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There are 15096 results for: content related to: Estimation of stationary autoregressive models with the Bayesian LASSO

  1. 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

  2. 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

  3. 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

  4. 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

  5. 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

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    A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS

    Journal of Time Series Analysis

    Volume 36, Issue 1, January 2015, Pages: 39–60, Carlos Velasco and Xuexin Wang

    Article first published online : 11 SEP 2014, DOI: 10.1111/jtsa.12091

  7. 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

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    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

    Article first published online : 1 DEC 2014, DOI: 10.1111/jtsa.12095

  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. 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

  11. 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

  12. Nonparametric regression with rescaled time series errors

    Journal of Time Series Analysis

    José E. Figueroa-López and Michael Levine

    Article first published online : 19 MAR 2013, DOI: 10.1111/jtsa12017

  13. 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

  14. 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

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    DEFINITIONS AND REPRESENTATIONS OF MULTIVARIATE LONG-RANGE DEPENDENT TIME SERIES

    Journal of Time Series Analysis

    Volume 36, Issue 1, January 2015, Pages: 1–25, Stefanos Kechagias and Vladas Pipiras

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

  16. 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

  17. 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

  18. Composite Quantile Periodogram for Spectral Analysis

    Journal of Time Series Analysis

    Yaeji Lim and Hee-Seok Oh

    Article first published online : 15 JUN 2015, DOI: 10.1111/jtsa.12143

  19. 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

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

  20. Consistent Estimation of the Value at Risk When the Error Distribution of the Volatility Model is Misspecified

    Journal of Time Series Analysis

    Mohamed El Ghourabi, Christian Francq and Fedya Telmoudi

    Article first published online : 8 MAY 2015, DOI: 10.1111/jtsa.12136