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There are 13738 results for: content related to: CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns

  1. 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

  2. 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

    Version of Record online : 8 NOV 2012, DOI: 10.1111/jtsa.12008

  3. 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

    Version of Record online : 12 DEC 2012, DOI: 10.1111/jtsa.12009

  4. 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

    Version of Record online : 23 OCT 2012, DOI: 10.1111/jtsa.12003

  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

    Version of Record online : 24 OCT 2012, DOI: 10.1111/jtsa.12007

  6. 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

    Version of Record online : 22 OCT 2012, DOI: 10.1111/jtsa.12001

  7. 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

    Version of Record online : 27 SEP 2012, DOI: 10.1111/jtsa.12000

  8. 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

    Version of Record online : 18 DEC 2012, DOI: 10.1111/jtsa.12011

  9. Semiparametric inference on a class of Wiener processes

    Journal of Time Series Analysis

    Volume 30, Issue 2, March 2009, Pages: 179–207, Xiao Wang

    Version of Record online : 15 MAR 2009, DOI: 10.1111/j.1467-9892.2009.00606.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. Risk Finance for Catastrophe Losses with Pareto-Calibrated Lévy-Stable Severities

    Risk Analysis

    Volume 32, Issue 11, November 2012, Pages: 1967–1977, Michael R. Powers, Thomas Y. Powers and Siwei Gao

    Version of Record online : 18 OCT 2012, DOI: 10.1111/j.1539-6924.2012.01906.x

  12. 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

    Version of Record online : 10 JUL 2012, DOI: 10.1111/j.1467-9892.2012.00807.x

  13. A Methodology for Determining Interactions in Probabilistic Safety Assessment Models by Varying One Parameter at a Time

    Risk Analysis

    Volume 30, Issue 3, March 2010, Pages: 385–399, Emanuele Borgonovo

    Version of Record online : 25 FEB 2010, DOI: 10.1111/j.1539-6924.2010.01372.x

  14. Estimation of regression and dynamic dependence paremeters for non-stationary multinomial time series

    Journal of Time Series Analysis

    Volume 33, Issue 3, May 2012, Pages: 458–467, J. C. Loredo-Osti and Brajendra C. Sutradhar

    Version of Record online : 14 MAR 2012, DOI: 10.1111/j.1467-9892.2012.00781.x

  15. 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

    Version of Record online : 21 JUN 2012, DOI: 10.1111/j.1467-9892.2012.00806.x

  16. Stability conditions for heteroscedastic factor models with conditionally autoregressive betas

    Journal of Time Series Analysis

    Volume 32, Issue 5, September 2011, Pages: 482–497, George A Christodoulakis and Stephen E Satchell

    Version of Record online : 10 JAN 2011, DOI: 10.1111/j.1467-9892.2010.00706.x

  17. The Use of Aggregate Time Series in Testing for Gaussianity

    Journal of Time Series Analysis

    Volume 23, Issue 1, January 2002, Pages: 95–116, PAULO TELES and WILLIAM W. S. WEI

    Version of Record online : 12 MAR 2002, DOI: 10.1111/1467-9892.01506

  18. ON M-Estimation Under Long-Range Dependence in Volatility

    Journal of Time Series Analysis

    Volume 28, Issue 1, January 2007, Pages: 138–153, Jan Beran

    Version of Record online : 29 AUG 2006, DOI: 10.1111/j.1467-9892.2006.00506.x

  19. Event-Tree Analysis with Imprecise Probabilities

    Risk Analysis

    Volume 32, Issue 2, February 2012, Pages: 330–344, Xiaomin You and Fulvio Tonon

    Version of Record online : 6 NOV 2011, DOI: 10.1111/j.1539-6924.2011.01721.x

  20. 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

    Version of Record online : 12 MAR 2002, DOI: 10.1111/1467-9892.00575