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