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There are 24587 results for: content related to: Moment tests for window length selection in singular spectrum analysis of short– and long–memory processes

  1. 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

    Article first published online : 9 NOV 2006, DOI: 10.1111/j.1467-9892.2006.00520.x

  2. 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

    Article first published online : 1 MAR 2011, DOI: 10.1111/j.1467-9892.2011.00720.x

  3. 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

    Article first published online : 22 JUN 2009, DOI: 10.1111/j.1467-9892.2009.00620.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. 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

  6. 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

  7. 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

  8. 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

  9. 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

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    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

  11. 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

  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. 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

  14. 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

    Article first published online : 15 JUL 2012, DOI: 10.1111/j.1467-9892.2012.00808.x

  15. 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

  16. 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

  17. Combining non-cointegration tests

    Journal of Time Series Analysis

    Volume 34, Issue 1, January 2013, Pages: 83–95, Christian Bayer and Christoph Hanck

    Article first published online : 21 DEC 2012, DOI: 10.1111/j.1467-9892.2012.00814.x

  18. 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

  19. On residual empirical processes of GARCH-SM models: application to conditional symmetry tests

    Journal of Time Series Analysis

    Volume 29, Issue 5, September 2008, Pages: 762–782, Naâmane Laïb, Mohamed Lemdani and Elias Ould-Saïd

    Article first published online : 22 JUL 2008, DOI: 10.1111/j.1467-9892.2008.00580.x

  20. Second-order properties of locally stationary processes

    Journal of Time Series Analysis

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

    Article first published online : 28 DEC 2008, DOI: 10.1111/j.1467-9892.2008.00605.x