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There are 8039177 results for: content related to: Time series modeling of neuroscience data , by Tohru Ozaki , published by CRC Press , 2012 . Total number of pages: 548. Price: US $71.46. ISBN 978-1-4200-9460-2

  1. Modelling long-run trends and cycles in financial time series data

    Journal of Time Series Analysis

    Volume 34, Issue 3, May 2013, Pages: 405–421, Guglielmo Maria Caporale, Juncal Cuñado and Luis A. Gil-Alana

    Version of Record online : 5 DEC 2012, DOI: 10.1111/jtsa.12010

  2. 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

  3. Frequency domain generalized empirical likelihood method

    Journal of Time Series Analysis

    Volume 34, Issue 6, November 2013, Pages: 691–716, Yoshihide Kakizawa

    Version of Record online : 22 OCT 2013, DOI: 10.1111/jtsa.12043

  4. 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

  5. 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

  6. 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

  7. 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

  8. 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

  9. STUDENTIZING WEIGHTED SUMS OF LINEAR PROCESSES

    Journal of Time Series Analysis

    Volume 35, Issue 2, March 2014, Pages: 151–172, Violetta Dalla, Liudas Giraitis and Hira L. Koul

    Version of Record online : 15 JAN 2014, DOI: 10.1111/jtsa.12056

  10. 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

  11. A simple example of an indirect estimator with discontinuous limit theory in the MA(1) model

    Journal of Time Series Analysis

    Volume 35, Issue 6, November 2014, Pages: 536–557, Stelios Arvanitis

    Version of Record online : 11 AUG 2014, DOI: 10.1111/jtsa.12080

  12. 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

  13. NON-PARAMETRIC ESTIMATION UNDER STRONG DEPENDENCE

    Journal of Time Series Analysis

    Volume 35, Issue 1, January 2014, Pages: 4–15, Zhibiao Zhao, Yiyun Zhang and Runze Li

    Version of Record online : 2 SEP 2013, DOI: 10.1111/jtsa.12044

  14. 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

  15. 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

  16. 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

  17. 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

  18. Bootstrap Joint Prediction Regions

    Journal of Time Series Analysis

    Volume 36, Issue 3, May 2015, Pages: 352–376, Michael Wolf and Dan Wunderli

    Version of Record online : 14 OCT 2014, DOI: 10.1111/jtsa.12099

  19. 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

  20. 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