Search Results

There are 22766 results for: content related to: Estimation of stationary autoregressive models with the Bayesian LASSO

  1. Estimation of stationary autoregressive models with the Bayesian LASSO

    Journal of Time Series Analysis

    Daniel F. Schmidt and Enes Makalic

    Article first published online : 8 AUG 2013, DOI: 10.1111/jtsa12027.1467-9892.2013.12027

  2. 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

  3. 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

    Article first published online : 14 MAR 2013, DOI: 10.1111/jtsa.12020

  4. 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

  5. Nonparametric regression with rescaled time series errors

    Journal of Time Series Analysis

    José E. Figueroa-López and Michael Levine

    Article first published online : 19 MAR 2013, DOI: 10.1111/jtsa12017

  6. 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

    Article first published online : 25 APR 2013, DOI: 10.1111/jtsa.12017

  7. 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

    Article first published online : 19 JUL 2013, DOI: 10.1111/jtsa.12029

  8. 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

  9. Inference for non-stationary time-series autoregression

    Journal of Time Series Analysis

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

    Article first published online : 3 MAY 2013, DOI: 10.1111/jtsa.12028

  10. A geometric time series model with dependent Bernoulli counting series

    Journal of Time Series Analysis

    Volume 34, Issue 4, July 2013, Pages: 466–476, Miroslav M. Ristić, Aleksandar S. Nastić and Ana V. Miletić Ilić

    Article first published online : 27 MAR 2013, DOI: 10.1111/jtsa.12023

  11. Transformation to approximate independence for locally stationary Gaussian processes

    Journal of Time Series Analysis

    Volume 34, Issue 5, September 2013, Pages: 574–590, Joseph Guinness and Michael L. Stein

    Article first published online : 16 JUL 2013, DOI: 10.1111/jtsa.12034

  12. You have free access to this content
    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

    Article first published online : 19 FEB 2014, DOI: 10.1111/jtsa.12063

  13. QUANTILE PERIODOGRAM AND TIME-DEPENDENT VARIANCE

    Journal of Time Series Analysis

    Volume 35, Issue 4, July 2014, Pages: 322–340, Ta-Hsin Li

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

  14. 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

  15. You have free access to this content
    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

    Article first published online : 24 AUG 2013, DOI: 10.1111/jtsa.12045

  16. 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

  17. 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

  18. 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

  19. A FREQUENCY DOMAIN APPROACH FOR THE ESTIMATION OF PARAMETERS OF SPATIO-TEMPORAL STATIONARY RANDOM PROCESSES

    Journal of Time Series Analysis

    Volume 35, Issue 4, July 2014, Pages: 357–377, Tata Subba Rao, Sourav Das and Georgi N. Boshnakov

    Article first published online : 28 MAR 2014, DOI: 10.1111/jtsa.12069

  20. You have free access to this content
    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

    Article first published online : 22 OCT 2013, DOI: 10.1111/jtsa.12039