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There are 28954 results for: content related to: Regulated fractionally integrated processes

  1. A class of optimal tests for contemporaneous non-causality in VAR models

    Journal of Time Series Analysis

    Volume 34, Issue 3, May 2013, Pages: 330–344, Maria Caterina Bramati

    Version of Record online : 13 MAR 2013, DOI: 10.1111/jtsa.12016

  2. 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

  3. 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

  4. 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

  5. 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

  6. 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

  7. 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

  8. 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

  9. 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

  10. 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

  11. 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

  12. 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

  13. 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

  14. 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

  15. MATERIALS PRICES AND PRODUCTIVITY

    Journal of the European Economic Association

    Volume 12, Issue 3, June 2014, Pages: 575–611, Enghin Atalay

    Version of Record online : 3 FEB 2014, DOI: 10.1111/jeea.12036

  16. 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

  17. 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

  18. 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

  19. Nonparametric regression with rescaled time series errors

    Journal of Time Series Analysis

    José E. Figueroa-López and Michael Levine

    Version of Record online : 19 MAR 2013, DOI: 10.1111/jtsa12017

  20. Bayesian Nash equilibrium in “linear” Cournot models with private information about costs

    International Journal of Economic Theory

    Volume 10, Issue 2, June 2014, Pages: 203–217, Sjaak Hurkens

    Version of Record online : 5 MAY 2014, DOI: 10.1111/ijet.12036