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There are 45061 results for: content related to: Unit root testing with stationary covariates and a structural break in the trend function

  1. 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

  2. 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

  3. 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

  4. Inference for non-stationary time-series autoregression

    Journal of Time Series Analysis

    Volume 34, Issue 4, July 2013, Pages: 508–516, Zhou Zhou

    Version of Record online : 3 MAY 2013, DOI: 10.1111/jtsa.12028

  5. Distributions for residual autocovariances in parsimonious periodic vector autoregressive models with applications

    Journal of Time Series Analysis

    Volume 34, Issue 4, July 2013, Pages: 496–507, Pierre Duchesne and Pierre Lafaye de Micheaux

    Version of Record online : 27 MAR 2013, DOI: 10.1111/jtsa.12026

  6. 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

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

    Journal of Time Series Analysis

    Venkata Jandhyala, Stergios Fotopoulos, Ian MacNeill and Pengyu Liu

    Version of Record online : 11 MAY 2013, DOI: 10.1111/jtsa12035

  8. Nonparametric regression with rescaled time series errors

    Journal of Time Series Analysis

    José E. Figueroa-López and Michael Levine

    Version of Record online : 19 MAR 2013, DOI: 10.1111/jtsa12017

  9. 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

  10. Nonparametric regression with rescaled time series errors

    Journal of Time Series Analysis

    Volume 34, Issue 3, May 2013, Pages: 345–361, José E. Figueroa-López and Michael Levine

    Version of Record online : 25 APR 2013, DOI: 10.1111/jtsa.12017

  11. 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

  12. 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

  13. Estimation of stationary autoregressive models with the Bayesian LASSO

    Journal of Time Series Analysis

    Volume 34, Issue 5, September 2013, Pages: 517–531, Daniel F. Schmidt and Enes Makalic

    Version of Record online : 23 AUG 2013, DOI: 10.1111/jtsa.12027

  14. Estimation of stationary autoregressive models with the Bayesian LASSO

    Journal of Time Series Analysis

    Daniel F. Schmidt and Enes Makalic

    Version of Record online : 8 AUG 2013, DOI: 10.1111/jtsa12027.1467-9892.2013.12027

  15. You have free access to this content
    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

  16. 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

  17. 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

  18. 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

  19. 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

  20. You have full text access to this OnlineOpen article
    The effect of one additional driver mutation on tumor progression

    Evolutionary Applications

    Volume 6, Issue 1, January 2013, Pages: 34–45, Johannes G. Reiter, Ivana Bozic, Benjamin Allen, Krishnendu Chatterjee and Martin A. Nowak

    Version of Record online : 10 DEC 2012, DOI: 10.1111/eva.12020