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There are 18273 results for: content related to: Modelling long-run trends and cycles in financial time series data

  1. 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

    Version of Record online : 26 FEB 2013, DOI: 10.1111/jtsa.12012

  2. 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

    Version of Record online : 7 DEC 2012, DOI: 10.1111/jtsa.12014

  3. Robust estimation for copula Parameter in SCOMDY models

    Journal of Time Series Analysis

    Volume 34, Issue 3, May 2013, Pages: 302–314, Byungsoo Kim and Sangyeol Lee

    Version of Record online : 6 DEC 2012, DOI: 10.1111/jtsa.12013

  4. Unit Root Tests and Heavy-Tailed Innovations

    Journal of Time Series Analysis

    Volume 38, Issue 5, September 2017, Pages: 733–768, Iliyan Georgiev, Paulo M. M. Rodrigues and A. M. Robert Taylor

    Version of Record online : 27 MAR 2017, DOI: 10.1111/jtsa.12233

  5. Detecting at-Most-m Changes in Linear Regression Models

    Journal of Time Series Analysis

    Volume 38, Issue 4, July 2017, Pages: 552–590, Lajos Horváth, William Pouliot and Shixuan Wang

    Version of Record online : 26 DEC 2016, DOI: 10.1111/jtsa.12228

  6. Inference on a Structural Break in Trend with Fractionally Integrated Errors

    Journal of Time Series Analysis

    Volume 37, Issue 4, July 2016, Pages: 555–574, Seong Yeon Chang and Pierre Perron

    Version of Record online : 5 JAN 2016, DOI: 10.1111/jtsa.12176

  7. You have full text access to this OnlineOpen article
    Locally Stationary Wavelet Packet Processes: Basis Selection and Model Fitting

    Journal of Time Series Analysis

    Volume 38, Issue 2, March 2017, Pages: 151–174, Alessandro Cardinali and Guy P. Nason

    Version of Record online : 8 FEB 2017, DOI: 10.1111/jtsa.12230

  8. Testing for a Unit Root in Noncausal Autoregressive Models

    Journal of Time Series Analysis

    Volume 37, Issue 1, January 2016, Pages: 99–125, Pentti Saikkonen and Rickard Sandberg

    Version of Record online : 19 JUN 2015, DOI: 10.1111/jtsa.12141

  9. A NON-GAUSSIAN FAMILY OF STATE-SPACE MODELS WITH EXACT MARGINAL LIKELIHOOD

    Journal of Time Series Analysis

    Volume 34, Issue 6, November 2013, Pages: 625–645, Dani Gamerman, Thiago Rezende dos Santos and Glaura C. Franco

    Version of Record online : 22 OCT 2013, DOI: 10.1111/jtsa.12039

  10. A New Recursive Estimation Method for Single Input Single Output Models

    Journal of Time Series Analysis

    Volume 38, Issue 3, May 2017, Pages: 417–457, Abdelhamid Ouakasse and Guy Mélard

    Version of Record online : 11 OCT 2016, DOI: 10.1111/jtsa.12210

  11. EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS

    Journal of Time Series Analysis

    Volume 35, Issue 6, November 2014, Pages: 491–516, Vance L. Martin, Andrew R. Tremayne and Robert C. Jung

    Version of Record online : 14 AUG 2014, DOI: 10.1111/jtsa.12078

  12. A GENERALIZED BLOCK BOOTSTRAP FOR SEASONAL TIME SERIES

    Journal of Time Series Analysis

    Volume 35, Issue 2, March 2014, Pages: 89–114, Anna E. Dudek, Jacek Leśkow, Efstathios Paparoditis and Dimitris N. Politis

    Version of Record online : 27 NOV 2013, DOI: 10.1002/jtsa.12053

  13. Local Information Theoretic Methods for smooth Coefficients Dynamic Panel Data Models

    Journal of Time Series Analysis

    Volume 37, Issue 5, September 2016, Pages: 690–708, Francesco Bravo

    Version of Record online : 14 MAR 2016, DOI: 10.1111/jtsa.12190

  14. Testing for Mild Explosivity and Bubbles in LME Non-Ferrous Metals Prices

    Journal of Time Series Analysis

    Volume 36, Issue 5, September 2015, Pages: 763–782, Isabel Figuerola-Ferretti, Christopher L. Gilbert and J. Roderick McCrorie

    Version of Record online : 3 FEB 2015, DOI: 10.1111/jtsa.12121

  15. Drift in Transaction-Level Asset Price Models

    Journal of Time Series Analysis

    Volume 38, Issue 5, September 2017, Pages: 769–790, Wen Cao, Clifford Hurvich and Philippe Soulier

    Version of Record online : 10 APR 2017, DOI: 10.1111/jtsa.12235

  16. Random environment integer-valued autoregressive process

    Journal of Time Series Analysis

    Volume 37, Issue 2, March 2016, Pages: 267–287, Aleksandar S. Nastić, Petra N. Laketa and Miroslav M. Ristić

    Version of Record online : 4 SEP 2015, DOI: 10.1111/jtsa.12161

  17. A New Multivariate Nonlinear Time Series Model for Portfolio Risk Measurement: The Threshold Copula-Based TAR Approach

    Journal of Time Series Analysis

    Volume 38, Issue 2, March 2017, Pages: 243–265, Shiu Fung Wong, Howell Tong, Tak Kuen Siu and Zudi Lu

    Version of Record online : 15 AUG 2016, DOI: 10.1111/jtsa.12206

  18. Extracting and Analyzing the Warming Trend in Global and Hemispheric Temperatures

    Journal of Time Series Analysis

    Volume 38, Issue 5, September 2017, Pages: 711–732, Francisco Estrada and Pierre Perron

    Version of Record online : 26 JUL 2017, DOI: 10.1111/jtsa.12246

  19. Vine Copula Specifications for Stationary Multivariate Markov Chains

    Journal of Time Series Analysis

    Volume 36, Issue 2, March 2015, Pages: 228–246, Brendan K. Beare and Juwon Seo

    Version of Record online : 28 NOV 2014, DOI: 10.1111/jtsa.12103

  20. Composite Quantile Periodogram for Spectral Analysis

    Journal of Time Series Analysis

    Volume 37, Issue 2, March 2016, Pages: 195–221, Yaeji Lim and Hee-Seok Oh

    Version of Record online : 15 JUN 2015, DOI: 10.1111/jtsa.12143