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There are 645 results for: content related to: MULTIVARIATE LIMIT THEOREMS IN THE CONTEXT OF LONG-RANGE DEPENDENCE

  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

    Article first published online : 3 MAY 2013, DOI: 10.1111/jtsa.12019

  2. 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

    Article first published online : 3 APR 2014, DOI: 10.1111/jtsa.12072

  3. Frequency domain generalized empirical likelihood method

    Journal of Time Series Analysis

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

    Article first published online : 22 OCT 2013, DOI: 10.1111/jtsa.12043

  4. DEFINITIONS AND REPRESENTATIONS OF MULTIVARIATE LONG-RANGE DEPENDENT TIME SERIES

    Journal of Time Series Analysis

    Stefanos Kechagias and Vladas Pipiras

    Article first published online : 11 SEP 2014, DOI: 10.1111/jtsa.12086

  5. BOOTSTRAP FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS

    Journal of Time Series Analysis

    Volume 34, Issue 6, November 2013, Pages: 646–667, Thorsten Fink and Jens-Peter Kreiss

    Article first published online : 13 SEP 2013, DOI: 10.1111/jtsa.12041

  6. 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

    Article first published online : 19 FEB 2014, DOI: 10.1111/jtsa.12063

  7. 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

    Article first published online : 15 JAN 2014, DOI: 10.1111/jtsa.12056

  8. 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

    Article first published online : 27 NOV 2013, DOI: 10.1002/jtsa.12053

  9. You have free access to this content
    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

    Article first published online : 16 DEC 2013, DOI: 10.1111/jtsa.12050

  10. 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

    Article first published online : 8 MAY 2014, DOI: 10.1111/jtsa.12075

  11. ON THE VECTOR AUTOREGRESSIVE SIEVE BOOTSTRAP

    Journal of Time Series Analysis

    Marco Meyer and Jens-Peter Kreiss

    Article first published online : 17 SEP 2014, DOI: 10.1111/jtsa.12090

  12. NORMING RATES AND LIMIT THEORY FOR SOME TIME-VARYING COEFFICIENT AUTOREGRESSIONS

    Journal of Time Series Analysis

    Offer Lieberman and Peter C. B. Phillips

    Article first published online : 16 SEP 2014, DOI: 10.1111/jtsa.12083

  13. You have free access to this content
    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

    Article first published online : 24 AUG 2013, DOI: 10.1111/jtsa.12045

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

    Journal of Time Series Analysis

    Stelios Arvanitis

    Article first published online : 11 AUG 2014, DOI: 10.1111/jtsa.12080

  15. 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

    Article first published online : 30 JAN 2014, DOI: 10.1111/jtsa.12062

  16. 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

    Article first published online : 7 DEC 2013, DOI: 10.1111/jtsa.12055

  17. 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

    Article first published online : 28 MAR 2014, DOI: 10.1111/jtsa.12069

  18. 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

    Article first published online : 27 JAN 2014, DOI: 10.1111/jtsa.12060

  19. 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

    Article first published online : 24 AUG 2013, DOI: 10.1111/jtsa.12037

  20. 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

    Article first published online : 7 FEB 2014, DOI: 10.1111/jtsa.12064