Conway–Maxwell–Poisson Autoregressive Moving Average Model for Equidispersed, Underdispersed, and Overdispersed Count Data

JOURNAL ARTICLE published November 2020 in Journal of Time Series Analysis

Authors: Moizes Melo | Airlane Alencar

Polynomial Cointegration Between Stationary Processes With Long Memory

JOURNAL ARTICLE published November 2007 in Journal of Time Series Analysis

Authors: Marco Avarucci | Domenico Marinucci

Ridge regularized estimation of VAR models for inference

JOURNAL ARTICLE published 18 February 2024 in Journal of Time Series Analysis

Authors: Giovanni Ballarin

Measures of Cross‐Dependence for Bidimensional Periodic AR(1) Model with α‐Stable Distribution

JOURNAL ARTICLE published November 2020 in Journal of Time Series Analysis

Authors: Aleksandra Grzesiek | Prashant Giri | S. Sundar | Agnieszka WyŁomańska

JOURNAL ISSUE published September 2022 in Journal of Time Series Analysis

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JOURNAL ARTICLE published September 2022 in Journal of Time Series Analysis

Local Linear M‐estimation in non‐parametric spatial regression

JOURNAL ARTICLE published May 2009 in Journal of Time Series Analysis

Authors: Zhengyan Lin | Degui Li | Jiti Gao

JOURNAL ISSUE published May 2009 in Journal of Time Series Analysis

Median‐unbiased Estimation and Exact Inference Methods for First‐order Autoregressive Models with Conditional Heteroscedasticity of Unknown Form

JOURNAL ARTICLE published January 2006 in Journal of Time Series Analysis

Authors: Richard Luger

A LINEAR ESTIMATION PROCEDURE FOR THE PARAMETERS OF AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES

JOURNAL ARTICLE published July 1991 in Journal of Time Series Analysis

Authors: Shean‐Tsong Chiu

JOURNAL ISSUE published July 1992 in Journal of Time Series Analysis

JOURNAL ISSUE published January 2009 in Journal of Time Series Analysis

JOURNAL ISSUE published July 1991 in Journal of Time Series Analysis

JOURNAL ISSUE published March 2003 in Journal of Time Series Analysis

A note on estimation by least squares for harmonic component models

JOURNAL ARTICLE published September 2003 in Journal of Time Series Analysis

Authors: A. M. Walker

JOURNAL ISSUE published November 2003 in Journal of Time Series Analysis

Frequency estimation based on the cumulated Lomb–Scargle periodogram

JOURNAL ARTICLE published November 2008 in Journal of Time Series Analysis

Authors: C. Lévy‐Leduc | E. Moulines | F. Roueff

Decomposition of Time Series Dynamic Linear Models

JOURNAL ARTICLE published September 2003 in Journal of Time Series Analysis

Authors: E. J. G ODOLPHIN | S. E. JOHNSON

Gaussian Semi‐parametric Estimation of Fractional Cointegration

JOURNAL ARTICLE published May 2003 in Journal of Time Series Analysis

Authors: Carlos Velasco

Modelling long‐run trends and cycles in financial time series data

JOURNAL ARTICLE published May 2013 in Journal of Time Series Analysis

Authors: Guglielmo Maria Caporale | Juncal Cuñado | Luis A. Gil‐Alana