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There are 17459 results for: content related to: Integration of CARMA processes and spot volatility modelling

  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. 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

  5. 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

  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

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

  7. 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

    Article first published online : 24 OCT 2012, DOI: 10.1111/jtsa.12005

  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. 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

  10. 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

  11. Solutions of Yule-Walker equations for singular AR processes

    Journal of Time Series Analysis

    Volume 32, Issue 5, September 2011, Pages: 531–538, Weitian Chen, Brian D.O. Anderson, Manfred Deistler and Alexander Filler

    Article first published online : 27 JAN 2011, DOI: 10.1111/j.1467-9892.2010.00711.x

  12. Robust estimators under semi-parametric partly linear autoregression: Asymptotic behaviour and bandwidth selection

    Journal of Time Series Analysis

    Volume 28, Issue 2, March 2007, Pages: 274–306, Ana Bianco and Graciela Boente

    Article first published online : 21 SEP 2006, DOI: 10.1111/j.1467-9892.2006.00511.x

  13. Gaussian Semi-parametric Estimation of Fractional Cointegration

    Journal of Time Series Analysis

    Volume 24, Issue 3, May 2003, Pages: 345–378, Carlos Velasco

    Article first published online : 19 MAY 2003, DOI: 10.1111/1467-9892.00311

  14. Fractional Invariance Principle

    Journal of Time Series Analysis

    Volume 26, Issue 3, May 2005, Pages: 463–486, Yuzo Hosoya

    Article first published online : 13 APR 2005, DOI: 10.1111/j.1467-9892.2004.00411.x

  15. Weighted Estimation of Harmonic Components in a Musical Sound Signal

    Journal of Time Series Analysis

    Volume 23, Issue 1, January 2002, Pages: 29–48, RAFAEL A. IRIZARRY

    Article first published online : 12 MAR 2002, DOI: 10.1111/1467-9892.01515

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    Log-optimal economic evaluation of probability forecasts

    Journal of the Royal Statistical Society: Series A (Statistics in Society)

    Volume 175, Issue 3, July 2012, Pages: 661–689, D. J. Johnstone

    Article first published online : 20 JUN 2012, DOI: 10.1111/j.1467-985X.2011.01011.x

  17. Mean-Deviation Analysis in the Theory of Choice

    Risk Analysis

    Volume 32, Issue 8, August 2012, Pages: 1277–1292, Bogdan Grechuk, Anton Molyboha and Michael Zabarankin

    Article first published online : 7 APR 2011, DOI: 10.1111/j.1539-6924.2011.01611.x

  18. 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

    Article first published online : 12 MAR 2002, DOI: 10.1111/1467-9892.01506

  19. 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

  20. Some Results on Cointegration with Random Coefficients in the Error Correction Form: Estimation and Testing

    Journal of Time Series Analysis

    Volume 25, Issue 3, May 2004, Pages: 419–441, P. W. Fong and W. K. Li

    Article first published online : 14 MAY 2004, DOI: 10.1111/j.1467-9892.2004.01913.x