Volume 27; Issue 1

Journal of Time Series Analysis

Volume 27; Issue 1
1

Properties of higher order stochastic cycles

Thomas M. Trimbur
Journal:
Journal of Time Series Analysis
Year:
2006
Language:
english
File:
PDF, 821 KB
english, 2006
2

Minimum α-divergence estimation for arch models

S. Ajay Chandra, Masanobu Taniguchi
Journal:
Journal of Time Series Analysis
Year:
2006
Language:
english
File:
PDF, 299 KB
english, 2006
3

The effect of observations on Bayesian choice of an autoregressive model

K. D. S. Young, L. I. Pettit
Journal:
Journal of Time Series Analysis
Year:
2006
Language:
english
File:
PDF, 148 KB
english, 2006
4

Uniform Limit Theory for Stationary Autoregression

Liudas Giraitis, Peter C. B. Phillips
Journal:
Journal of Time Series Analysis
Year:
2006
Language:
english
File:
PDF, 115 KB
english, 2006
5

Estimation in Random Coefficient Autoregressive Models

Alexander Aue, Lajos Horváth, Josef Steinebach
Journal:
Journal of Time Series Analysis
Year:
2006
Language:
english
File:
PDF, 158 KB
english, 2006
7

Bayesian Model Uncertainty In Smooth Transition Autoregressions

Hedibert F. Lopes, Esther Salazar
Journal:
Journal of Time Series Analysis
Year:
2006
Language:
english
File:
PDF, 259 KB
english, 2006
9

A Shrinked Forecast in Stationary Processes Favouring Percentage Error

Heungsun Park, Key-Il Shin
Journal:
Journal of Time Series Analysis
Year:
2006
Language:
english
File:
PDF, 231 KB
english, 2006
10

A Bayesian Approach to Modelling Graphical Vector Autoregressions

Jukka Corander, Mattias Villani
Journal:
Journal of Time Series Analysis
Year:
2006
Language:
english
File:
PDF, 256 KB
english, 2006