Volume 30; Issue 3

Journal of Time Series Analysis

Volume 30; Issue 3
1

Testing for a break in persistence under long-range dependencies

Philipp Sibbertsen, Robinson Kruse
Journal:
Journal of Time Series Analysis
Year:
2009
Language:
english
File:
PDF, 652 KB
english, 2009
2

Local Linear M-estimation in non-parametric spatial regression

Zhengyan Lin, Degui Li, Jiti Gao
Journal:
Journal of Time Series Analysis
Year:
2009
Language:
english
File:
PDF, 773 KB
english, 2009
3

Bootstrapping a weighted linear estimator of the ARCH parameters

Arup Bose, Kanchan Mukherjee
Journal:
Journal of Time Series Analysis
Year:
2009
Language:
english
File:
PDF, 568 KB
english, 2009
4

Testing equality of stationary autocovariances

Robert Lund, Hany Bassily, Brani Vidakovic
Journal:
Journal of Time Series Analysis
Year:
2009
Language:
english
File:
PDF, 745 KB
english, 2009
5

Generation Of Time Series Models With Given Spectral Properties

Georgi N. Boshnakov, Bisher M. Iqelan
Journal:
Journal of Time Series Analysis
Year:
2009
Language:
english
File:
PDF, 581 KB
english, 2009