Issue Information.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 1, p. 1, doi. 10.1111/jtsa.12411
- Publication type:
- Article
Works matching IS 01439782 AND DT 2019 AND VI 40 AND IP 1
Results: 9
1
2
Time‐Dependent Dual‐Frequency Coherence in Multivariate Non‐Stationary Time Series.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 1, p. 3, doi. 10.1111/jtsa.12408
- By:
- Publication type:
- Article
3
Bias Correction Estimation for a Continuous‐Time Asset Return Model with Jumps.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 1, p. 66, doi. 10.1111/jtsa.12423
- By:
- Publication type:
- Article
4
Asymptotic Theory and Unified Confidence Region for an Autoregressive Model.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 1, p. 43, doi. 10.1111/jtsa.12418
- By:
- Publication type:
- Article
5
Least Squares Bias in Time Series with Moderate Deviations from a Unit Root.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 1, p. 23, doi. 10.1111/jtsa.12417
- By:
- Publication type:
- Article
6
Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 1, p. 124, doi. 10.1111/jtsa.12431
- By:
- Publication type:
- Article
7
On the Sensitivity of Granger Causality to Errors‐In‐Variables, Linear Transformations and Subsampling.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 1, p. 102, doi. 10.1111/jtsa.12430
- By:
- Publication type:
- Article
8
Dynamic Data Analysis, by James Ramsay and Giles Hooker. Published by Springer, New York, USA, 2017. Total number of pages: 230. ISSN: 0172‐7397.
- Published in:
- 2019
- By:
- Publication type:
- Book Review
9
Quasi‐Bayesian Estimation of Time‐Varying Volatility in DSGE Models.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 1, p. 151, doi. 10.1111/jtsa.12290
- By:
- Publication type:
- Article