Moving Fourier Analysis for Locally Stationary Processes with the Bootstrap in View.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 6, p. 895, doi. 10.1111/jtsa.12241
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- Publication type:
- Article
Works matching IS 01439782 AND DT 2017 AND VI 38 AND IP 6
Results: 13
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Penalised Complexity Priors for Stationary Autoregressive Processes.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 6, p. 923, doi. 10.1111/jtsa.12242
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- Publication type:
- Article
3
A New Covariance Function and Spatio-Temporal Prediction (Kriging) for A Stationary Spatio-Temporal Random Process.
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- Journal of Time Series Analysis, 2017, v. 38, n. 6, p. 936, doi. 10.1111/jtsa.12245
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- Publication type:
- Article
4
Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 6, p. 960, doi. 10.1111/jtsa.12247
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- Publication type:
- Article
5
Testing Parameter Change in General Integer-Valued Time Series.
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- Journal of Time Series Analysis, 2017, v. 38, n. 6, p. 880, doi. 10.1111/jtsa.12240
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- Publication type:
- Article
6
A Model-Adaptive Test for Parametric Single-Index Time Series Models.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 6, p. 981, doi. 10.1111/jtsa.12249
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- Publication type:
- Article
7
A Robbins-Monro Algorithm for Non-Parametric Estimation of NAR Process with Markov Switching: Consistency.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 6, p. 809, doi. 10.1111/jtsa.12237
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- Publication type:
- Article
8
Parametric Spectral Discrimination.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 6, p. 838, doi. 10.1111/jtsa.12238
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- Publication type:
- Article
9
On Asymptotic Theory for ARCH (∞) Models.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 6, p. 865, doi. 10.1111/jtsa.12239
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- Publication type:
- Article
10
Sample Moments and Weak Convergence to Multivariate Stochastic Power Integrals.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 6, p. 1000, doi. 10.1111/jtsa.12250
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- Publication type:
- Article
11
Cointegrated Linear Processes in Hilbert Space.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 6, p. 1010, doi. 10.1111/jtsa.12251
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- Publication type:
- Article
12
Multi-Scale Detection of Variance Changes in Renewal Processes in the Presence of Rate Change Points.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 6, p. 1028, doi. 10.1111/jtsa.12254
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- Publication type:
- Article
13
Issue Information.
- Published in:
- Journal of Time Series Analysis, 2017, v. 38, n. 6, p. 807, doi. 10.1111/jtsa.12220
- Publication type:
- Article