Robustness of Zero Crossing Estimator.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 5, p. 815, doi. 10.1111/jtsa.12463
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- Publication type:
- Article
Works matching IS 01439782 AND DT 2019 AND VI 40 AND IP 5
Results: 13
1
2
Asymptotic Behavior of Optimal Weighting in Generalized Self‐Normalization for Time Series.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 5, p. 831, doi. 10.1111/jtsa.12472
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- Publication type:
- Article
3
Flexible and Robust Mixed Poisson INGARCH Models.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 5, p. 788, doi. 10.1111/jtsa.12459
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- Publication type:
- Article
4
Volatility Estimation and Jump Testing via Realized Information Variation.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 5, p. 753, doi. 10.1111/jtsa.12454
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- Publication type:
- Article
5
Multivariate Quantile Impulse Response Functions.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 5, p. 739, doi. 10.1111/jtsa.12452
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- Publication type:
- Article
6
On Estimation and Inference in Heterogeneous Panel Regressions with Interactive Effects.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 5, p. 852, doi. 10.1111/jtsa.12432
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- Publication type:
- Article
7
Extending the Limits of Backtesting via the 'Vanishing p'‐Approach.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 5, p. 858, doi. 10.1111/jtsa.12450
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- Publication type:
- Article
8
Testing for Change in Long‐Memory Stochastic Volatility Time Series.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 5, p. 707, doi. 10.1111/jtsa.12449
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- Publication type:
- Article
9
Heteroskedasticity‐Robust Unit Root Testing for Trending Panels.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 5, p. 649, doi. 10.1111/jtsa.12446
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- Publication type:
- Article
10
Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 5, p. 631, doi. 10.1111/jtsa.12439
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- Publication type:
- Article
11
Issue Information.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 5, p. 629, doi. 10.1111/jtsa.12415
- Publication type:
- Article
12
Semiparametric Detection of Changes in Long Range Dependence.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 5, p. 693, doi. 10.1111/jtsa.12448
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- Publication type:
- Article
13
Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series.
- Published in:
- Journal of Time Series Analysis, 2019, v. 40, n. 5, p. 665, doi. 10.1111/jtsa.12447
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- Publication type:
- Article