Volume 28; Issue 5

Journal of Time Series Analysis

Volume 28; Issue 5
1

State space models for time series with patches of unusual observations

Jeremy Penzer
Journal:
Journal of Time Series Analysis
Year:
2007
Language:
english
File:
PDF, 595 KB
english, 2007
2

Order Patterns in Time Series

Chstoph Bandt, Faten Shiha
Journal:
Journal of Time Series Analysis
Year:
2007
Language:
english
File:
PDF, 1.07 MB
english, 2007
4

Joint Hypothesis Tests for a Unit Root When There is a Break in the Innovation Variance

Amit Sen
Journal:
Journal of Time Series Analysis
Year:
2007
Language:
english
File:
PDF, 544 KB
english, 2007
6

Temporal Aggregation and Bandwidth selection in estimating long memory

Leonardo Rocha Souza
Journal:
Journal of Time Series Analysis
Year:
2007
Language:
english
File:
PDF, 857 KB
english, 2007
7

Constructing Optimal tests on a Lagged dependent variable

Patrick Marsh
Journal:
Journal of Time Series Analysis
Year:
2007
Language:
english
File:
PDF, 578 KB
english, 2007
9

On Bayesian analysis of nonlinear continuous-time autoregression models

O. Stramer, G. O. Roberts
Journal:
Journal of Time Series Analysis
Year:
2007
Language:
english
File:
PDF, 1.28 MB
english, 2007