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There are 19461 results for: content related to: Least tail-trimmed squares for infinite variance autoregressions

  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. Empirical determination of the frequencies of an almost periodic time series

    Journal of Time Series Analysis

    Volume 34, Issue 2, March 2013, Pages: 262–279, D. Dehay and H. L. Hurd

    Article first published online : 12 DEC 2012, DOI: 10.1111/jtsa.12009

  3. On composite likelihood estimation of a multivariate INAR(1) model

    Journal of Time Series Analysis

    Volume 34, Issue 2, March 2013, Pages: 206–220, Xanthi Pedeli and Dimitris Karlis

    Article first published online : 23 OCT 2012, DOI: 10.1111/jtsa.12003

  4. Integration of CARMA processes and spot volatility modelling

    Journal of Time Series Analysis

    Volume 34, Issue 2, March 2013, Pages: 156–167, Peter Brockwell and Alexander Lindner

    Article first published online : 18 DEC 2012, DOI: 10.1111/jtsa.12011

  5. 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

    Article first published online : 24 OCT 2012, DOI: 10.1111/jtsa.12007

  6. CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns

    Journal of Time Series Analysis

    Volume 34, Issue 2, March 2013, Pages: 221–229, Dominik Wied

    Article first published online : 7 DEC 2012, DOI: 10.1111/jtsa.12006

  7. Estimation of vector error correction models with mixed-frequency data

    Journal of Time Series Analysis

    Volume 34, Issue 2, March 2013, Pages: 194–205, Byeongchan Seong, Sung K. Ahn and Peter A. Zadrozny

    Article first published online : 22 OCT 2012, DOI: 10.1111/jtsa.12001

  8. Forecasting with prediction intervals for periodic autoregressive moving average models

    Journal of Time Series Analysis

    Volume 34, Issue 2, March 2013, Pages: 187–193, Paul L. Anderson, Mark M. Meerschaert and Kai Zhang

    Article first published online : 27 SEP 2012, DOI: 10.1111/jtsa.12000

  9. 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

  10. Approximate Conditional Unit Root Inference

    Journal of Time Series Analysis

    Volume 23, Issue 1, January 2002, Pages: 1–28, HENRIK HANSEN and ANDERS RAHBEK

    Article first published online : 2 AUG 2007, DOI: 10.1111/1467-9892.01505

  11. Polynomial Trend Regression With Long-memory Errors

    Journal of Time Series Analysis

    Volume 26, Issue 3, May 2005, Pages: 323–354, Hwai-Chung Ho and Nan-Jung Hsu

    Article first published online : 13 APR 2005, DOI: 10.1111/j.1467-9892.2005.00405.x

  12. 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

    Article first published online : 11 AUG 2005, DOI: 10.1111/j.1467-9892.2005.00441.x

  13. Score statistics for testing serial dependence in count data

    Journal of Time Series Analysis

    Volume 34, Issue 3, May 2013, Pages: 315–329, Jiajing Sun and Brendan P. McCabe

    Article first published online : 7 DEC 2012, DOI: 10.1111/jtsa.12014

  14. 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

    Article first published online : 27 SEP 2010, DOI: 10.1111/j.1467-9892.2010.00685.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

    Article first published online : 2 SEP 2010, DOI: 10.1111/j.1467-9892.2010.00681.x

  16. Robust estimation for the covariance matrix of multi-variate time series

    Journal of Time Series Analysis

    Volume 32, Issue 5, September 2011, Pages: 469–481, Byungsoo Kim and Sangyeol Lee

    Article first published online : 3 DEC 2010, DOI: 10.1111/j.1467-9892.2010.00705.x

  17. Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trends

    Journal of Time Series Analysis

    Volume 34, Issue 3, May 2013, Pages: 285–301, Adam McCloskey

    Article first published online : 26 FEB 2013, DOI: 10.1111/jtsa.12012

  18. Pooled Log Periodogram Regression

    Journal of Time Series Analysis

    Volume 23, Issue 1, January 2002, Pages: 57–93, KATSUMI SHIMOTSU and PETER C. B. PHILLIPS

    Article first published online : 12 MAR 2002, DOI: 10.1111/1467-9892.00575

  19. 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

    Article first published online : 25 JUL 2006, DOI: 10.1111/j.1467-9892.2006.00493.x

  20. 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

    Article first published online : 10 MAY 2012, DOI: 10.1111/j.1467-9892.2012.00799.x