THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELSWAVELETS AND TIME-DEPENDENT SPECTRAL ANALYSISNonlinear Autocorrelograms: an Application to Inter-Trade DurationsModeling the Nonlinear Time Dynamics of Multidimensional Hormonal Systems.NON-PARAMETRIC ESTIMATION UNDER STRONG DEPENDENCEAutocovariance Structures for Radial Averages in Small Angle X-Ray Scattering Experiments.Discriminant Analysis of Time Series in the Presence of Within-Group Spectral VariabilityEnveloping Spectral Surfaces: Covariate Dependent Spectral Analysis of Categorical Time Series.FORECASTING WITH PREDICTION INTERVALS FOR PERIODIC ARMA MODELSAN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCINGLikelihood-based Analysis of a Class of Generalized Long-Memory Time Series ModelsComparison of unit root tests for time series with level shiftsCOMPARISON OF CRITERIA FOR ESTIMATING THE ORDER OF A VECTOR AUTOREGRESSIVE PROCESSSTATE-DEPENDENT MODELS: A GENERAL APPROACH TO NON-LINEAR TIME SERIES ANALYSISA TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME SERIES MODELSEDWARD J. HANNAN, 1921–1994Transformation to approximate independence for locally stationary Gaussian processesA Smooth Block Bootstrap for Statistical Functionals and Time SeriesClimate Time Series Analysis: Classical Statistical and Bootstrap MethodsSome Properties of Local Gaussian Correlation and Other Nonlinear Dependence MeasuresA Plug-in Bandwidth Selection Procedure for Long-Run Covariance Estimation with Stationary Functional Time SeriesBook ReviewPeriodic autoregressive model identification using genetic algorithmsA Bayesian Approach to Event PredictionExtremes of Some Sub-Sampled Time SeriesBook ReviewBootstrap Sequential Tests to Determine the Order of Integration of Individual Units in A Time Series PanelA note on the mixture transition distribution and hidden Markov modelsDesign of quadratic estimators using covariance information in linear discrete-time stochastic systemsSeparation of Uncorrelated Stationary time series using Autocovariance MatricesNon-parametric smoothing and prediction for nonlinear circular time seriesThe sampling properties of conditional independence graphs forI(1) structural VAR modelsImpact of the Sampling Rate on the Estimation of the Parameters of Fractional Brownian MotionOn LM-type tests for seasonal unit roots in the presence of a break in trendA new Bayesian approach to quantile autoregressive time series model estimation and forecastingQuantile self-exciting threshold autoregressive time series modelsPrediction Interval for Autoregressive Time Series via Oracally Efficient Estimation of Multi-Step-Ahead Innovation Distribution FunctionAutoregressive coefficient estimation in nonparametric analysisNonparametric Lag Selection for Time SeriesA wavelet-based spectral method for extracting self-similarity measures in time-varying two-dimensional rainfall maps
P1433
Q29028376-9C5C0A40-6016-47E1-A0A7-2F95E8854A4AQ29035789-1E272AF6-1323-44C2-B520-963868D60143Q29035844-E1290E79-BCC8-4C59-A01D-51D5D91B2D1BQ30417470-CE9FBD2F-DFD7-4330-B197-40FB290AD4B5Q33882272-B9175773-1992-4FB4-8B25-E4EE6A879A1DQ36551069-F806E050-526F-4631-B8A6-A7E55D33AE3CQ37296658-2CED7638-28C6-40D2-A5CB-81080D85366AQ37727684-7F9EBD58-0F7B-4018-9E5C-35D5F23217A8Q39365230-FFFA36A8-7E5D-499B-AB22-DEF4CD7CF737Q55934619-7907E161-0070-4961-BFB2-9FCFEDAE783BQ56505953-C823DC90-4CB4-4569-A99E-80C1887868F3Q56568309-D640280B-57BE-4610-BB5C-62AB80A34EC5Q56568312-C8D32095-9603-4163-9953-E990B331AFDBQ56785561-C3D10CA8-2620-4729-A34C-BB743FA3C0CBQ56806324-76AAB2D6-10B5-4B45-8ECE-62CB92B4EC6CQ56814715-A9CA7B0B-F6DD-47AB-A851-2493B8807114Q57425999-5EF7C1FF-3FED-48CD-B26B-CC0BD598B74FQ57437763-CCB31409-9582-4B25-A174-FA5746B1A47FQ57558226-717FD04D-4238-4DFA-BC7C-30C479382320Q57976587-D8AEED4A-5248-4D9A-8FC6-E4440AE46EB9Q58288542-B7A8CEFA-1495-4ECB-A8E4-AB729E446A08Q58650790-96336097-ED90-4073-868E-AEF11141FC0BQ58650794-30BE8A9F-5EBB-4469-8E2D-21234F94909FQ58650804-D762BC11-8A81-410C-8CBD-F06F57C3A764Q58650806-03D46EA3-BD6E-4AA4-BDBC-60197381057CQ58650823-236284E1-4411-4B1D-9614-A79DAE459504Q59107868-D2D727DC-ECDB-47FC-889F-4EFAC995269DQ59397135-1203C00B-C5FA-4EC1-AD11-6400185B1E61Q59552427-D2AAAFB2-D037-4C81-BD5F-D6F69A775D0EQ59682307-C9DA16AA-72DF-4013-ADC3-19765B48216AQ59902397-3E4C0A93-F135-4BDD-B329-12DE8957D6EAQ60401490-B368A9D0-5F39-4A71-9A2C-1973DB1621F3Q60521664-41C7DE97-4B44-4182-98EA-BA3AD2590851Q61105007-4f197333-4f96-7d4b-59ce-393235160a18Q61719205-726BB4A7-9226-44D6-905E-F8EE84F5EFBEQ61719211-37B8562F-0D21-4DEC-80B3-69B441A35E25Q61865738-EB630A4C-442D-49BE-8DAA-11EA22D49AE1Q61865759-3CB0FC67-40F6-4235-B9A5-5D069B3E6E49Q61865782-F45AD59B-2071-4C5F-B82A-E9EABE6A36CDQ62547969-795CBB88-E09D-4177-8001-81F7E079D5D7
P1433
description
journal
@en
revista científica
@es
rivista scientifica
@it
wetenschappelijk tijdschrift van Wiley-Blackwell
@nl
wissenschaftliche Fachzeitschrift
@de
مجلة
@ar
name
Journal of Time Series Analysis
@ast
Journal of Time Series Analysis
@da
Journal of Time Series Analysis
@en
Journal of Time Series Analysis
@es
Journal of Time Series Analysis
@fi
Journal of Time Series Analysis
@fr
Journal of Time Series Analysis
@it
Journal of Time Series Analysis
@nb
Journal of Time Series Analysis
@nl
Journal of Time Series Analysis
@nn
type
label
Journal of Time Series Analysis
@ast
Journal of Time Series Analysis
@da
Journal of Time Series Analysis
@en
Journal of Time Series Analysis
@es
Journal of Time Series Analysis
@fi
Journal of Time Series Analysis
@fr
Journal of Time Series Analysis
@it
Journal of Time Series Analysis
@nb
Journal of Time Series Analysis
@nl
Journal of Time Series Analysis
@nn
prefLabel
Journal of Time Series Analysis
@ast
Journal of Time Series Analysis
@da
Journal of Time Series Analysis
@en
Journal of Time Series Analysis
@es
Journal of Time Series Analysis
@fi
Journal of Time Series Analysis
@fr
Journal of Time Series Analysis
@it
Journal of Time Series Analysis
@nb
Journal of Time Series Analysis
@nl
Journal of Time Series Analysis
@nn
P3181
P356
P1055
P1156
P123
P1277
P1476
Journal of Time Series Analysis
@en
P236
P3181
P356
10.1111/(ISSN)1467-9892