  |
|
|
Access eLibrary by
  
SSRN eLibrary Statistics:
|
||||||||||||||||||||||||||||||||||||
Sort by:
Number of downloads
Date posted, descending
Abstract title, ascending
Abstract title, descending
|
SSRN Abstract Database Search Results
Wiley-Blackwell: Journal of Time Series Analysis
|
| 3,548 Total downloads for all papers in this Journal/Topic |
Records 1 - 20 of 329 matches
[
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
|
Next
]
eDocument is available from the SSRN eLibrary for free
eDocument is available, fee may apply
A Simple Procedure for Computing Improved Prediction Intervals for Autoregressive ModelsJournal of Time Series Analysis, Vol. 30, Issue 6, pp. 577-590, November 2009
Paolo Vidoni
Università degli Studi di Udine - Dipartimento di Scienze Statistiche
Date Posted: October 20, 2009
Last Revised: October 20, 2009
Accepted Paper Series
A Test for Improved Multi-Step ForecastingJournal of Time Series Analysis, Vol. 30, Issue 6, pp. 682-707, November 2009
John Haywood and Granville Tunnicliffe Wilson
Victoria University of Wellington and affiliation not provided to SSRN
Date Posted: October 20, 2009
Last Revised: October 26, 2009
Accepted Paper Series
Bootstrap-Based Bandwidth Choice for Log-Periodogram RegressionJournal of Time Series Analysis, Vol. 30, Issue 6, pp. 591-617, November 2009
Josu Arteche and Jesus Orbe
University of the Basque Country and Universidad del País Vasco
Date Posted: October 20, 2009
Last Revised: October 20, 2009
Accepted Paper Series
Computationally Efficient Methods for Two Multivariate Fractionally Integrated ModelsJournal of Time Series Analysis, Vol. 30, Issue 6, pp. 631-651, November 2009
Rebecca J. Sela and Clifford M. Hurvich
New York University - Leonard N. Stern School of Business and Stern School of Business, New York University
Date Posted: October 20, 2009
Last Revised: October 20, 2009
Accepted Paper Series
Goodness-of-Fit Test for a Nonlinear Time SeriesJournal of Time Series Analysis, Vol. 30, Issue 6, pp. 674-681, November 2009
Yoichi Nishiyama
The Institute of Statistical Mathematics
Date Posted: October 20, 2009
Last Revised: October 20, 2009
Accepted Paper Series
On Nonparametric Prediction of Linear ProcessesJournal of Time Series Analysis, Vol. 30, Issue 6, pp. 652-673, November 2009
Jan Mielniczuk , Zhou Zhou and Wei Biao Wu
affiliation not provided to SSRN , University of Toronto and affiliation not provided to SSRN
Date Posted: October 20, 2009
Last Revised: October 20, 2009
Accepted Paper Series
The Restricted Likelihood Ratio Test at the Boundary in Autoregressive SeriesJournal of Time Series Analysis, Vol. 30, Issue 6, pp. 618-630, November 2009
Willa W. Chen and Rohit Deo
Texas A&M University - Department of Statistics and Stern School of Business, New York University
Date Posted: October 20, 2009
Last Revised: October 26, 2009
Accepted Paper Series
Asymptotic Normality of Wavelet Estimators of the Memory Parameter for Linear ProcessesJournal of Time Series Analysis, Vol. 30, Issue 5, pp. 534-558, September 2009
F. Roueff and M. S. Taqqu
affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: October 13, 2009
Last Revised: October 20, 2009
Accepted Paper Series
Autoregressive Processes with Data-Driven Regime SwitchingJournal of Time Series Analysis, Vol. 30, No. 5, pp. 505-533, September 2009
Joseph Tadjuidje Kamgaing , Hernando Ombao and Richard A. Davis
affiliation not provided to SSRN , University of Illinois at Urbana-Champaign - Department of Statistics and Columbia University
Date Posted: October 13, 2009
Last Revised: October 13, 2009
Accepted Paper Series
The Application of the Kalman Filter to Nonstationary Time Series Through Time DeformationJournal of Time Series Analysis, Vol. 30, Issue 5, pp. 559-574, September 2009
Zhu Wang , Wayne A. Woodward and Henry Gray
Yale University , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: October 13, 2009
Last Revised: October 13, 2009
Accepted Paper Series
Maximum Entropy for Periodically Correlated Processes from Nonconsecutive Autocovariance CoefficientsJournal of Time Series Analysis, Vol. 30, Issue 5, pp. 467-486, September 2009
Georgi N. Boshnakov and Sophie Lambert-Lacroix
University of Manchester and Laboratoir LMC-IMAG
Date Posted: October 13, 2009
Last Revised: October 13, 2009
Accepted Paper Series
On Multiple Portmanteau TestsJournal of Time Series Analysis, Vol. 30, Issue 5, pp. 487-504, September 2009
Naoya Katayama
affiliation not provided to SSRN
Date Posted: October 13, 2009
Last Revised: October 20, 2009
Accepted Paper Series
Bartlett's Formula for a General Class of Nonlinear ProcessesJournal of Time Series Analysis, Vol. 30, Issue 4, pp. 449-465, July 2009
Christian Francq and Jean-Michel Zakoïan
University of Lille III and Université de Lille III
Date Posted: June 20, 2009
Last Revised: June 20, 2009
Accepted Paper Series
Estimation in Nonstationary Random Coefficient Autoregressive ModelsJournal of Time Series Analysis, Vol. 30, Issue 4, pp. 395-416, July 2009
István Berkes , Lajos Horváth and Shiqing Ling
affiliation not provided to SSRN , University of Utah - Department of Mathematics and Hong Kong University of Science & Technology (HKUST) - Department of Mathematics
Date Posted: June 20, 2009
Last Revised: June 20, 2009
Accepted Paper Series
First-Order Rounded Integer-Valued Autoregressive (RINAR(1)) ProcessJournal of Time Series Analysis, Vol. 30, Issue 4, pp. 417-448, July 2009
M. Kachour and J. F. Yao
Université de Rennes I and Université de Rennes I
Date Posted: June 20, 2009
Last Revised: August 16, 2009
Accepted Paper Series
Selecting Nonlinear Time Series Models Using Information CriteriaJournal of Time Series Analysis, Vol. 30, Issue 4, pp. 369-394, July 2009
Zacharias Psaradakis , Martin Sola , Fabio Spagnolo and Nicola Spagnolo
University of London, Birkbeck College - School of Economics, Mathematics and Statistics , Universidad Torcuato Di Tella , Brunel University - Economics and Finance and Brunel University
Date Posted: June 20, 2009
Last Revised: June 20, 2009
Accepted Paper Series
A Parametric Estimation Method for Dynamic Factor Models of Large DimensionsJournal of Time Series Analysis, Vol. 30, Issue 2, pp. 208-238, March 2009
George Kapetanios and Massimiliano Giuseppe Marcellino
University of London - Queen Mary College - Department of Economics and European University Institute
Date Posted: April 27, 2009
Last Revised: April 27, 2009
Accepted Paper Series
Bootstrap Prediction Intervals in State–Space ModelsJournal of Time Series Analysis, Vol. 30, Issue 2, pp. 167-178, March 2009
Esther Ruiz and Alejandro Rodriguez
Universidad Carlos III de Madrid - Department of Statistics and Econometrics and Universidad Carlos III de Madrid
Date Posted: April 27, 2009
Last Revised: April 27, 2009
Accepted Paper Series
Testing Equality of Stationary AutocovariancesJournal of Time Series Analysis, Vol. 30, Issue 3, pp. 332-348, May 2009
Robert Lund , Hany Bassily and Brani Vidakovic
University of Georgia - Department of Statistics , affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: April 27, 2009
Last Revised: April 27, 2009
Accepted Paper Series
Bootstrapping a Weighted Linear Estimator of the Arch ParametersJournal of Time Series Analysis, Vol. 30, Issue 3, pp. 315-331, May 2009
Arup Bose and Kanchan Mukherjee
affiliation not provided to SSRN and INSEAD
Date Posted: April 27, 2009
Last Revised: April 27, 2009
Accepted Paper Series
Records 1 - 20 of 329 matches
[
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
|
Next
]
© 2009 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was served by apollo6 in 0.234 seconds.