Preface to the Murray Rosenblatt memorial special issue of JTSA.
- Published in:
- Journal of Time Series Analysis, 2021, v. 42, n. 5/6, p. 495, doi. 10.1111/jtsa.12617
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2021 AND VI 42 AND IP 5/6
Results: 15
1
2
Issue Information.
- Published in:
- Journal of Time Series Analysis, 2021, v. 42, n. 5/6, p. 493, doi. 10.1111/jtsa.12613
- Publication type:
- Article
3
Integer‐valued asymmetric garch modeling.
- Published in:
- Journal of Time Series Analysis, 2021, v. 42, n. 5/6, p. 737, doi. 10.1111/jtsa.12605
- By:
- Publication type:
- Article
4
Simultaneous inference for autocovariances based on autoregressive sieve bootstrap.
- Published in:
- Journal of Time Series Analysis, 2021, v. 42, n. 5/6, p. 534, doi. 10.1111/jtsa.12604
- By:
- Publication type:
- Article
5
Aspects of non‐causal and non‐invertible CARMA processes.
- Published in:
- Journal of Time Series Analysis, 2021, v. 42, n. 5/6, p. 777, doi. 10.1111/jtsa.12589
- By:
- Publication type:
- Article
6
Sparsity concepts and estimation procedures for high‐dimensional vector autoregressive models.
- Published in:
- Journal of Time Series Analysis, 2021, v. 42, n. 5/6, p. 554, doi. 10.1111/jtsa.12586
- By:
- Publication type:
- Article
7
On the Estimation of Periodicity or Almost Periodicity in Inhomogeneous Gamma Point‐Process Data.
- Published in:
- Journal of Time Series Analysis, 2021, v. 42, n. 5/6, p. 711, doi. 10.1111/jtsa.12585
- By:
- Publication type:
- Article
8
Spectral methods for small sample time series: A complete periodogram approach.
- Published in:
- Journal of Time Series Analysis, 2021, v. 42, n. 5/6, p. 597, doi. 10.1111/jtsa.12584
- By:
- Publication type:
- Article
9
On some basic features of strictly stationary, reversible Markov chains.
- Published in:
- Journal of Time Series Analysis, 2021, v. 42, n. 5/6, p. 499, doi. 10.1111/jtsa.12583
- Publication type:
- Article
10
Indirect inference for time series using the empirical characteristic function and control variates.
- Published in:
- Journal of Time Series Analysis, 2021, v. 42, n. 5/6, p. 653, doi. 10.1111/jtsa.12582
- By:
- Publication type:
- Article
11
Consistent autoregressive spectral estimates: Nonlinear time series and large autocovariance matrices.
- Published in:
- Journal of Time Series Analysis, 2021, v. 42, n. 5/6, p. 580, doi. 10.1111/jtsa.12580
- By:
- Publication type:
- Article
12
Asymptotic theory for QMLE for the real‐time GARCH(1,1) model.
- Published in:
- Journal of Time Series Analysis, 2021, v. 42, n. 5/6, p. 752, doi. 10.1111/jtsa.12578
- By:
- Publication type:
- Article
13
Local Whittle estimation of long‐range dependence for functional time series.
- Published in:
- Journal of Time Series Analysis, 2021, v. 42, n. 5/6, p. 685, doi. 10.1111/jtsa.12577
- By:
- Publication type:
- Article
14
Extensions of Rosenblatt's results on the asymptotic behavior of the prediction error for deterministic stationary sequences.
- Published in:
- Journal of Time Series Analysis, 2021, v. 42, n. 5/6, p. 622, doi. 10.1111/jtsa.12572
- By:
- Publication type:
- Article
15
A local limit theorem for linear random fields.
- Published in:
- Journal of Time Series Analysis, 2021, v. 42, n. 5/6, p. 696, doi. 10.1111/jtsa.12556
- By:
- Publication type:
- Article