Works matching IS 01439782 AND DT 2022 AND VI 43 AND IP 3

Results: 10

On cointegration for processes integrated at different frequencies.

Published in:

Journal of Time Series Analysis, 2022, v. 43, n. 3, p. 412, doi. 10.1111/jtsa.12620

By:

del Barrio Castro, Tomás;
Cubadda, Gianluca;
Osborn, Denise R.

Publication type:

Article

Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods.

Published in:

Journal of Time Series Analysis, 2022, v. 43, n. 3, p. 389, doi. 10.1111/jtsa.12619

By:

Perron, Pierre;
Yamamoto, Yohei

Publication type:

Article

Modeling normalcy‐dominant ordinal time series: An application to air quality level.

Published in:

Journal of Time Series Analysis, 2022, v. 43, n. 3, p. 460, doi. 10.1111/jtsa.12625

By:

Liu, Mengya;
Zhu, Fukang;
Zhu, Ke

Publication type:

Article

The spectral analysis of the Hodrick–Prescott filter.

Published in:

Journal of Time Series Analysis, 2022, v. 43, n. 3, p. 479, doi. 10.1111/jtsa.12622

By:

Sakarya, Neslihan;
de Jong, Robert M.

Publication type:

Article

The factor analytical approach in trending near unit root panels.

Published in:

Journal of Time Series Analysis, 2022, v. 43, n. 3, p. 501, doi. 10.1111/jtsa.12624

By:

Westerlund, Joakim;
Norkutė, Milda;
Stauskas, Ovidijus

Publication type:

Article

A new GJR‐GARCH model for ℤ‐valued time series.

Published in:

Journal of Time Series Analysis, 2022, v. 43, n. 3, p. 490, doi. 10.1111/jtsa.12623

By:

Xu, Yue;
Zhu, Fukang

Publication type:

Article

Stationarity and ergodicity of Markov switching positive conditional mean models.

Published in:

Journal of Time Series Analysis, 2022, v. 43, n. 3, p. 436, doi. 10.1111/jtsa.12621

By:

Aknouche, Abdelhakim;
Francq, Christian

Publication type:

Article

Asymmetric linear double autoregression.

Published in:

Journal of Time Series Analysis, 2022, v. 43, n. 3, p. 371, doi. 10.1111/jtsa.12618

By:

Tan, Songhua;
Zhu, Qianqian

Publication type:

Article

A new volatility model: GQARCH‐ItÔ model.

Published in:

Journal of Time Series Analysis, 2022, v. 43, n. 3, p. 345, doi. 10.1111/jtsa.12616

By:

Yuan, Huiling;
Sun, Yulei;
Xu, Lu;
Zhou, Yong;
Cui, Xiangyu

Publication type:

Article

Issue Information.

Published in:: Journal of Time Series Analysis, 2022, v. 43, n. 3, p. 343, doi. 10.1111/jtsa.12598
Publication type:: Article