A joint test of fractional integration and structural breaks at a known period of time

JOURNAL ARTICLE published September 2004 in Journal of Time Series Analysis

Authors: Luis A. Gil‐Alana

LINEAR INTERPOLATORS AND THE INVERSE CORRELATION FUNCTION OF NON‐STATIONARY TIME SERIES

JOURNAL ARTICLE published November 1995 in Journal of Time Series Analysis

Authors: Roberto Baragona | Francesco Battaglia

JOURNAL ISSUE published May 2004 in Journal of Time Series Analysis

JOURNAL ISSUE published May 1982 in Journal of Time Series Analysis

Fractional Invariance Principle

JOURNAL ARTICLE published May 2005 in Journal of Time Series Analysis

Authors: Yuzo Hosoya

Rank Based Dickey–Fuller Test Statistics

JOURNAL ARTICLE published November 2003 in Journal of Time Series Analysis

Authors: Stergios B. Fotopoulos | Sung K. Ahn

Examination of Some More Powerful Modifications of the Dickey–Fuller Test

JOURNAL ARTICLE published May 2005 in Journal of Time Series Analysis

Authors: Stephen Leybourne | Tae‐Hwan Kim | Paul Newbold

Book Review

JOURNAL ARTICLE published May 2005 in Journal of Time Series Analysis

Authors: Paul Fearnhead

On nonparametric prediction of linear processes

JOURNAL ARTICLE published November 2009 in Journal of Time Series Analysis

Authors: Jan Mielniczuk | Zhou Zhou | Wei Biao Wu

JOURNAL ISSUE published March 2008 in Journal of Time Series Analysis

Strictly stationary solutions of ARMA equations with fractional noise

JOURNAL ARTICLE published July 2012 in Journal of Time Series Analysis

Authors: Bernd Vollenbröker

Selecting the forgetting factor in subset autoregressive modelling

JOURNAL ARTICLE published November 2002 in Journal of Time Series Analysis

Authors: T. J. Brailsford | Jack H. W. Penm | R. D. Terrell

JOURNAL ISSUE published May 2013 in Journal of Time Series Analysis

Estimation of GARCH Models from the Autocorrelations of the Squares of a Process

JOURNAL ARTICLE published November 2001 in Journal of Time Series Analysis

Authors: Richard T. Baillie | Huimin Chung

Identification of Persistent Cycles in Non‐Gaussian Long‐Memory Time Series

JOURNAL ARTICLE published July 2008 in Journal of Time Series Analysis

Authors: Mohamed Boutahar

On the use of Sub‐sample Unit Root Tests to Detect Changes in Persistence

JOURNAL ARTICLE published September 2005 in Journal of Time Series Analysis

Authors: A. M. Robert Taylor

Using the Penalized Likelihood Method for Model Selection with Nuisance Parameters Present only under the Alternative: An Application to Switching Regression Models

JOURNAL ARTICLE published September 2005 in Journal of Time Series Analysis

Authors: Arie Preminger | David Wettstein

Book Reviews

JOURNAL ARTICLE published September 2005 in Journal of Time Series Analysis

Authors: Robert H. Shumway

Book Reviews

JOURNAL ARTICLE published September 2005 in Journal of Time Series Analysis

Authors: Gyorgy Terdik

On Bayesian analysis of nonlinear continuous‐time autoregression models

JOURNAL ARTICLE published September 2007 in Journal of Time Series Analysis

Authors: O. Stramer | G. O. Roberts