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There are 1800 results for: content related to: Continuous-time autoregressive moving average processes in discrete time: representation and embeddability

  1. 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

  2. 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

  3. 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

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

    Journal of Time Series Analysis

    Xingwu Zhou and Martin Solberger

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

  5. Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity

    Journal of Time Series Analysis

    Gabe Chandler and Wolfgang Polonik

    Version of Record online : 9 JUN 2016, DOI: 10.1111/jtsa.12200

  6. Generalized Resampling Scheme With Application to Spectral Density Matrix in Almost Periodically Correlated Class of Time Series

    Journal of Time Series Analysis

    Volume 37, Issue 3, May 2016, Pages: 369–404, Łukasz Lenart

    Version of Record online : 10 SEP 2015, DOI: 10.1111/jtsa.12163

  7. Poisson QMLE of Count Time Series Models

    Journal of Time Series Analysis

    Volume 37, Issue 3, May 2016, Pages: 291–314, Ali Ahmad and Christian Francq

    Version of Record online : 3 NOV 2015, DOI: 10.1111/jtsa.12167

  8. Asymptotics for the Conditional-Sum-of-Squares Estimator in Multivariate Fractional Time-Series Models

    Journal of Time Series Analysis

    Volume 36, Issue 2, March 2015, Pages: 154–188, Morten Ørregaard Nielsen

    Version of Record online : 28 NOV 2014, DOI: 10.1111/jtsa.12100

  9. Testing for Stationarity in Multivariate Locally Stationary Processes

    Journal of Time Series Analysis

    Volume 37, Issue 1, January 2016, Pages: 3–29, Ruprecht Puchstein and Philip Preuß

    Version of Record online : 14 MAY 2015, DOI: 10.1111/jtsa.12133

  10. Powerful Unit Root Tests Free of Nuisance Parameters

    Journal of Time Series Analysis

    Volume 37, Issue 4, July 2016, Pages: 533–554, Mehdi Hosseinkouchack and Uwe Hassler

    Version of Record online : 21 JAN 2016, DOI: 10.1111/jtsa.12172

  11. Vine Copula Specifications for Stationary Multivariate Markov Chains

    Journal of Time Series Analysis

    Volume 36, Issue 2, March 2015, Pages: 228–246, Brendan K. Beare and Juwon Seo

    Version of Record online : 28 NOV 2014, DOI: 10.1111/jtsa.12103

  12. Some Properties of Local Gaussian Correlation and Other Nonlinear Dependence Measures

    Journal of Time Series Analysis

    Geir Drage Berentsen, Ricardo Cao, Mario Francisco-Fernández and Dag TjØstheim

    Version of Record online : 14 FEB 2016, DOI: 10.1111/jtsa.12183

  13. Estimation in Functional Lagged Regression

    Journal of Time Series Analysis

    Volume 36, Issue 4, July 2015, Pages: 541–561, Siegfried Hörmann, Łukasz Kidziński and Piotr Kokoszka

    Version of Record online : 22 JAN 2015, DOI: 10.1111/jtsa.12114

  14. 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

  15. Consistent Estimation of the Value at Risk When the Error Distribution of the Volatility Model is Misspecified

    Journal of Time Series Analysis

    Volume 37, Issue 1, January 2016, Pages: 46–76, Mohamed El Ghourabi, Christian Francq and Fedya Telmoudi

    Version of Record online : 8 MAY 2015, DOI: 10.1111/jtsa.12136

  16. Parametric and Semi-Parametric Efficient Tests for Parameter Instability

    Journal of Time Series Analysis

    Volume 37, Issue 4, July 2016, Pages: 451–475, Dong Jin Lee

    Version of Record online : 15 NOV 2015, DOI: 10.1111/jtsa.12169

  17. 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

  18. Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes

    Journal of Time Series Analysis

    Volume 36, Issue 3, May 2015, Pages: 416–441, Carsten Jentsch, Dimitris N. Politis and Efstathios Paparoditis

    Version of Record online : 11 SEP 2014, DOI: 10.1111/jtsa.12088

  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. 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