 34, Issue 2, March 2013, Pages: 168–186, Jonathan B. Hill

    Version of Record online : 24 OCT 2012, DOI: 10.1111/jtsa.12005

  13. Subsampling inference for the autocovariances and autocorrelations of long-memory heavy- tailed linear time series

    Journal of Time Series Analysis

    Volume 33, Issue 6, November 2012, Pages: 935–953, Tucker McElroy and Agnieszka Jach

    Version of Record online : 15 JUL 2012, DOI: 10.1111/j.1467-9892.2012.00808.x

  14. Maximum likelihood estimation for nearly non-stationary stable autoregressive processes

    Journal of Time Series Analysis

    Volume 33, Issue 4, July 2012, Pages: 542–553, Rong-Mao Zhang and Ngai Hang Chan

    Version of Record online : 18 OCT 2011, DOI: 10.1111/j.1467-9892.2011.00762.x

  15. 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

  16. 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

  17. 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

  18. 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

  19. Testing for a unit root under errors with just barely infinite variance

    Journal of Time Series Analysis

    Volume 29, Issue 6, November 2008, Pages: 1066–1087, Nikolaos Kourogenis and Nikitas Pittis

    Version of Record online : 23 OCT 2008, DOI: 10.1111/j.1467-9892.2008.00596.x

  20. 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