Results: 10
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
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- 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
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- 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
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- 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
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- 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
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- Publication type:
- Article
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
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- 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
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- 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
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- 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
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- 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