Bootstrapping non‐stationary and irregular time series using singular spectral analysis.
- Published in:
- Journal of Time Series Analysis, 2025, v. 46, n. 1, p. 81, doi. 10.1111/jtsa.12759
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- Publication type:
- Article
Works matching IS 01439782 AND DT 2025 AND VI 46 AND IP 1
Results: 9
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Estimating a common break point in means for long‐range dependent panel data.
- Published in:
- Journal of Time Series Analysis, 2025, v. 46, n. 1, p. 181, doi. 10.1111/jtsa.12763
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- Article
3
A trinomial difference autoregressive process for the bounded ℤ‐valued time series.
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- Journal of Time Series Analysis, 2025, v. 46, n. 1, p. 152, doi. 10.1111/jtsa.12762
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- Article
4
General estimation results for tdVARMA array models.
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- Journal of Time Series Analysis, 2025, v. 46, n. 1, p. 137, doi. 10.1111/jtsa.12761
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- Article
5
Selecting the number of factors in multi‐variate time series.
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- Journal of Time Series Analysis, 2025, v. 46, n. 1, p. 113, doi. 10.1111/jtsa.12760
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- Article
6
Estimation of non‐smooth non‐parametric estimating equations models with dependent data.
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- Journal of Time Series Analysis, 2025, v. 46, n. 1, p. 59, doi. 10.1111/jtsa.12758
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- Article
7
Issue Information.
- Published in:
- Journal of Time Series Analysis, 2025, v. 46, n. 1, p. 1, doi. 10.1111/jtsa.12752
- Publication type:
- Article
8
Testing for the extent of instability in nearly unstable processes.
- Published in:
- Journal of Time Series Analysis, 2025, v. 46, n. 1, p. 33, doi. 10.1111/jtsa.12751
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- Article
9
On a matrix‐valued autoregressive model.
- Published in:
- Journal of Time Series Analysis, 2025, v. 46, n. 1, p. 3, doi. 10.1111/jtsa.12748
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- Publication type:
- Article