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There are 9001 results for: content related to: Spectral estimates for high-frequency sampled continuous-time autoregressive moving average processes

  1. 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

  2. Detecting at-Most-m Changes in Linear Regression Models

    Journal of Time Series Analysis

    Volume 38, Issue 4, July 2017, Pages: 552–590, Lajos Horváth, William Pouliot and Shixuan Wang

    Version of Record online : 26 DEC 2016, DOI: 10.1111/jtsa.12228

  3. Analysis of Non-Stationary Modulated Time Series with Applications to Oceanographic Surface Flow Measurements

    Journal of Time Series Analysis

    Volume 38, Issue 5, September 2017, Pages: 668–710, Arthur P. Guillaumin, Adam M. Sykulski, Sofia C. Olhede, Jeffrey J. Early and Jonathan M. Lilly

    Version of Record online : 26 JUL 2017, DOI: 10.1111/jtsa.12244

  4. 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

  5. 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

  6. QMLE for Quadratic ARCH Model with Long Memory

    Journal of Time Series Analysis

    Volume 38, Issue 4, July 2017, Pages: 535–551, Ieva Grublytė, Donatas Surgailis and Andrius Škarnulis

    Version of Record online : 19 DEC 2016, DOI: 10.1111/jtsa.12227

  7. 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

    Version of Record online : 28 MAR 2014, DOI: 10.1111/jtsa.12069

  8. Cointegrated Linear Processes in Hilbert Space

    Journal of Time Series Analysis

    Volume 38, Issue 6, November 2017, Pages: 1010–1027, Brendan K. Beare, Juwon Seo and Won-Ki Seo

    Version of Record online : 4 SEP 2017, DOI: 10.1111/jtsa.12251

  9. Unit Root Tests and Heavy-Tailed Innovations

    Journal of Time Series Analysis

    Volume 38, Issue 5, September 2017, Pages: 733–768, Iliyan Georgiev, Paulo M. M. Rodrigues and A. M. Robert Taylor

    Version of Record online : 27 MAR 2017, DOI: 10.1111/jtsa.12233

  10. Multivariate Wavelet Whittle Estimation in Long-range Dependence

    Journal of Time Series Analysis

    Volume 37, Issue 4, July 2016, Pages: 476–512, Sophie Achard and Irène Gannaz

    Version of Record online : 10 NOV 2015, DOI: 10.1111/jtsa.12170

  11. 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

  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 New Recursive Estimation Method for Single Input Single Output Models

    Journal of Time Series Analysis

    Volume 38, Issue 3, May 2017, Pages: 417–457, Abdelhamid Ouakasse and Guy Mélard

    Version of Record online : 11 OCT 2016, DOI: 10.1111/jtsa.12210

  14. 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

  15. Semi-Parametric Estimation for Non-Gaussian Non-Minimum Phase ARMA Models

    Journal of Time Series Analysis

    Richard A. Davis and Jing Zhang

    Version of Record online : 22 SEP 2017, DOI: 10.1111/jtsa.12253

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    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

  17. A New Covariance Function and Spatio-Temporal Prediction (Kriging) for A Stationary Spatio-Temporal Random Process

    Journal of Time Series Analysis

    Volume 38, Issue 6, November 2017, Pages: 936–959, T. Subba Rao and Gyorgy Terdik

    Version of Record online : 13 JUN 2017, DOI: 10.1111/jtsa.12245

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    A Lagrange Multiplier-Type Test for Idiosyncratic Unit Roots in the Exact Factor Model

    Journal of Time Series Analysis

    Volume 38, Issue 1, January 2017, Pages: 22–50, Xingwu Zhou and Martin Solberger

    Version of Record online : 23 MAR 2016, DOI: 10.1111/jtsa.12193

  19. 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

  20. Frequency domain generalized empirical likelihood method

    Journal of Time Series Analysis

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

    Version of Record online : 22 OCT 2013, DOI: 10.1111/jtsa.12043