Dwivedi, Yogesh; Rao, Suhasini Subba A test for second-order stationarity of a time series based on the discrete Fourier transform. (English) Zbl 1290.62059 J. Time Ser. Anal. 32, No. 1, 68-91 (2011). MSC: 62M07 62M10 60G10 PDFBibTeX XMLCite \textit{Y. Dwivedi} and \textit{S. S. Rao}, J. Time Ser. Anal. 32, No. 1, 68--91 (2011; Zbl 1290.62059) Full Text: DOI arXiv
Zhu, Fukang A negative binomial integer-valued GARCH model. (English) Zbl 1290.62092 J. Time Ser. Anal. 32, No. 1, 54-67 (2011). MSC: 62M10 62F05 PDFBibTeX XMLCite \textit{F. Zhu}, J. Time Ser. Anal. 32, No. 1, 54--67 (2011; Zbl 1290.62092) Full Text: DOI
Mauget, Steve Time series analysis based on running Mann-Whitney \(Z\) statistics. (English) Zbl 1290.62101 J. Time Ser. Anal. 32, No. 1, 47-53 (2011). MSC: 62P12 62M10 62G10 PDFBibTeX XMLCite \textit{S. Mauget}, J. Time Ser. Anal. 32, No. 1, 47--53 (2011; Zbl 1290.62101) Full Text: DOI
Wahlberg, Patrik; Schreier, Peter J. Locally stationary harmonizable complex improper stochastic processes. (English) Zbl 1290.60043 J. Time Ser. Anal. 32, No. 1, 33-46 (2011). MSC: 60G10 60G12 62M15 PDFBibTeX XMLCite \textit{P. Wahlberg} and \textit{P. J. Schreier}, J. Time Ser. Anal. 32, No. 1, 33--46 (2011; Zbl 1290.60043) Full Text: DOI
Hong, Yongmiao; Lee, Yoon-Jin Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes. (English) Zbl 1290.62076 J. Time Ser. Anal. 32, No. 1, 1-32 (2011). MSC: 62M10 62M07 62F10 PDFBibTeX XMLCite \textit{Y. Hong} and \textit{Y.-J. Lee}, J. Time Ser. Anal. 32, No. 1, 1--32 (2011; Zbl 1290.62076) Full Text: DOI