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There are 35066 results for: content related to: Transformation to approximate independence for locally stationary Gaussian processes

  1. 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

  2. Testing for Panel Cointegration Using Common Correlated Effects Estimators

    Journal of Time Series Analysis

    Volume 38, Issue 4, July 2017, Pages: 610–636, Anindya Banerjee and Josep Lluís Carrion-i-Silvestre

    Version of Record online : 8 MAR 2017, DOI: 10.1111/jtsa.12234

  3. 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

  4. 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

  5. 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

  6. A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS

    Journal of Time Series Analysis

    Volume 36, Issue 1, January 2015, Pages: 39–60, Carlos Velasco and Xuexin Wang

    Version of Record online : 11 SEP 2014, DOI: 10.1111/jtsa.12091

  7. 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

  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

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

  9. 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

  10. 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

  11. 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

  12. Mixed-Norm Spaces and Prediction of SαS Moving Averages

    Journal of Time Series Analysis

    Volume 36, Issue 6, November 2015, Pages: 853–875, Raymond Cheng and Charles B. Harris

    Version of Record online : 27 APR 2015, DOI: 10.1111/jtsa.12134

  13. Inference for non-stationary time-series autoregression

    Journal of Time Series Analysis

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

    Version of Record online : 3 MAY 2013, DOI: 10.1111/jtsa.12028

  14. 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

  15. Continuous-time autoregressive moving average processes in discrete time: representation and embeddability

    Journal of Time Series Analysis

    Volume 34, Issue 5, September 2013, Pages: 552–561, Michael A. Thornton and Marcus J. Chambers

    Version of Record online : 25 APR 2013, DOI: 10.1111/jtsa.12030

  16. EFFICIENT ESTIMATION FOR PERIODIC AUTOREGRESSIVE COEFFICIENTS VIA RESIDUALS

    Journal of Time Series Analysis

    Volume 35, Issue 4, July 2014, Pages: 378–389, L. Tang and Q. Shao

    Version of Record online : 20 MAR 2014, DOI: 10.1111/jtsa.12070

  17. 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

    Version of Record online : 19 FEB 2014, DOI: 10.1111/jtsa.12063

  18. Sensitivity Analysis Using Risk Measures

    Risk Analysis

    Volume 36, Issue 1, January 2016, Pages: 30–48, Andreas Tsanakas and Pietro Millossovich

    Version of Record online : 9 NOV 2015, DOI: 10.1111/risa.12434

  19. 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

  20. Estimation of stationary autoregressive models with the Bayesian LASSO

    Journal of Time Series Analysis

    Volume 34, Issue 5, September 2013, Pages: 517–531, Daniel F. Schmidt and Enes Makalic

    Version of Record online : 23 AUG 2013, DOI: 10.1111/jtsa.12027