EXACT LEAST SQUARES MULTI‐STEP PREDICTION FROM NONLINEAR AUTOREGRESSIVE MODELS

JOURNAL ARTICLE published July 1987 in Journal of Time Series Analysis

Authors: John. Pemberton

Quantile self‐exciting threshold autoregressive time series models

JOURNAL ARTICLE published January 2008 in Journal of Time Series Analysis

Authors: Yuzhi Cai | Julian Stander

Spectral measures of PARMA sequences

JOURNAL ARTICLE published January 2008 in Journal of Time Series Analysis

Authors: Agnieszka Wyłomańska

Spatio‐temporal models for big multinomial data using the conditional multivariate logit‐beta distribution

JOURNAL ARTICLE published May 2019 in Journal of Time Series Analysis

Authors: Jonathan R. Bradley | Christopher K. Wikle | Scott H. Holan

New associate editors

JOURNAL ARTICLE published November 2022 in Journal of Time Series Analysis

Corrigendum to the article “Regular multidimensional stationary time series”

JOURNAL ARTICLE published May 2023 in Journal of Time Series Analysis

Authors: Tamás Szabados

Editorial announcement

JOURNAL ARTICLE published May 2023 in Journal of Time Series Analysis

Issue Information

JOURNAL ARTICLE published May 2023 in Journal of Time Series Analysis

JOURNAL ISSUE published September 2022 in Journal of Time Series Analysis

Issue Information

JOURNAL ARTICLE published September 2022 in Journal of Time Series Analysis

Conditional quantile analysis for realized GARCH models

JOURNAL ARTICLE published July 2022 in Journal of Time Series Analysis

Research funded by National Research Foundation of Korea (2021R1C1C1003216)

Authors: Donggyu Kim | Minseog Oh | Yazhen Wang

A new non‐parametric cross‐spectrum estimator

JOURNAL ARTICLE published September 2022 in Journal of Time Series Analysis

Authors: Evangelos E. Ioannidis

JOURNAL ISSUE published July 2022 in Journal of Time Series Analysis

Fixed-b Asymptotic Approximation of the Sampling Behaviour of Nonparametric Spectral Density Estimators

JOURNAL ARTICLE published 11 June 2007 in Journal of Time Series Analysis

Authors: Nigar Hashimzade | Timothy J. Vogelsang

Simultaneous inference for autocovariances based on autoregressive sieve bootstrap

JOURNAL ARTICLE published September 2021 in Journal of Time Series Analysis

Authors: Alexander Braumann | Jens‐Peter Kreiss | Marco Meyer

Nonlinear modelling of periodic threshold autoregressions using Tsmars

JOURNAL ARTICLE published July 2002 in Journal of Time Series Analysis

Authors: PETER A. W. LEWIS | BONNIE K. RAY

Book review

JOURNAL ARTICLE published March 2004 in Journal of Time Series Analysis

Authors: Terence C. Mills

Maximum quasi‐likelihood estimation for the near(2) model

JOURNAL ARTICLE published September 2004 in Journal of Time Series Analysis

Authors: S. Perera

Relative entropy and spectral constraints: some invariance properties of the ARMA class

JOURNAL ARTICLE published November 2007 in Journal of Time Series Analysis

Authors: Valerie Girardin

Using the HEGY Procedure When Not All Roots Are Present

JOURNAL ARTICLE published November 2007 in Journal of Time Series Analysis

Authors: Tomas del Barrio Castro