A FAST FRACTIONAL DIFFERENCE ALGORITHM

JOURNAL ARTICLE published April 2014 in Journal of Time Series Analysis

Authors: Andreas Noack Jensen | Morten Ørregaard Nielsen

JOURNAL ISSUE published July 2021 in Journal of Time Series Analysis

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JOURNAL ARTICLE published July 2021 in Journal of Time Series Analysis

Structural time series models and aggregation: some analytical results

JOURNAL ARTICLE published May 2011 in Journal of Time Series Analysis

Authors: Giacomo Sbrana

Models for circular data from time series spectra

JOURNAL ARTICLE published November 2020 in Journal of Time Series Analysis

Authors: Masanobu Taniguchi | Shogo Kato | Hiroaki Ogata | Arthur Pewsey

Inverse Gaussian Autoregressive Models

JOURNAL ARTICLE published November 1999 in Journal of Time Series Analysis

Authors: B. Abraham | N. Balakrishna

Penalised Complexity Priors for Stationary Autoregressive Processes

JOURNAL ARTICLE published November 2017 in Journal of Time Series Analysis

Authors: Sigrunn Holbek Sørbye | Håvard Rue

Using Difference-Based Methods for Inference in Regression with Fractionally Integrated Processes

JOURNAL ARTICLE published 30 June 2007 in Journal of Time Series Analysis

Authors: Wen-Jen Tsay

TESTS FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS

JOURNAL ARTICLE published March 1992 in Journal of Time Series Analysis

Authors: Roselyne Joyeux

BIAS‐CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION

JOURNAL ARTICLE published January 1995 in Journal of Time Series Analysis

Authors: Dimitris N. Politis | Joseph P. Romano

Oracle M‐Estimation for Time Series Models

JOURNAL ARTICLE published May 2017 in Journal of Time Series Analysis

Authors: Mihai C. Giurcanu

Models for Dependent Time Series, by Granville Tunnicliffe Wilson, Marco Reale and John Haywood Published by CRC Press, 2016. Total number of pages: 323. ISBN 978‐1‐58488‐650‐1

JOURNAL ARTICLE published May 2017 in Journal of Time Series Analysis

Authors: A. I. McLeod

Non‐Parametric Spectral Density Estimation Under Long‐Range Dependence

JOURNAL ARTICLE published May 2018 in Journal of Time Series Analysis

Research funded by Neurosciences Research Foundation (2016R1D1A1B03932212) | National Science Foundation (DMS‐1613192,DMS‐1310068,DMS‐1406747)

Authors: Young Min Kim | Soumendra N. Lahiri | Daniel J. Nordman

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JOURNAL ARTICLE published September 2017 in Journal of Time Series Analysis

Local Information Theoretic Methods for smooth Coefficients Dynamic Panel Data Models

JOURNAL ARTICLE published September 2016 in Journal of Time Series Analysis

Authors: Francesco Bravo

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JOURNAL ARTICLE published November 2016 in Journal of Time Series Analysis

JOURNAL ISSUE published November 2016 in Journal of Time Series Analysis

Test of change point versus long‐range dependence in functional time series

JOURNAL ARTICLE published 20 September 2023 in Journal of Time Series Analysis

Research funded by National Science Foundation (DMS‐1914882,DMS‐2123761) | National Research Foundation of Korea (NRF‐2022R1F1A1066209)

Authors: Changryong Baek | Piotr Kokoszka | Xiangdong Meng

Transformation to approximate independence for locally stationary Gaussian processes

JOURNAL ARTICLE published September 2013 in Journal of Time Series Analysis

Research funded by United States Department of Energy, Office of Science, Office of Biological and Environmental Research, Climate Change Research Division (DE-AC02-06CH11357) | US Department of Energy (DE-SC0002557)

Authors: Joseph Guinness | Michael L. Stein

AN APPLICATION OF THE SCHUR‐COHN ALGORITHM TO TIME SERIES ANALYSIS

JOURNAL ARTICLE published September 1995 in Journal of Time Series Analysis

Authors: Roger W. Barnard | Kamal C. Chanda