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There are 37991 results for: content related to: Moment tests for window length selection in singular spectrum analysis of short– and long–memory processes

  1. First-order rounded integer-valued autoregressive (RINAR(1)) process

    Journal of Time Series Analysis

    Volume 30, Issue 4, July 2009, Pages: 417–448, M. Kachour and J. F. Yao

    Version of Record online : 22 JUN 2009, DOI: 10.1111/j.1467-9892.2009.00620.x

  2. Cointegrating regressions with messy regressors and an application to mixed-frequency series

    Journal of Time Series Analysis

    Volume 31, Issue 4, July 2010, Pages: 255–277, J. Isaac Miller

    Version of Record online : 19 APR 2010, DOI: 10.1111/j.1467-9892.2010.00660.x

  3. Embedding a Gaussian discrete-time autoregressive moving average process in a Gaussian continuous-time autoregressive moving average process

    Journal of Time Series Analysis

    Volume 28, Issue 4, July 2007, Pages: 498–520, Mituaki Huzii

    Version of Record online : 9 NOV 2006, DOI: 10.1111/j.1467-9892.2006.00520.x

  4. 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

  5. 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

  6. M-Estimation for regressions with integrated regressors and arma errors

    Journal of Time Series Analysis

    Volume 25, Issue 2, March 2004, Pages: 283–299, Dong Wan Shin and Oesook Lee

    Version of Record online : 1 MAR 2004, DOI: 10.1046/j.0143-9782.2003.00350.x

  7. The averaged periodogram estimator for a power law in coherency

    Journal of Time Series Analysis

    Volume 33, Issue 2, March 2012, Pages: 340–363, Rebecca J. Sela and Clifford M. Hurvich

    Version of Record online : 19 JAN 2012, DOI: 10.1111/j.1467-9892.2011.00770.x

  8. Testing unit roots and long range dependence of foreign exchange

    Journal of Time Series Analysis

    Volume 32, Issue 6, November 2011, Pages: 631–638, Zhiping Lu and Dominique Guegan

    Version of Record online : 1 MAR 2011, DOI: 10.1111/j.1467-9892.2011.00720.x

  9. A test for independence between a point process and an analogue signal

    Journal of Time Series Analysis

    Volume 33, Issue 5, September 2012, Pages: 824–840, Victor Solo and Ahmed Pasha

    Version of Record online : 21 JUN 2012, DOI: 10.1111/j.1467-9892.2012.00790.x

  10. A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes

    Journal of Time Series Analysis

    Volume 33, Issue 2, March 2012, Pages: 177–192, Carsten Jentsch

    Version of Record online : 16 AUG 2011, DOI: 10.1111/j.1467-9892.2011.00750.x

  11. 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

  12. Local Likelihood for non-parametric ARCH(1) models

    Journal of Time Series Analysis

    Volume 26, Issue 2, March 2005, Pages: 251–278, Francesco Audrino

    Version of Record online : 17 FEB 2005, DOI: 10.1111/j.1467-9892.2005.00400.x

  13. Estimating a change point in the long memory parameter

    Journal of Time Series Analysis

    Volume 32, Issue 3, May 2011, Pages: 304–314, Keiko Yamaguchi

    Version of Record online : 15 DEC 2010, DOI: 10.1111/j.1467-9892.2010.00700.x

  14. Joint Hypothesis Tests for a Unit Root When There is a Break in the Innovation Variance

    Journal of Time Series Analysis

    Volume 28, Issue 5, September 2007, Pages: 686–700, Amit Sen

    Version of Record online : 7 FEB 2007, DOI: 10.1111/j.1467-9892.2007.00530.x

  15. 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

  16. Broadband semi-parametric estimation of long-memory time series by fractional exponential models

    Journal of Time Series Analysis

    Volume 32, Issue 2, March 2011, Pages: 175–193, Masaki Narukawa and Yasumasa Matsuda

    Version of Record online : 30 SEP 2010, DOI: 10.1111/j.1467-9892.2010.00690.x

  17. Impact of the Sampling Rate on the Estimation of the Parameters of Fractional Brownian Motion

    Journal of Time Series Analysis

    Volume 27, Issue 3, May 2006, Pages: 367–380, Zhengyuan Zhu and Murad S. Taqqu

    Version of Record online : 17 NOV 2005, DOI: 10.1111/j.1467-9892.2005.00470.x

  18. Computation of asymmetric signal extraction filters and mean squared error for ARIMA component models

    Journal of Time Series Analysis

    Volume 25, Issue 4, July 2004, Pages: 603–623, William R. Bell and Donald E. K. Martin

    Version of Record online : 10 JUN 2004, DOI: 10.1111/j.1467-9892.2004.01920.x

  19. Analysis of accumulated rounding errors in autoregressive processes

    Journal of Time Series Analysis

    Volume 32, Issue 5, September 2011, Pages: 518–530, Weiming Li and Z. D. Bai

    Version of Record online : 27 JAN 2011, DOI: 10.1111/j.1467-9892.2010.00710.x

  20. 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