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There are 27998 results for: content related to: Subsampling inference for the autocovariances and autocorrelations of long-memory heavy- tailed linear time series

  1. 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

    Article first published online : 8 NOV 2012, DOI: 10.1111/jtsa.12008

  2. 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

    Article first published online : 10 JUL 2012, DOI: 10.1111/j.1467-9892.2012.00807.x

  3. Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis

    Journal of Time Series Analysis

    Volume 30, Issue 2, March 2009, Pages: 239–258, Jiwon Kang and Sangyeol Lee

    Article first published online : 15 MAR 2009, DOI: 10.1111/j.1467-9892.2009.00608.x

  4. 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

  5. Extreme Spectra of Var Models and Orders of Near-Cointegration

    Journal of Time Series Analysis

    Volume 26, Issue 3, May 2005, Pages: 399–421, E. E. Ioannidis and G. A. Chronis

    Article first published online : 13 APR 2005, DOI: 10.1111/j.1467-9892.2004.00408.x

  6. 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

  7. 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

  8. Autoregressive coefficient estimation in nonparametric analysis

    Journal of Time Series Analysis

    Volume 32, Issue 6, November 2011, Pages: 587–597, Q. Shao and L. J. Yang

    Article first published online : 24 JAN 2011, DOI: 10.1111/j.1467-9892.2010.00708.x

  9. A new Bayesian approach to quantile autoregressive time series model estimation and forecasting

    Journal of Time Series Analysis

    Volume 33, Issue 4, July 2012, Pages: 684–698, Yuzhi Cai, Julian Stander and Neville Davies

    Article first published online : 18 MAY 2012, DOI: 10.1111/j.1467-9892.2012.00800.x

  10. Determining the order of the functional autoregressive model

    Journal of Time Series Analysis

    Volume 34, Issue 1, January 2013, Pages: 116–129, Piotr Kokoszka and Matthew Reimherr

    Article first published online : 25 JUL 2012, DOI: 10.1111/j.1467-9892.2012.00816.x

  11. The power of unit root tests against nonlinear local alternatives

    Journal of Time Series Analysis

    Volume 34, Issue 1, January 2013, Pages: 40–61, Matei Demetrescu and Robinson Kruse

    Article first published online : 10 AUG 2012, DOI: 10.1111/j.1467-9892.2012.00812.x

  12. Estimation for non-negative time series with heavy-tail innovations

    Journal of Time Series Analysis

    Volume 34, Issue 1, January 2013, Pages: 96–115, A. Bartlett and W. P. McCormick

    Article first published online : 25 JUL 2012, DOI: 10.1111/j.1467-9892.2012.00815.x

  13. Testing for parameter constancy in non-Gaussian time series

    Journal of Time Series Analysis

    Volume 34, Issue 1, January 2013, Pages: 17–29, Lu Han and Brendan McCabe

    Article first published online : 13 JUL 2012, DOI: 10.1111/j.1467-9892.2012.00810.x

  14. Structural breaks in time series

    Journal of Time Series Analysis

    Volume 34, Issue 1, January 2013, Pages: 1–16, Alexander Aue and Lajos Horváth

    Article first published online : 14 SEP 2012, DOI: 10.1111/j.1467-9892.2012.00819.x

  15. Moment tests for window length selection in singular spectrum analysis of short– and long–memory processes

    Journal of Time Series Analysis

    Volume 34, Issue 2, March 2013, Pages: 141–155, Md Atikur Rahman Khan and D. S. Poskitt

    Article first published online : 17 SEP 2012, DOI: 10.1111/j.1467-9892.2012.00820.x

  16. First-order integer valued AR processes with zero inflated poisson innovations

    Journal of Time Series Analysis

    Volume 33, Issue 6, November 2012, Pages: 954–963, Mansour Aghababaei Jazi, Geoff Jones and Chin-Diew Lai

    Article first published online : 5 JUL 2012, DOI: 10.1111/j.1467-9892.2012.00809.x

  17. Recursive adjustment, unit root tests and structural breaks

    Journal of Time Series Analysis

    Volume 34, Issue 1, January 2013, Pages: 62–82, Paulo M. M. Rodrigues

    Article first published online : 25 JUL 2012, DOI: 10.1111/j.1467-9892.2012.00813.x

  18. Optimal convergence rates in non-parametric regression with fractional time series errors

    Journal of Time Series Analysis

    Volume 34, Issue 1, January 2013, Pages: 30–39, Yuanhua Feng and Jan Beran

    Article first published online : 19 JUL 2012, DOI: 10.1111/j.1467-9892.2012.00811.x

  19. A note on moving-average models with feedback

    Journal of Time Series Analysis

    Volume 33, Issue 6, November 2012, Pages: 873–879, Dong Li

    Article first published online : 18 MAY 2012, DOI: 10.1111/j.1467-9892.2012.00802.x

  20. Rate of convergence in the central limit theorem for parameter estimation in a causal, invertible ARMA(p, q) model

    Journal of Time Series Analysis

    Volume 34, Issue 1, January 2013, Pages: 130–137, Sugata Sen Roy and Sankha Bhattacharya

    Article first published online : 11 OCT 2012, DOI: 10.1111/j.1467-9892.2012.00817.x