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Journal of Time Series Analysis

Journal of Time Series Analysis

http://www.wikidata.org/entity/Q15759397

Journal_of_Time_Series_Analysis Q15759397

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THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS WAVELETS AND TIME-DEPENDENT SPECTRAL ANALYSIS Nonlinear Autocorrelograms: an Application to Inter-Trade Durations Modeling the Nonlinear Time Dynamics of Multidimensional Hormonal Systems.NON-PARAMETRIC ESTIMATION UNDER STRONG DEPENDENCE Autocovariance Structures for Radial Averages in Small Angle X-Ray Scattering Experiments.Discriminant Analysis of Time Series in the Presence of Within-Group Spectral Variability Enveloping Spectral Surfaces: Covariate Dependent Spectral Analysis of Categorical Time Series.FORECASTING WITH PREDICTION INTERVALS FOR PERIODIC ARMA MODELS AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING Likelihood-based Analysis of a Class of Generalized Long-Memory Time Series Models Comparison of unit root tests for time series with level shifts COMPARISON OF CRITERIA FOR ESTIMATING THE ORDER OF A VECTOR AUTOREGRESSIVE PROCESS STATE-DEPENDENT MODELS: A GENERAL APPROACH TO NON-LINEAR TIME SERIES ANALYSIS A TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME SERIES MODELS EDWARD J. HANNAN, 1921–1994 Transformation to approximate independence for locally stationary Gaussian processes A Smooth Block Bootstrap for Statistical Functionals and Time Series Climate Time Series Analysis: Classical Statistical and Bootstrap Methods Some Properties of Local Gaussian Correlation and Other Nonlinear Dependence Measures A Plug-in Bandwidth Selection Procedure for Long-Run Covariance Estimation with Stationary Functional Time Series Book Review Periodic autoregressive model identification using genetic algorithms A Bayesian Approach to Event Prediction Extremes of Some Sub-Sampled Time Series Book Review Bootstrap Sequential Tests to Determine the Order of Integration of Individual Units in A Time Series Panel A note on the mixture transition distribution and hidden Markov models Design of quadratic estimators using covariance information in linear discrete-time stochastic systems Separation of Uncorrelated Stationary time series using Autocovariance Matrices Non-parametric smoothing and prediction for nonlinear circular time series The sampling properties of conditional independence graphs forI(1) structural VAR models Impact of the Sampling Rate on the Estimation of the Parameters of Fractional Brownian Motion On LM-type tests for seasonal unit roots in the presence of a break in trend A new Bayesian approach to quantile autoregressive time series model estimation and forecasting Quantile self-exciting threshold autoregressive time series models Prediction Interval for Autoregressive Time Series via Oracally Efficient Estimation of Multi-Step-Ahead Innovation Distribution Function Autoregressive coefficient estimation in nonparametric analysis Nonparametric Lag Selection for Time Series A wavelet-based spectral method for extracting self-similarity measures in time-varying two-dimensional rainfall maps

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Journal of Time Series Analysis

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