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検索結果 228 件

On the asymptotic behavior of bubble date estimators

On the asymptotic behavior of bubble date estimators
デジタル記事
2022-12-20Journal of Time Series Analysis44 4p.359-373
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  • 掲載誌（ISSN）01439782

Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments

Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments
デジタル記事
2022-07-13Journal of Time Series Analysis44 2p.181-205
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  • 掲載誌（ISSN）01439782

Higher‐order asymptotics of minimax estimators for time series

Higher‐order asymptotics of minimax estimators for time series
デジタル記事
2022-07-07Journal of Time Series Analysis44 2p.247-257
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High‐dimensional sparse multivariate stochastic volatility models

High‐dimensional sparse multivariate stochastic volatility models
デジタル記事
2022-05-10Journal of Time Series Analysis44 1p.4-22
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Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods

Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods
デジタル記事
2021-09-21Journal of Time Series Analysis43 3p.389-411
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On the Relationship between Uhlig Extended and beta‐Bartlett Processes

On the Relationship between Uhlig Extended and beta‐Bartlett Processes
デジタル記事
2021-07-06Journal of Time Series Analysis43 1p.147-153
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Asymptotic Behavior of Delay Times of Bubble Monitoring Tests

Asymptotic Behavior of Delay Times of Bubble Monitoring Tests
デジタル記事
2020-12Journal of Time Series Analysis42 3p.314-337
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Quasi‐maximum likelihood estimation of conditional autoregressive Wishart models

Quasi‐maximum likelihood estimation of conditional autoregressive Wishart models
デジタル記事
2020-12Journal of Time Series Analysis42 3p.271-294
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Models for circular data from time series spectra

Models for circular data from time series spectra
デジタル記事
2020-07-23Journal of Time Series Analysis41 6p.808-829
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  • 掲載誌（ISSN）01439782

Robust Linear Interpolation and Extrapolation of Stationary Time Series in <i>L</i><sup><i>p</i></sup>

Robust Linear Interpolation and Extrapolation of Stationary Time Series in <i>L</i><sup><i>p</i></sup>
デジタル記事
2019-08-21Journal of Time Series Analysis41 2p.229-248
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  • 掲載誌（ISSN）01439782

Long Memory, Realized Volatility and Heterogeneous Autoregressive Models

Long Memory, Realized Volatility and Heterogeneous Autoregressive Models
デジタル記事
2019-04-24Journal of Time Series Analysis40 4p.609-628
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Nonstationary Cointegration in the Fractionally Cointegrated VAR Model

Nonstationary Cointegration in the Fractionally Cointegrated VAR Model
デジタル記事
2018-12-02Journal of Time Series Analysis40 4p.519-543
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Real‐Time Monitoring for Explosive Financial Bubbles

Real‐Time Monitoring for Explosive Financial Bubbles
デジタル記事
2018-07-19Journal of Time Series Analysis39 6p.863-891
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Common Breaks in Means for Cross‐Correlated Fixed‐<i>T</i> Panel Data

Common Breaks in Means for Cross‐Correlated Fixed‐<i>T</i> Panel Data
デジタル記事
2018-06-10Journal of Time Series Analysis40 2p.248-255
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Change‐Point Detection in Autoregressive Models with no Moment Assumptions

Change‐Point Detection in Autoregressive Models with no Moment Assumptions
デジタル記事
2018-05-04Journal of Time Series Analysis39 5p.763-786
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Confidence Sets for the Date of a Structural Change at the End of a Sample

Confidence Sets for the Date of a Structural Change at the End of a Sample
デジタル記事
2018-05-02Journal of Time Series Analysis39 6p.850-862
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Robust Regression on Stationary Time Series: A Self‐Normalized Resampling Approach

Robust Regression on Stationary Time Series: A Self‐Normalized Resampling Approach
デジタル記事
2018-03-26Journal of Time Series Analysis39 3p.417-432
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Asymptotic Theory of Test Statistic for Sphericity of High‐Dimensional Time Series

Asymptotic Theory of Test Statistic for Sphericity of High‐Dimensional Time Series
デジタル記事
2018-03-02Journal of Time Series Analysis39 3p.402-416
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Extracting and Analyzing the Warming Trend in Global and Hemispheric Temperatures

Extracting and Analyzing the Warming Trend in Global and Hemispheric Temperatures
デジタル記事
2017-07-26Journal of Time Series Analysis38 5p.711-732
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Monitoring Parameter Constancy with Endogenous Regressors

Monitoring Parameter Constancy with Endogenous Regressors
デジタル記事
2017-04-20Journal of Time Series Analysis38 5p.791-805
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  • 掲載誌（ISSN）01439782