Volume 33; Issue 4

Journal of Time Series Analysis

Volume 33; Issue 4
3

Change point detection in copula ARMA–GARCH Models

Year:
2012
Language:
english
File:
PDF, 454 KB
english, 2012
4

Statistics for Spatio-Temporal Data

Year:
2012
Language:
english
File:
PDF, 453 KB
english, 2012
5

Strictly stationary solutions of ARMA equations with fractional noise

Year:
2012
Language:
english
File:
PDF, 377 KB
english, 2012
7

Time-series clustering via quasi U-statistics

Year:
2012
Language:
english
File:
PDF, 712 KB
english, 2012
9

Change-point detection in panel data

Year:
2012
Language:
english
File:
PDF, 537 KB
english, 2012
11

Inference about long run canonical correlations

Year:
2012
Language:
english
File:
PDF, 969 KB
english, 2012