Works matching IS 01439782 AND DT 2022 AND VI 43 AND IP 2

Results: 11

Variable length Markov chain with exogenous covariates.

Published in:

Journal of Time Series Analysis, 2022, v. 43, n. 2, p. 312, doi. 10.1111/jtsa.12615

By:

Zanin Zambom, Adriano;
Kim, Seonjin;
Lopes Garcia, Nancy

Publication type:

Article

Generalized binary vector autoregressive processes.

Published in:

Journal of Time Series Analysis, 2022, v. 43, n. 2, p. 285, doi. 10.1111/jtsa.12614

By:

Jentsch, Carsten;
Reichmann, Lena

Publication type:

Article

Autoregressive spectral estimates under ignored changes in the mean.

Published in:

Journal of Time Series Analysis, 2022, v. 43, n. 2, p. 329, doi. 10.1111/jtsa.12612

By:

Demetrescu, Matei;
Hosseinkouchack, Mehdi

Publication type:

Article

Regular multidimensional stationary time series.

Published in:: Journal of Time Series Analysis, 2022, v. 43, n. 2, p. 263, doi. 10.1111/jtsa.12611
Publication type:: Article

Maxima of linear processes with heavy‐tailed innovations and random coefficients.

Published in:: Journal of Time Series Analysis, 2022, v. 43, n. 2, p. 238, doi. 10.1111/jtsa.12610
Publication type:: Article

A two‐step procedure for testing partial parameter stability in cointegrated regression models.

Published in:

Journal of Time Series Analysis, 2022, v. 43, n. 2, p. 219, doi. 10.1111/jtsa.12609

By:

Kejriwal, Mohitosh;
Perron, Pierre;
Yu, Xuewen

Publication type:

Article

Seasonal functional autoregressive models.

Published in:

Journal of Time Series Analysis, 2022, v. 43, n. 2, p. 197, doi. 10.1111/jtsa.12608

By:

Zamani, Atefeh;
Haghbin, Hossein;
Hashemi, Maryam;
Hyndman, Rob J.

Publication type:

Article

On causal and non‐causal cointegrated vector autoregressive time series.

Published in:: Journal of Time Series Analysis, 2022, v. 43, n. 2, p. 178, doi. 10.1111/jtsa.12607
Publication type:: Article

TIME SERIES: A FIRST COURSE WITH BOOTSTRAP STARTER.

Published in:: 2022
Publication type:: Book Review

Autoregressive density modeling with the Gaussian process mixture transition distribution.

Published in:

Journal of Time Series Analysis, 2022, v. 43, n. 2, p. 157, doi. 10.1111/jtsa.12603

By:

Heiner, Matthew;
Kottas, Athanasios

Publication type:

Article

Issue Information.

Published in:: Journal of Time Series Analysis, 2022, v. 43, n. 2, p. 155, doi. 10.1111/jtsa.12597
Publication type:: Article