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There are 479 results for: content related to: Estimation of stationary autoregressive models with the Bayesian LASSO

  1. TWO-STEP ESTIMATION OF A MULTI-VARIATE LÉVY PROCESS

    Journal of Time Series Analysis

    Habib Esmaeili and Claudia Klüppelberg

    Article first published online : 4 SEP 2013, DOI: 10.1002/jtsa.12042

  2. 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

    Article first published online : 27 NOV 2013, DOI: 10.1002/jtsa.12053

  3. Multivariate limit theorems in the context of long-range dependence

    Journal of Time Series Analysis

    Shuyang Bai and Murad S. Taqqu

    Article first published online : 3 SEP 2013, DOI: 10.1002/jtsa.12046

  4. DETERMINING THE NUMBER OF REGIMES IN MARKOV SWITCHING VAR AND VMA MODELS

    Journal of Time Series Analysis

    Volume 35, Issue 2, March 2014, Pages: 173–186, Maddalena Cavicchioli

    Article first published online : 21 DEC 2013, DOI: 10.1002/jtsa.12057

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

    Journal of Time Series Analysis

    Dani Gamerman, Thiago Rezende dos Santos and Glaura C. Franco

    Article first published online : 3 SEP 2013, DOI: 10.1002/jtsa.12039

  6. 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

    Article first published online : 17 MAR 2013, DOI: 10.1111/jtsa.12022

  7. 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

    Article first published online : 30 JAN 2014, DOI: 10.1111/jtsa.12062

  8. 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

    Article first published online : 28 MAY 2013, DOI: 10.1111/jtsa.12033

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    NON-PARAMETRIC ESTIMATION UNDER STRONG DEPENDENCE

    Journal of Time Series Analysis

    Volume 35, Issue 1, January 2014, Pages: 4–15, Zhibiao Zhao, Yiyun Zhang and Runze Li

    Article first published online : 2 SEP 2013, DOI: 10.1111/jtsa.12044

  10. ASYMPTOTIC INFERENCES FOR AN AR(1) MODEL WITH A CHANGE POINT: STATIONARY AND NEARLY NON-STATIONARY CASES

    Journal of Time Series Analysis

    Volume 35, Issue 2, March 2014, Pages: 133–150, Tianxiao Pang, Danna Zhang and Terence Tai-Leung Chong

    Article first published online : 7 DEC 2013, DOI: 10.1111/jtsa.12055

  11. 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

    Article first published online : 27 MAR 2013, DOI: 10.1111/jtsa.12026

  12. ON MIXTURE MEMORY GARCH MODELS

    Journal of Time Series Analysis

    Volume 34, Issue 6, November 2013, Pages: 606–624, Muyi Li, Wai Keung Li and Guodong Li

    Article first published online : 24 AUG 2013, DOI: 10.1111/jtsa.12037

  13. A hybrid bootstrap approach to unit root tests

    Journal of Time Series Analysis

    Guodong Li, Chenlei Leng and Chih-Ling Tsai

    Article first published online : 3 MAY 2013, DOI: 10.1111/jtsa.12019

  14. PORTMANTEAU AUTOCORRELATION TESTS UNDER Q-DEPENDENCE AND HETEROSKEDASTICITY

    Journal of Time Series Analysis

    Volume 35, Issue 3, May 2014, Pages: 203–217, David Harris and Hsein Kew

    Article first published online : 22 JAN 2014, DOI: 10.1111/jtsa.12059

  15. You have free access to this content
    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

    Article first published online : 16 DEC 2013, DOI: 10.1111/jtsa.12050

  16. Effect of temporal aggregation on multiple time series in the frequency domain

    Journal of Time Series Analysis

    Volume 34, Issue 5, September 2013, Pages: 562–573, Uwe Hassler

    Article first published online : 13 JUN 2013, DOI: 10.1111/jtsa.12032

  17. EFFICIENT NON-PARAMETRIC ESTIMATION OF THE SPECTRAL DENSITY IN THE PRESENCE OF MISSING OBSERVATIONS

    Journal of Time Series Analysis

    Sam Efromovich

    Article first published online : 3 APR 2014, DOI: 10.1111/jtsa.12072

  18. Frequency domain generalized empirical likelihood method

    Journal of Time Series Analysis

    Volume 34, Issue 6, November 2013, Pages: 691–716, Yoshihide Kakizawa

    Article first published online : 22 OCT 2013, DOI: 10.1111/jtsa.12043

  19. 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

    Article first published online : 21 MAR 2013, DOI: 10.1111/jtsa.12025

  20. QUANTILE PERIODOGRAM AND TIME-DEPENDENT VARIANCE

    Journal of Time Series Analysis

    Ta-Hsin Li

    Article first published online : 19 FEB 2014, DOI: 10.1111/jtsa.12065