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There are 19651 results for: content related to: Structural breaks in time series

  1. 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

  2. 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

  3. Change-point detection in panel data

    Journal of Time Series Analysis

    Volume 33, Issue 4, July 2012, Pages: 631–648, Lajos Horváth and Marie Hušková

    Version of Record online : 27 APR 2012, DOI: 10.1111/j.1467-9892.2012.00796.x

  4. 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

    Version of Record online : 25 JUL 2012, DOI: 10.1111/j.1467-9892.2012.00816.x

  5. Testing the Fit of a Vector Autoregressive Moving Average Model

    Journal of Time Series Analysis

    Volume 26, Issue 4, July 2005, Pages: 543–568, Efstathios Paparoditis

    Version of Record online : 7 JUN 2005, DOI: 10.1111/j.1467-9892.2005.00419.x

  6. 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

  7. 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

  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. Changepoints in times series of counts

    Journal of Time Series Analysis

    Volume 33, Issue 5, September 2012, Pages: 757–770, Jürgen Franke, Claudia Kirch and Joseph Tadjuidje Kamgaing

    Version of Record online : 16 MAR 2012, DOI: 10.1111/j.1467-9892.2011.00778.x

  10. 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

  11. 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

    Version of Record online : 2 SEP 2010, DOI: 10.1111/j.1467-9892.2010.00681.x

  12. Break Detection for a Class of Nonlinear Time Series Models

    Journal of Time Series Analysis

    Volume 29, Issue 5, September 2008, Pages: 834–867, Richard A. Davis, Thomas C. M. Lee and Gabriel A. Rodriguez-Yam

    Version of Record online : 14 AUG 2008, DOI: 10.1111/j.1467-9892.2008.00585.x

  13. Effects of outliers on the identification and estimation of GARCH models

    Journal of Time Series Analysis

    Volume 28, Issue 4, July 2007, Pages: 471–497, M. Angeles Carnero, Daniel Peña and Esther Ruiz

    Version of Record online : 9 NOV 2006, DOI: 10.1111/j.1467-9892.2006.00519.x

  14. Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate

    Journal of Time Series Analysis

    Volume 29, Issue 5, September 2008, Pages: 906–945, Jean-Marc Bardet, Paul Doukhan and José Rafael León

    Version of Record online : 14 AUG 2008, DOI: 10.1111/j.1467-9892.2008.00588.x

  15. 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

  16. Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model

    Journal of Time Series Analysis

    Volume 33, Issue 2, March 2012, Pages: 223–232, Ke Zhu and Shiqing Ling

    Version of Record online : 16 AUG 2011, DOI: 10.1111/j.1467-9892.2011.00753.x

  17. Second-order properties of locally stationary processes

    Journal of Time Series Analysis

    Volume 30, Issue 1, January 2009, Pages: 145–166, Kenichiro Tamaki

    Version of Record online : 28 DEC 2008, DOI: 10.1111/j.1467-9892.2008.00605.x

  18. 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

  19. 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

  20. 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