Multiple change point detection under serial dependence: Wild contrast maximisation and gappy Schwarz algorithm.
- Published in:
- Journal of Time Series Analysis, 2024, v. 45, n. 3, p. 479, doi. 10.1111/jtsa.12722
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- Publication type:
- Article
Works matching IS 01439782 AND DT 2024 AND VI 45 AND IP 3
Results: 9
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Smooth transition moving average models: Estimation, testing, and computation.
- Published in:
- Journal of Time Series Analysis, 2024, v. 45, n. 3, p. 463, doi. 10.1111/jtsa.12721
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- Publication type:
- Article
3
Granger causality tests based on reduced variable information.
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- Journal of Time Series Analysis, 2024, v. 45, n. 3, p. 444, doi. 10.1111/jtsa.12720
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- Publication type:
- Article
4
Local Whittle estimation with (quasi‐)analytic wavelets.
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- Journal of Time Series Analysis, 2024, v. 45, n. 3, p. 421, doi. 10.1111/jtsa.12719
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- Publication type:
- Article
5
Additive autoregressive models for matrix valued time series.
- Published in:
- Journal of Time Series Analysis, 2024, v. 45, n. 3, p. 398, doi. 10.1111/jtsa.12718
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- Publication type:
- Article
6
On vector linear double autoregression.
- Published in:
- Journal of Time Series Analysis, 2024, v. 45, n. 3, p. 376, doi. 10.1111/jtsa.12717
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- Publication type:
- Article
7
Wasserstein distance bounds on the normal approximation of empirical autocovariances and cross‐covariances under non‐stationarity and stationarity.
- Published in:
- Journal of Time Series Analysis, 2024, v. 45, n. 3, p. 361, doi. 10.1111/jtsa.12716
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- Publication type:
- Article
8
Stationary Jackknife.
- Published in:
- Journal of Time Series Analysis, 2024, v. 45, n. 3, p. 333, doi. 10.1111/jtsa.12714
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- Publication type:
- Article
9
Issue Information.
- Published in:
- Journal of Time Series Analysis, 2024, v. 45, n. 3, p. 331, doi. 10.1111/jtsa.12696
- Publication type:
- Article