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There are 37756 results for: content related to: Gaussian inference in general AR(1) models based on difference

  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. 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

    Version of Record online : 24 AUG 2013, DOI: 10.1111/jtsa.12037

  3. 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

    Version of Record online : 22 OCT 2013, DOI: 10.1111/jtsa.12039

  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 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

  6. 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

  7. 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

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    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

  9. On the Frequency Variogram and on Frequency Domain Methods for the Analysis of Spatio-Temporal Data

    Journal of Time Series Analysis

    Volume 38, Issue 2, March 2017, Pages: 308–325, Tata Subba Rao and Gyorgy Terdik

    Version of Record online : 12 JAN 2017, DOI: 10.1111/jtsa.12231

  10. 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

  11. 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

  12. On the Vector Autoregressive Sieve Bootstrap

    Journal of Time Series Analysis

    Volume 36, Issue 3, May 2015, Pages: 377–397, Marco Meyer and Jens-Peter Kreiss

    Version of Record online : 17 SEP 2014, DOI: 10.1111/jtsa.12090

  13. 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

    Version of Record online : 13 JUN 2013, DOI: 10.1111/jtsa.12032

  14. 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

  15. Regulated fractionally integrated processes

    Journal of Time Series Analysis

    Volume 34, Issue 5, September 2013, Pages: 591–601, Mirza Trokić

    Version of Record online : 21 MAY 2013, DOI: 10.1111/jtsa.12036

  16. 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

  17. 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

    Version of Record online : 14 MAR 2013, DOI: 10.1111/jtsa.12020

  18. TRANSFORMED POLYNOMIALS FOR NONLINEAR AUTOREGRESSIVE MODELS OF THE CONDITIONAL MEAN

    Journal of Time Series Analysis

    Volume 35, Issue 3, May 2014, Pages: 218–238, Francisco Blasques

    Version of Record online : 27 JAN 2014, DOI: 10.1111/jtsa.12060

  19. IV-BASED COINTEGRATION TESTING IN DEPENDENT PANELS WITH TIME-VARYING VARIANCE

    Journal of Time Series Analysis

    Volume 35, Issue 5, September 2014, Pages: 393–406, Matei Demetrescu, Christoph Hanck and Adina I. Tarcolea

    Version of Record online : 21 MAR 2014, DOI: 10.1111/jtsa.12071

  20. UNIFIED INTERVAL ESTIMATION FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS

    Journal of Time Series Analysis

    Volume 35, Issue 3, May 2014, Pages: 282–297, Jonathan Hill and Liang Peng

    Version of Record online : 7 FEB 2014, DOI: 10.1111/jtsa.12064