A new non‐parametric cross‐spectrum estimator.
- Published in:
- Journal of Time Series Analysis, 2022, v. 43, n. 5, p. 808, doi. 10.1111/jtsa.12639
- Publication type:
- Article
Works matching IS 01439782 AND DT 2022 AND VI 43 AND IP 5
Results: 8
1
2
Permutation testing for dependence in time series.
- Published in:
- Journal of Time Series Analysis, 2022, v. 43, n. 5, p. 781, doi. 10.1111/jtsa.12638
- By:
- Publication type:
- Article
3
Asymptotic independence ex machina: Extreme value theory for the diagonal SRE model.
- Published in:
- Journal of Time Series Analysis, 2022, v. 43, n. 5, p. 750, doi. 10.1111/jtsa.12637
- By:
- Publication type:
- Article
4
Johansen‐type cointegration tests with a Fourier function.
- Published in:
- Journal of Time Series Analysis, 2022, v. 43, n. 5, p. 828, doi. 10.1111/jtsa.12640
- By:
- Publication type:
- Article
5
Estimation and inference in adaptive learning models with slowly decreasing gains.
- Published in:
- Journal of Time Series Analysis, 2022, v. 43, n. 5, p. 720, doi. 10.1111/jtsa.12636
- Publication type:
- Article
6
Rank test of unit‐root hypothesis with AR‐GARCH errors.
- Published in:
- Journal of Time Series Analysis, 2022, v. 43, n. 5, p. 695, doi. 10.1111/jtsa.12635
- By:
- Publication type:
- Article
7
Issue Information.
- Published in:
- Journal of Time Series Analysis, 2022, v. 43, n. 5, p. 667, doi. 10.1111/jtsa.12600
- Publication type:
- Article
8
Testing the volatility jumps based on the high frequency data.
- Published in:
- Journal of Time Series Analysis, 2022, v. 43, n. 5, p. 669, doi. 10.1111/jtsa.12634
- By:
- Publication type:
- Article