Chen, Jie; Politis, Dimitris N. Time-varying NoVaS versus GARCH: point prediction, volatility estimation and prediction intervals. (English) Zbl 07336611 J. Time Ser. Econom. 12, No. 2, Article ID 20190044, 36 p. (2020). MSC: 62P20 PDFBibTeX XMLCite \textit{J. Chen} and \textit{D. N. Politis}, J. Time Ser. Econom. 12, No. 2, Article ID 20190044, 36 p. (2020; Zbl 07336611) Full Text: DOI
Boubaker, Heni A generalized ARFIMA model with smooth transition fractional integration parameter. (English) Zbl 1499.62300 J. Time Ser. Econom. 10, No. 1, Article No. 20150001, 20 p. (2018). MSC: 62M10 91B84 PDFBibTeX XMLCite \textit{H. Boubaker}, J. Time Ser. Econom. 10, No. 1, Article No. 20150001, 20 p. (2018; Zbl 1499.62300) Full Text: DOI
Lips, Johannes Do they still matter? – Impact of fossil fuels on electricity prices in the light of increased renewable generation. (English) Zbl 1462.62727 J. Time Ser. Econom. 9, No. 2, Article No. 20160018, 30 p. (2017). MSC: 62P20 91B84 PDFBibTeX XMLCite \textit{J. Lips}, J. Time Ser. Econom. 9, No. 2, Article No. 20160018, 30 p. (2017; Zbl 1462.62727) Full Text: DOI Link
Bardet, Jean-Marc; Dola, Béchir Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics. (English) Zbl 1499.62298 J. Time Ser. Econom. 8, No. 2, 115-153 (2016). MSC: 62M10 62M07 62E20 62M15 62P20 PDFBibTeX XMLCite \textit{J.-M. Bardet} and \textit{B. Dola}, J. Time Ser. Econom. 8, No. 2, 115--153 (2016; Zbl 1499.62298) Full Text: DOI arXiv
Skrobotov, Anton Bias correction of KPSS test with structural break for reducing of size distortion. (English) Zbl 1499.62323 J. Time Ser. Econom. 6, No. 1, 33-61 (2014). MSC: 62M10 62G10 62E20 62P20 PDFBibTeX XMLCite \textit{A. Skrobotov}, J. Time Ser. Econom. 6, No. 1, 33--61 (2014; Zbl 1499.62323) Full Text: DOI Link
Hassler, Uwe; Tsai, Henghsiu Asymptotic behavior of temporal aggregates in the frequency domain. (English) Zbl 1499.62304 J. Time Ser. Econom. 5, No. 1, 47-60 (2013). MSC: 62M10 62M15 PDFBibTeX XMLCite \textit{U. Hassler} and \textit{H. Tsai}, J. Time Ser. Econom. 5, No. 1, 47--60 (2013; Zbl 1499.62304) Full Text: DOI
Aknouche, Abdelhakim Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions. (English) Zbl 1499.62293 J. Time Ser. Econom. 5, No. 1, 25-46 (2013). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{A. Aknouche}, J. Time Ser. Econom. 5, No. 1, 25--46 (2013; Zbl 1499.62293) Full Text: DOI