Search Results

There are 12642 results for: content related to: CONTEMPORANEOUS AGGREGATION OF TRIANGULAR ARRAY OF RANDOM-COEFFICIENT AR(1) PROCESSES

  1. 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

  2. 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

  3. 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

  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. ASYMPTOTIC INFERENCES FOR AN AR(1) MODEL WITH A CHANGE POINT: STATIONARY AND NEARLY NON-STATIONARY CASES

    Journal of Time Series Analysis

    Volume 35, Issue 2, March 2014, Pages: 133–150, Tianxiao Pang, Danna Zhang and Terence Tai-Leung Chong

    Version of Record online : 7 DEC 2013, DOI: 10.1111/jtsa.12055

  6. 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

  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. EFFICIENT NON-PARAMETRIC ESTIMATION OF THE SPECTRAL DENSITY IN THE PRESENCE OF MISSING OBSERVATIONS

    Journal of Time Series Analysis

    Volume 35, Issue 5, September 2014, Pages: 407–427, Sam Efromovich

    Version of Record online : 3 APR 2014, DOI: 10.1111/jtsa.12072

  9. 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

  10. A FREQUENCY DOMAIN APPROACH FOR THE ESTIMATION OF PARAMETERS OF SPATIO-TEMPORAL STATIONARY RANDOM PROCESSES

    Journal of Time Series Analysis

    Volume 35, Issue 4, July 2014, Pages: 357–377, Tata Subba Rao, Sourav Das and Georgi N. Boshnakov

    Version of Record online : 28 MAR 2014, DOI: 10.1111/jtsa.12069

  11. 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

  12. 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

  13. MODELLING FOR THE WAVELET COEFFICIENTS OF ARFIMA PROCESSES

    Journal of Time Series Analysis

    Volume 35, Issue 4, July 2014, Pages: 341–356, Kei Nanamiya

    Version of Record online : 14 MAR 2014, DOI: 10.1111/jtsa.12068

  14. BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING

    Journal of Time Series Analysis

    Volume 35, Issue 2, March 2014, Pages: 115–132, Christian H. Weiß and Philip K. Pollett

    Version of Record online : 13 DEC 2013, DOI: 10.1002/jtsa.12054

  15. 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

  16. 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

  17. 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

  18. 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

  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. SEMI-PARAMETRIC ESTIMATION OF LINEAR COINTEGRATING MODELS WITH NONLINEAR CONTEMPORANEOUS ENDOGENEITY

    Journal of Time Series Analysis

    Volume 35, Issue 5, September 2014, Pages: 437–461, Yiguo Sun

    Version of Record online : 8 MAY 2014, DOI: 10.1111/jtsa.12075