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There are 42032 results for: content related to: Effect of temporal aggregation on multiple time series in the frequency domain

  1. 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

  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

    Version of Record online : 17 MAR 2013, DOI: 10.1111/jtsa.12022

  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. 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

    Version of Record online : 30 JAN 2014, DOI: 10.1111/jtsa.12062

  5. 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

  6. 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

  7. NON-STATIONARITY AND QUASI-MAXIMUM LIKELIHOOD ESTIMATION ON A DOUBLE AUTOREGRESSIVE MODEL

    Journal of Time Series Analysis

    Volume 35, Issue 3, May 2014, Pages: 189–202, Min Chen, Dong Li and Shiqing Ling

    Version of Record online : 21 DEC 2013, DOI: 10.1111/jtsa.12058

  8. 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

  9. 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

  10. 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

  11. 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

  12. 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

  13. 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

  14. 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

  15. Two-dimensional stationary Navier–Stokes equations with 4-cyclic symmetry

    Mathematische Nachrichten

    Masao Yamazaki

    Version of Record online : 18 APR 2016, DOI: 10.1002/mana.201500332

  16. 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

  17. 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

  18. A Smooth Block Bootstrap for Statistical Functionals and Time Series

    Journal of Time Series Analysis

    Volume 36, Issue 3, May 2015, Pages: 442–461, Karl B. Gregory, Soumendra N. Lahiri and Daniel J. Nordman

    Version of Record online : 3 FEB 2015, DOI: 10.1111/jtsa.12117

  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

    Version of Record online : 21 MAR 2013, DOI: 10.1111/jtsa.12025

  20. QUANTILE PERIODOGRAM AND TIME-DEPENDENT VARIANCE

    Journal of Time Series Analysis

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

    Version of Record online : 19 FEB 2014, DOI: 10.1111/jtsa.12065