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There are 14721 results for: content related to: Nonparametric regression with rescaled time series errors

  1. Nonparametric regression with rescaled time series errors

    Journal of Time Series Analysis

    Volume 34, Issue 3, May 2013, Pages: 345–361, José E. Figueroa-López and Michael Levine

    Article first published online : 25 APR 2013, DOI: 10.1111/jtsa.12017

  2. Estimation of stationary autoregressive models with the Bayesian LASSO

    Journal of Time Series Analysis

    Volume 34, Issue 5, September 2013, Pages: 517–531, Daniel F. Schmidt and Enes Makalic

    Article first published online : 23 AUG 2013, DOI: 10.1111/jtsa.12027

  3. Estimation of stationary autoregressive models with the Bayesian LASSO

    Journal of Time Series Analysis

    Daniel F. Schmidt and Enes Makalic

    Article first published online : 8 AUG 2013, DOI: 10.1111/jtsa12027.1467-9892.2013.12027

  4. 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

  5. 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

    Article first published online : 21 MAR 2013, DOI: 10.1111/jtsa.12025

  6. Continuous-time autoregressive moving average processes in discrete time: representation and embeddability

    Journal of Time Series Analysis

    Volume 34, Issue 5, September 2013, Pages: 552–561, Michael A. Thornton and Marcus J. Chambers

    Article first published online : 25 APR 2013, DOI: 10.1111/jtsa.12030

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    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

  8. 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

    Article first published online : 17 MAR 2013, DOI: 10.1111/jtsa.12022

  9. 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

  10. 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

    Article first published online : 19 JUL 2013, DOI: 10.1111/jtsa.12029

  11. 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

    Article first published online : 22 OCT 2013, DOI: 10.1111/jtsa.12046

  12. 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

  13. 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

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    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

  15. 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

  16. Inference for single and multiple change-points in time series

    Journal of Time Series Analysis

    Venkata Jandhyala, Stergios Fotopoulos, Ian MacNeill and Pengyu Liu

    Article first published online : 11 MAY 2013, DOI: 10.1111/jtsa12035

  17. Unit root testing with stationary covariates and a structural break in the trend function

    Journal of Time Series Analysis

    Volume 34, Issue 3, May 2013, Pages: 368–384, Sebastian Fossati

    Article first published online : 14 MAR 2013, DOI: 10.1111/jtsa.12020

  18. 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

    Article first published online : 18 JUN 2013, DOI: 10.1111/jtsa.12035

  19. MODELLING FOR THE WAVELET COEFFICIENTS OF ARFIMA PROCESSES

    Journal of Time Series Analysis

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

    Article first published online : 14 MAR 2014, DOI: 10.1111/jtsa.12068

  20. 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

    Article first published online : 13 MAR 2013, DOI: 10.1111/jtsa.12016