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- Journal of time series analysis [remove]562
- Volume 34:Number 1(2013:Jan.)11
- Volume 34:Number 2(2013:Mar.)14
- Volume 34:Number 3(2013:May)10
- Volume 34:Number 4(2013:Jul.)7
- Volume 34:Number 5(2013:Sep.)7
- Volume 34:Number 6(2013:Nov.)9
- Volume 35:Number 1(2014:Jan.)5
- Volume 35:Number 2(2014:Mar.)7
- Volume 35:Number 3(2014:May)6
- Volume 35:Number 4(2014:Jul.)6
- Politis Dimitris N. guestEditor. 41
- Bradley Richard C. guestEditor. 15
- Davis Richard A. guestEditor. 15
- Subba Rao Tata guestEditor. 15
- Tunnicliffe Wilson Granville guestEditor. 15
- Hualde Javier guestEditor. 14
- Lahiri Soumendra N. guestEditor. 14
- Nielsen Morten Ørregaard guestEditor. 14
- Robinson Peter M. guestEditor. 14
- Leybourne Stephen guestEditor. 13
- 519.232 562
- Time-series analysis -- Periodicals 562
- Cointegration -- fractional integration -- likelihood inference -- vector autoregressive model 2
- Local stationarity -- wavelet packet -- locally stationary Fourier process -- locally stationary wavelet process 2
- APARCH -- conditional VaR -- distortion risk measures -- GARCH -- generalized quasi‐maximum likelihood estimation -- instrumental density 1
- APC process -- bootstrap -- Poisson random sampling scheme -- cyclic means -- confidence interval -- consistency 1
- AR process -- CARMA process -- indirect estimator -- influence functional -- GM‐estimator -- LS‐estimator -- outlier -- resistance -- robustness 1
- AR(p) -- latent Gaussian models -- prior selection -- R‐INLA -- robustness.JEL. C11; C18; C22; C88 1
- AR(p) -- non‐Gaussian distribution -- prediction interval -- residuals -- Yule–Walker estimator 1
- ARCH -- fixed Volatility bootstrap -- hypothesis testing 1