Journal of Time Series Analysis

Volume 33.

(as bibtex)

73 references.

Articles

• 1-12. Limit theorems for the discount sums of moving averages
  Chu, Ba
• 112-120. Maximum entropy models for general lag patterns
  Iqelan, Bisher M., Boshnakov, Georgi N.
• 121-130. Selection of weak VARMA models by modified Akaike's information criteria
  Maïnassara, Y. Boubacar
• 13-31. Frequency and phase estimation in time series with quasi periodic components
  Dahlhaus, Rainer, Paraschakis, Konstantinos
• 131-151. Statistical tests for a single change in mean against long-range dependence
  Pipiras, Vladas, Baek, Changryong
• 152-160. High-frequency sampling of a continuous-time ARMA process
  Klüppelberg, Claudia, Ferrazzano, Vincenzo, Brockwell, Peter J.
• 161-174. Limit theory for a general class of GARCH models with just barely infinite variance
  Lin, Zheng-Yan, Zhang, Rong-Mao
• 177-192. A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes
  Jentsch, Carsten
• 193-210. Fast continuous-discrete DAF-filters
  Mazzoni, Thomas
• 211-222. Improved multivariate portmanteau test
  McLeod, A. Ian, Mahdi, Esam
• 223-232. Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model
  Ling, Shiqing, Zhu, Ke
• 233-254. The autodependogram: a graphical device to investigate serial dependences
  Nicolis, Orietta, Punzo, Antonio, Bagnato, Luca
• 255-268. Overlapped grouping periodogram test for detecting multiple hidden periodicities in mixed spectra
  Wang, Xiaolan L., Wong, Augustine, Wen, Qiuzi H.
• 269-275. Empirical likelihood in long-memory time series models
  Yau, Chun Yip
• 276-286. A note on mean squared prediction error under the unit root model with deterministic trend
  Cheng, Hung-Wen, Lin, Chien-Chih, Yu, Shu-Hui
• 287-297. Generalized information criterion
  Hirukawa, Junichi, Taniguchi, Masanobu
• 298-303. On robust spectral analysis by least absolute deviations
  Li, Ta-hsin
• 304-311. A single series representation of multiple independent ARMA processes
  Clarke, Brenton R., Bowden, Ross S.
• 312-324. A refined efficiency rate for ordinary least squares and generalized least squares estimators for a linear trend with autoregressive errors
  Lund, Robert, Lee, Jaechoul
• 32-47. Unit root bootstrap tests under infinite variance
  Romo, Juan, Moreno, Marta
• 325-339. The restricted likelihood ratio test for autoregressive processes
  Deo, Rohit S., Chen, Willa W.
• 340-363. The averaged periodogram estimator for a power law in coherency
  Hurvich, Clifford M., Sela, Rebecca J.
• 365-385. Testing for parameter stability in nonlinear autoregressive models
  Kamgaing, Joseph Tadjuidje, Kirch, Claudia
• 386-397. Nonlinear spectral density estimation: thresholding the correlogram
  Politis, Dimitris N., Paparoditis, Efstathios
• 398-405. Periodic autoregressive model identification using genetic algorithms
  Turkman, Kamil Feridun, Ursu, Eugen
• 406-423. On robust tail index estimation for linear long-memory processes
  Schell, Dieter, Das, Bikramjit, Beran, Jan
• 424-437. Non-parametric testing for seasonally and periodically integrated processes
  Osborn, Denise R., Castro, Tomás del Barrio
• 438-457. Measuring nonlinear dependence in time-series, a distance correlation approach
  Zhou, Zhou
• 458-467. Estimation of regression and dynamic dependence paremeters for non-stationary multinomial time series
  Sutradhar, Brajendra C., Loredo-Osti, J. C.
• 468-483. Conditional variance estimation in regression models with long memory
  Wichelhaus, Cornelia, Kulik, Rafal
• 48-60. Multi-variate stochastic volatility modelling using Wishart autoregressive processes
  Triantafyllopoulos, K.
• 484-502. A similarity-based approach to time-varying coefficient non-stationary autoregression
  Lieberman, Offer
• 503-518. Testing for parameter constancy in general causal time-series models
  Kengne, William Charky
• 519-529. Weak convergence to a modified fractional Brownian motion
  Hualde, Javier
• 530-531. The Oxford Handbook of Economic Forecasts
  Hall, Alastair R.
• 533-541. Limiting distribution of the score statistic under moderate deviation from a unit root in MA(1)
  Yabe, Ryota
• 542-553. Maximum likelihood estimation for nearly non-stationary stable autoregressive processes
  Chan, Ngai Hang, Zhang, Rong-Mao
• 554-569. Change point detection in copula ARMA–GARCH Models
  Lee, Sangyeol, Lee, Jiyeon, Na, Okyoung
• 570-582. Strictly stationary solutions of ARMA equations with fractional noise
  Vollenbröker, Bernd
• 583-607. Extreme value analysis of optimal level-crossing prediction for linear Gaussian processes
  Martin, Rodney A.
• 608-619. Time-series clustering via quasi U-statistics
  Pinheiro, Aluísio, Valk, Marcio
• 61-80. Efficient estimation and particle filter for max-stable processes
  Zhang, Zhengjun, Omori, Yasuhiro, Kunihama, Tsuyoshi
• 620-630. Non-parametric smoothing and prediction for nonlinear circular time series
  Taylor, Charles C., Panzera, Agnese, Marzio, Macro Di
• 631-648. Change-point detection in panel data
  Hušková, Marie, Horváth, Lajos
• 649-664. Likelihood inference for discriminating between long-memory and change-point models
  Davis, Richard A., Yau, Chun Yip
• 665-683. Inference about long run canonical correlations
  Jana, Kalidas, Hall, Alastair R., Dovonon, Prosper
• 684-698. A new Bayesian approach to quantile autoregressive time series model estimation and forecasting
  Davies, Neville, Stander, Julian, Cai, Yuzhi
• 699-700. Statistics for Spatio-Temporal Data
  Rao, T. Subba
• 81-95. Weighted scatter estimation method of the GO-GARCH models
  Wei, William W. S., Zheng, Lingyu
• 863-872. Chi-squared portmanteau tests for structural VARMA models with uncorrelated errors
  Katayama, Naoya
• 873-879. A note on moving-average models with feedback
  Li, Dong
• 880-891. Least squares estimation of ARCH models with missing observations
  Bahamonde, Natalia, Bondon, Pascal
• 892-902. A Family of Markov-Switching Garch Processes
  Liu, Ji-Chun
• 903-915. A mixed INAR(p) model
  Nastić, Aleksandar S., Ristić, Miroslav M.
• 916-934. Non-stationary autoregressive processes with infinite variance
  Zhang, Rongmao, Chan, Ngai Hang
• 935-953. Subsampling inference for the autocovariances and autocorrelations of long-memory heavy- tailed linear time series
  Jach, Agnieszka, McElroy, Tucker
• 954-963. First-order integer valued AR processes with zero inflated poisson innovations
  Lai, Chin-Diew, Jones, Geoff, Jazi, Mansour Aghababaei
• 96-111. Subsampling inference for the mean of heavy-tailed long-memory time series
  Politis, Dimitris N., McElroy, Tucker, Jach, Agnieszka
• -. Exploring dependence between brain signals in a monkey during learning
  Eskandar, Emad, Patel, Shaun, Prado, Raquel, Ombao, Hernando, Gorrostieta, Cristina
• -. Changepoints in times series of counts
  Kamgaing, Joseph Tadjuidje, Kirch, Claudia, Franke, Jürgen
• -. Biological applications of time series frequency domain clustering
  Promponas, Vasilis J., Fokianos, Konstantinos
• -. Statistical challenges in microrheology
  Fricks, John, Hill, David B., McKinley, Scott A., Didier, Gustavo
• -. The Nicholson blowfly experiments: some history and EDA
  Brillinger, David R.
• -. Autocovariance structures for radial averages in small-angle X-ray scattering experiments
  Woerd, Mark van der, Erciulescu, Andreea, Breidt, F. Jay
• -. Editorial: Special issue on time series analysis in the biological sciences
  Ombao, Hernando, Stoffer, David S.
• -. Statistical Methods for Trend Detection and Analysis in the Environmental Sciences
  Rao, Tata Subba
• -. Non–Parametric Econometrics
  Kokoszka, Piotr S.
• -. Spectral-based non-central F mixed effect models, with application to otoacoustic emissions
  King, Wayne M., Craigmile, Peter F., Wei, Lai
• -. A state space model approach for HIV infection dynamics
  Chen, Rong, Liang, Hua, Wang, Jiabin
• -. A test for independence between a point process and an analogue signal
  Pasha, Ahmed, Solo, Victor
• -. Quantifying the uncertainty in change points
  Johansen, Adam M., Aston, John A. D., Nam, Christopher F. H.
• -. Enveloping spectral surfaces: covariate dependent spectral analysis of categorical time series
  Hall, Martica, Buysse, Daniel J., Stoffer, David S., Xiong, Shuangyan, Krafty, Robert T.
• -. Modelling the nonlinear time dynamics of multidimensional hormonal systems
  Veldhuis, Johannes D., Pincus, Steven M., Wang, Xin, Keenan, Daniel M.