Search Results

There are 445 results for: content related to: Nonparametric regression with rescaled time series errors

  1. A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending

    Journal of Time Series Analysis

    Volume 34, Issue 4, July 2013, Pages: 477–495, Joakim Westerlund

    Version of Record online : 21 MAR 2013, DOI: 10.1111/jtsa.12025

  2. Spectral estimates for high-frequency sampled continuous-time autoregressive moving average processes

    Journal of Time Series Analysis

    Volume 34, Issue 5, September 2013, Pages: 532–551, Vicky Fasen and Florian Fuchs

    Version of Record online : 19 JUL 2013, DOI: 10.1111/jtsa.12029

  3. MULTIVARIATE LIMIT THEOREMS IN THE CONTEXT OF LONG-RANGE DEPENDENCE

    Journal of Time Series Analysis

    Volume 34, Issue 6, November 2013, Pages: 717–743, Shuyang Bai and Murad S. Taqqu

    Version of Record online : 22 OCT 2013, DOI: 10.1111/jtsa.12046

  4. CONTEMPORANEOUS AGGREGATION OF TRIANGULAR ARRAY OF RANDOM-COEFFICIENT AR(1) PROCESSES

    Journal of Time Series Analysis

    Volume 35, Issue 1, January 2014, Pages: 16–39, Anne Philippe, Donata Puplinskaite and Donatas Surgailis

    Version of Record online : 24 AUG 2013, DOI: 10.1111/jtsa.12045

  5. A class of optimal tests for contemporaneous non-causality in VAR models

    Journal of Time Series Analysis

    Volume 34, Issue 3, May 2013, Pages: 330–344, Maria Caterina Bramati

    Version of Record online : 13 MAR 2013, DOI: 10.1111/jtsa.12016

  6. A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS

    Journal of Time Series Analysis

    Volume 36, Issue 1, January 2015, Pages: 39–60, Carlos Velasco and Xuexin Wang

    Version of Record online : 11 SEP 2014, DOI: 10.1111/jtsa.12091

  7. High-frequency sampling and kernel estimation for continuous-time moving average processes

    Journal of Time Series Analysis

    Volume 34, Issue 3, May 2013, Pages: 385–404, Peter J. Brockwell, Vincenzo Ferrazzano and Claudia Klüppelberg

    Version of Record online : 17 MAR 2013, DOI: 10.1111/jtsa.12022

  8. TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES

    Journal of Time Series Analysis

    Volume 36, Issue 1, January 2015, Pages: 84–108, Lajos Horváth and Gregory Rice

    Version of Record online : 1 DEC 2014, DOI: 10.1111/jtsa.12095

  9. A HYBRID BOOTSTRAP APPROACH TO UNIT ROOT TESTS

    Journal of Time Series Analysis

    Volume 35, Issue 4, July 2014, Pages: 299–321, Guodong Li, Chenlei Leng and Chih-Ling Tsai

    Version of Record online : 3 MAY 2013, DOI: 10.1111/jtsa.12019

  10. UNIFIED INTERVAL ESTIMATION FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS

    Journal of Time Series Analysis

    Volume 35, Issue 3, May 2014, Pages: 282–297, Jonathan Hill and Liang Peng

    Version of Record online : 7 FEB 2014, DOI: 10.1111/jtsa.12064

  11. Inference for single and multiple change-points in time series

    Journal of Time Series Analysis

    Volume 34, Issue 4, July 2013, Pages: 423–446, Venkata Jandhyala, Stergios Fotopoulos, Ian MacNeill and Pengyu Liu

    Version of Record online : 18 JUN 2013, DOI: 10.1111/jtsa.12035

  12. DEFINITIONS AND REPRESENTATIONS OF MULTIVARIATE LONG-RANGE DEPENDENT TIME SERIES

    Journal of Time Series Analysis

    Volume 36, Issue 1, January 2015, Pages: 1–25, Stefanos Kechagias and Vladas Pipiras

    Version of Record online : 11 SEP 2014, DOI: 10.1111/jtsa.12086

  13. 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

  14. QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS

    Journal of Time Series Analysis

    Volume 35, Issue 1, January 2014, Pages: 55–78, Vasiliki Christou and Konstantinos Fokianos

    Version of Record online : 16 DEC 2013, DOI: 10.1111/jtsa.12050

  15. Regulated fractionally integrated processes

    Journal of Time Series Analysis

    Volume 34, Issue 5, September 2013, Pages: 591–601, Mirza Trokić

    Version of Record online : 21 MAY 2013, DOI: 10.1111/jtsa.12036

  16. Unit root testing with stationary covariates and a structural break in the trend function

    Journal of Time Series Analysis

    Volume 34, Issue 3, May 2013, Pages: 368–384, Sebastian Fossati

    Version of Record online : 14 MAR 2013, DOI: 10.1111/jtsa.12020

  17. MODELLING FOR THE WAVELET COEFFICIENTS OF ARFIMA PROCESSES

    Journal of Time Series Analysis

    Volume 35, Issue 4, July 2014, Pages: 341–356, Kei Nanamiya

    Version of Record online : 14 MAR 2014, DOI: 10.1111/jtsa.12068

  18. ESTIMATION OF AUTOCOVARIANCE MATRICES FOR INFINITE DIMENSIONAL VECTOR LINEAR PROCESS

    Journal of Time Series Analysis

    Volume 35, Issue 3, May 2014, Pages: 262–281, Monika Bhattacharjee and Arup Bose

    Version of Record online : 19 FEB 2014, DOI: 10.1111/jtsa.12063

  19. ON-LINE MONITORING OF POLLUTION CONCENTRATIONS WITH AUTOREGRESSIVE MOVING AVERAGE TIME SERIES

    Journal of Time Series Analysis

    Volume 35, Issue 3, May 2014, Pages: 239–261, Christopher Dienes and Alexander Aue

    Version of Record online : 30 JAN 2014, DOI: 10.1111/jtsa.12062

  20. A bootstrap test for additive outliers in non-stationary time series

    Journal of Time Series Analysis

    Volume 34, Issue 4, July 2013, Pages: 454–465, Sam Astill, David I. Harvey and A. M. Robert Taylor

    Version of Record online : 28 MAY 2013, DOI: 10.1111/jtsa.12033