Works matching IS 01439782 AND DT 2024 AND VI 45 AND IP 6

Results: 8

Estimation for Markov Chains with Periodically Missing Observations.

Published in:

Journal of Time Series Analysis, 2024, v. 45, n. 6, p. 1006, doi. 10.1111/jtsa.12747

By:

U. Müller, Ursula;
Schick, Anton;
Wefelmeyer, Wolfgang

Publication type:

Article

Existence of a Periodic and Seasonal INAR Process.

Published in:

Journal of Time Series Analysis, 2024, v. 45, n. 6, p. 980, doi. 10.1111/jtsa.12746

By:

Ispány, Márton;
Bondon, Pascal;
Reisen, Valdério Anselmo;
Prezotti Filho, Paulo Roberto

Publication type:

Article

A new portmanteau test for predictive regression models with possible embedded endogeneity.

Published in:

Journal of Time Series Analysis, 2024, v. 45, n. 6, p. 953, doi. 10.1111/jtsa.12745

By:

Rao, Yao;
Fan, Yawen;
Ao, Huimin;
Liu, Xiaohui

Publication type:

Article

Inference for calendar effects in microstructure noise.

Published in:

Journal of Time Series Analysis, 2024, v. 45, n. 6, p. 931, doi. 10.1111/jtsa.12744

By:

Tan, Yingwen;
Zhang, Zhiyuan

Publication type:

Article

Threshold Network GARCH Model.

Published in:

Journal of Time Series Analysis, 2024, v. 45, n. 6, p. 910, doi. 10.1111/jtsa.12743

By:

Pan, Yue;
Pan, Jiazhu

Publication type:

Article

Spectral Density Estimation for a Class of Spectrally Correlated Processes.

Published in:

Journal of Time Series Analysis, 2024, v. 45, n. 6, p. 884, doi. 10.1111/jtsa.12742

By:

Dudek, Anna E.;
Majewski, Bartosz;
Napolitano, Antonio

Publication type:

Article

Quasi‐Likelihood Estimation in Volatility Models for Semi‐Continuous Time Series.

Published in:

Journal of Time Series Analysis, 2024, v. 45, n. 6, p. 859, doi. 10.1111/jtsa.12741

By:

Hudecová, Šárka;
Pešta, Michal

Publication type:

Article

Issue Information.

Published in:: Journal of Time Series Analysis, 2024, v. 45, n. 6, p. 857, doi. 10.1111/jtsa.12699
Publication type:: Article