Editorial Announcement.
- Published in:
- Journal of Time Series Analysis, 2025, v. 46, n. 3, p. 401, doi. 10.1111/jtsa.12829
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- Article
Works matching IS 01439782 AND DT 2025 AND VI 46 AND IP 3
Results: 11
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Mixing properties of non‐stationary multi‐variate count processes.
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- Journal of Time Series Analysis, 2025, v. 46, n. 3, p. 552, doi. 10.1111/jtsa.12775
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- Article
3
Mean‐preserving rounding integer‐valued ARMA models.
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- Journal of Time Series Analysis, 2025, v. 46, n. 3, p. 530, doi. 10.1111/jtsa.12774
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- Publication type:
- Article
4
Weighted discrete ARMA models for categorical time series.
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- Journal of Time Series Analysis, 2025, v. 46, n. 3, p. 505, doi. 10.1111/jtsa.12773
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- Publication type:
- Article
5
Estimating lagged (cross‐)covariance operators of L<sup>p</sup>‐m‐approximable processes in Cartesian product Hilbert spaces.
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- Journal of Time Series Analysis, 2025, v. 46, n. 3, p. 582, doi. 10.1111/jtsa.12772
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- Article
6
Self‐normalization inference for linear trends in cointegrating regressions.
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- Journal of Time Series Analysis, 2025, v. 46, n. 3, p. 491, doi. 10.1111/jtsa.12771
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- Article
7
Improved estimation of dynamic models of conditional means and variances.
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- Journal of Time Series Analysis, 2025, v. 46, n. 3, p. 458, doi. 10.1111/jtsa.12770
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- Publication type:
- Article
8
Dependence properties of stochastic volatility models.
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- Journal of Time Series Analysis, 2025, v. 46, n. 3, p. 421, doi. 10.1111/jtsa.12765
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- Publication type:
- Article
9
Testing covariance separability for continuous functional data.
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- Journal of Time Series Analysis, 2025, v. 46, n. 3, p. 402, doi. 10.1111/jtsa.12764
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- Article
10
Issue Information.
- Published in:
- Journal of Time Series Analysis, 2025, v. 46, n. 3, p. 399, doi. 10.1111/jtsa.12754
- Publication type:
- Article
11
The Granger–Johansen representation theorem for integrated time series on Banach space.
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- Journal of Time Series Analysis, 2025, v. 46, n. 3, p. 432, doi. 10.1111/jtsa.12766
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- Article