Search Results

There are 366397 results for: content related to: OBITUARY

  1. Filtering, Prediction and Simulation Methods for Noncausal Processes

    Journal of Time Series Analysis

    Volume 37, Issue 3, May 2016, Pages: 405–430, Christian Gourieroux and Joann Jasiak

    Version of Record online : 10 NOV 2015, DOI: 10.1111/jtsa.12165

  2. Multivariate Wavelet Whittle Estimation in Long-range Dependence

    Journal of Time Series Analysis

    Volume 37, Issue 4, July 2016, Pages: 476–512, Sophie Achard and Irène Gannaz

    Version of Record online : 10 NOV 2015, DOI: 10.1111/jtsa.12170

  3. 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

  4. 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

  5. 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

  6. 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

  7. You have free access to this content
    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

  8. Vine Copula Specifications for Stationary Multivariate Markov Chains

    Journal of Time Series Analysis

    Volume 36, Issue 2, March 2015, Pages: 228–246, Brendan K. Beare and Juwon Seo

    Version of Record online : 28 NOV 2014, DOI: 10.1111/jtsa.12103

  9. 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

  10. 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

  11. Testing for Cointegration with Temporally Aggregated and Mixed-Frequency Time Series

    Journal of Time Series Analysis

    Volume 36, Issue 6, November 2015, Pages: 797–816, Eric Ghysels and J. Isaac Miller

    Version of Record online : 9 MAR 2015, DOI: 10.1111/jtsa.12129

  12. Parametric and Semi-Parametric Efficient Tests for Parameter Instability

    Journal of Time Series Analysis

    Volume 37, Issue 4, July 2016, Pages: 451–475, Dong Jin Lee

    Version of Record online : 15 NOV 2015, DOI: 10.1111/jtsa.12169

  13. 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

  14. 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

  15. 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

  16. 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

  17. 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

  18. Testing for a Unit Root in Noncausal Autoregressive Models

    Journal of Time Series Analysis

    Volume 37, Issue 1, January 2016, Pages: 99–125, Pentti Saikkonen and Rickard Sandberg

    Version of Record online : 19 JUN 2015, DOI: 10.1111/jtsa.12141

  19. 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

  20. Robust estimation for copula Parameter in SCOMDY models

    Journal of Time Series Analysis

    Volume 34, Issue 3, May 2013, Pages: 302–314, Byungsoo Kim and Sangyeol Lee

    Version of Record online : 6 DEC 2012, DOI: 10.1111/jtsa.12013