The following pages link to Journal of Time Series Analysis (Q60255):
Displaying 50 items.
- Convolution-closed models for count time series with applications (Q60257) (← links)
- AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM (Q62650) (← links)
- Fast filtering and smoothing for multivariate state space models (Q62653) (← links)
- A Gaussian Mixture Autoregressive Model for Univariate Time Series (Q75799) (← links)
- Generation Of Time Series Models With Given Spectral Properties (Q92277) (← links)
- RECURSIVE COMPUTATION OF THE PARAMETERS OF PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q92278) (← links)
- Bootstrap Unit-Root Tests: Comparison and Extensions (Q102087) (← links)
- Bootstrap Sequential Tests to Determine the Order of Integration of Individual Units in A Time Series Panel (Q102094) (← links)
- Wasserstein autoregressive models for density time series (Q103638) (← links)
- Locally Stationary Wavelet Packet Processes: Basis Selection and Model Fitting (Q113359) (← links)
- Time Series Analysis: Forecasting and Control, 5th Edition, by George E. P. Box, Gwilym M. Jenkins, Gregory C. Reinsel and Greta M. Ljung, 2015. Published by John Wiley and Sons Inc., Hoboken, New Jersey, pp. 712. ISBN: 978-1-118-67502-1 (Q113817) (← links)
- Testing for change-points in long-range dependent time series by means of a self-normalized Wilcoxon test (Q135901) (← links)
- A FIXED-bTEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION (Q135920) (← links)
- CUSUM of Squares-Based Tests for a Change in Persistence (Q135928) (← links)
- A simple test of changes in mean in the possible presence of long-range dependence (Q135933) (← links)
- Testing for a break in persistence under long-range dependencies (Q135936) (← links)
- Multivariate wavelet Whittle estimation in long-range dependence (Q145476) (← links)
- Multi-Scale Detection of Variance Changes in Renewal Processes in the Presence of Rate Change Points (Q146395) (← links)
- Principal component analysis of periodically correlated functional time series (Q153270) (← links)
- Highly robust estimation of the autocovariance function (Q154478) (← links)
- A note on bootstrapping \(M\)-estimators in ARMA models (Q2703240) (← links)
- Robust estimation in vector autoregressive moving-average models (Q2703241) (← links)
- Bayesian inference on periodicities and component spectral structure in time series (Q2703242) (← links)
- Consistent estimation for non-Gaussian non-causal autoregressive processes (Q2703243) (← links)
- Regression models with time series errors (Q2703244) (← links)
- Detection of periodic autocorrelation in time series data via zero-crossings (Q2703245) (← links)
- Likelihood ratio tests for seasonal unit roots (Q2703247) (← links)
- A median-unbiased estimator of the \(AR(1)\) coefficient (Q2703248) (← links)
- Hidden frequency estimation with data tapers (Q2703250) (← links)
- Residual autocorrelation distribution in the validation data set (Q2703251) (← links)
- An efficient taper for potentially overdifferenced long-memory time series (Q2703252) (← links)
- Correlational properties of Chebyshev chaotic sequences (Q2703254) (← links)
- Data driven order selection for projection estimator of the spectral density of time series with long range dependence (Q2703255) (← links)
- Bayesian prediction mean squared error for state space models with estimated parameters (Q2703256) (← links)
- Time series estimation by tracking parameter variation (Q2703258) (← links)
- The limiting density of unit root test statistics: A unifying technique (Q2703259) (← links)
- Bayesian unit root test in nonnormal AR(1) model (Q2703260) (← links)
- Moving averages of random vectors with regularly varying tails (Q2703261) (← links)
- Local cross-validation for spectrum bandwidth choice (Q2703262) (← links)
- An extension problem for discrete-time periodically correlated stochastic processes (Q2722249) (← links)
- Nonparametric tests of change-points with tapered data (Q2722250) (← links)
- Properties of predictors in overdifferenced nearly nonstationary autoregression (Q2722251) (← links)
- Fractional Bayesian lag length inference in multivariate autoregressive processes (Q2722252) (← links)
- Testing the null hypothesis of stationarity against an autoregressive unit root alternative (Q2722253) (← links)
- Autocovariance structure of Markov regime switching models and model selection (Q2722255) (← links)
- A hierarchical approach to covariance function estimation for time series (Q2740034) (← links)
- Cross-validation criteria for SETAR model selection (Q2740035) (← links)
- The effect of linear time trends on the KPSS test for cointegration (Q2740036) (← links)
- Robust automatic bandwidth for long memory (Q2740037) (← links)
- Can one use the Durbin-Levinson algorithm to generate infinite variance fractional ARIMA time series? (Q2740038) (← links)
