Volume 36; Issue 2

Journal of Time Series Analysis

Volume 36; Issue 2

1

Signal Extraction for Non-Stationary Multivariate Time Series with Illustrations for Trend Inflation

McElroy, Tucker, Trimbur, Thomas

Journal:

Journal of Time Series Analysis

Year:

2015

Language:

english

File:

PDF, 763 KB

english, 2015

2

A Gaussian Mixture Autoregressive Model for Univariate Time Series

Kalliovirta, Leena, Meitz, Mika, Saikkonen, Pentti

Journal:

Journal of Time Series Analysis

Year:

2015

Language:

english

File:

PDF, 482 KB

english, 2015

3

Tests for Volatility Shifts in Garch Against Long-Range Dependence

Lee, Taewook, Kim, Moosup, Baek, Changryong

Journal:

Journal of Time Series Analysis

Year:

2015

Language:

english

File:

PDF, 566 KB

english, 2015

4

Asymptotics for the Conditional-Sum-of-Squares Estimator in Multivariate Fractional Time-Series Models

Nielsen, Morten Ørregaard

Journal:

Journal of Time Series Analysis

Year:

2015

Language:

english

File:

PDF, 483 KB

english, 2015

5

Wavelet-Based Tests for Comparing Two Time Series with Unequal Lengths

Decowski, Jonathan, Li, Linyuan

Journal:

Journal of Time Series Analysis

Year:

2015

Language:

english

File:

PDF, 591 KB

english, 2015

6

Vine Copula Specifications for Stationary Multivariate Markov Chains

Beare, Brendan K., Seo, Juwon

Journal:

Journal of Time Series Analysis

Year:

2015

Language:

english

File:

PDF, 900 KB

english, 2015

7

Time Series with Mixed Spectra, by Ta-Hsin Li. Published by CRC Press, 2014. Total number of pages: 680. ISBN: 978-1-58488-176-6 (hard cover), 978-1-42001-006-0 (ebook)

Quinn, Barry G.

Journal:

Journal of Time Series Analysis

Year:

2015

Language:

english

File:

PDF, 33 KB

english, 2015