Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
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Material Type: Artigo
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Local Whittle estimation with (quasi‐)analytic waveletsAchard, Sophie ; Gannaz, IrèneJournal of time series analysis, 2024-05, Vol.45 (3), p.421-443 [Periódico revisado por pares]Oxford, UK: John Wiley & Sons, LtdTexto completo disponível |
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2 |
Material Type: Artigo
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Semiparametric robust tests on seasonal or cyclical long memory time seriesARTECHE, JOSUJournal of time series analysis, 2002-05, Vol.23 (3), p.251-285 [Periódico revisado por pares]Malden USA: Blackwell PublishersTexto completo disponível |
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3 |
Material Type: Artigo
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Semiparametric Inference in Seasonal and Cyclical Long Memory ProcessesArteche, Josu ; Robinson, Peter M.Journal of time series analysis, 2000-01, Vol.21 (1), p.1-25 [Periódico revisado por pares]Oxford, UK and Boston, USA: Blackwell Publishers LtdTexto completo disponível |
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4 |
Material Type: Artigo
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Local Likelihood for non-parametric ARCH(1) modelsAudrino, FrancescoJournal of time series analysis, 2005-03, Vol.26 (2), p.251-278 [Periódico revisado por pares]Oxford, UK: Blackwell Publishing LtdTexto completo disponível |
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5 |
Material Type: Artigo
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Estimation of the Dominating Frequency for Stationary and Nonstationary Fractional Autoregressive ModelsBeran, Jan ; Ghosh, SucharitaJournal of time series analysis, 2000-09, Vol.21 (5), p.517-533 [Periódico revisado por pares]Oxford, UK and Boston, USA: Blackwell Publishers LtdTexto completo disponível |
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6 |
Material Type: Artigo
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Estimating the Mean Direction of Strongly Dependent Circular Time SeriesBeran, Jan ; Ghosh, SucharitaJournal of time series analysis, 2020-03, Vol.41 (2), p.210-228 [Periódico revisado por pares]Oxford, UK: John Wiley & Sons, LtdTexto completo disponível |
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7 |
Material Type: Artigo
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On Local Trigonometric Regression Under DependenceBeran, Jan ; Steffens, Britta ; Ghosh, SucharitaJournal of time series analysis, 2018-07, Vol.39 (4), p.592-617 [Periódico revisado por pares]Oxford, UK: John Wiley & Sons, LtdTexto completo disponível |
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8 |
Material Type: Artigo
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Bootstrapping Robust Statistics for Markovian Data Applications to Regenerative R‐Statistics and L‐StatisticsBertail, Patrice ; Clémençon, Stéphan ; Tressou, JessicaJournal of time series analysis, 2015-05, Vol.36 (3), p.462-480 [Periódico revisado por pares]Oxford: Blackwell Publishing LtdTexto completo disponível |
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9 |
Material Type: Artigo
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Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon TestBetken, AnnikaJournal of time series analysis, 2016-11, Vol.37 (6), p.785-809 [Periódico revisado por pares]Oxford: Blackwell Publishing LtdTexto completo disponível |
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10 |
Material Type: Artigo
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Improved generalized method of moments estimators for weakly dependent observationsBravo, FrancescoJournal of time series analysis, 2011-11, Vol.32 (6), p.680-698 [Periódico revisado por pares]Oxford, UK: Blackwell Publishing LtdTexto completo disponível |