Xia, Jiaqi; Chen, Yu; Guo, Xiao Inference for high-dimensional linear models with locally stationary error processes. (English) Zbl 07786780 J. Time Ser. Anal. 45, No. 1, 78-102 (2024). MSC: 62Mxx 62-XX PDFBibTeX XMLCite \textit{J. Xia} et al., J. Time Ser. Anal. 45, No. 1, 78--102 (2024; Zbl 07786780) Full Text: DOI
Davis, Richard A.; Fernandes, Leon; Fokianos, Konstantinos Clustering multivariate time series using energy distance. (English) Zbl 07731491 J. Time Ser. Anal. 44, No. 5-6, 487-504 (2023). MSC: 62Mxx 62M10 62H30 62H20 62H12 PDFBibTeX XMLCite \textit{R. A. Davis} et al., J. Time Ser. Anal. 44, No. 5--6, 487--504 (2023; Zbl 07731491) Full Text: DOI arXiv
Szabados, Tamás Corrigendum to: “Regular multidimensional stationary time series”. (English) Zbl 1518.62013 J. Time Ser. Anal. 44, No. 3, 331-332 (2023). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{T. Szabados}, J. Time Ser. Anal. 44, No. 3, 331--332 (2023; Zbl 1518.62013) Full Text: DOI
Jentsch, Carsten; Reichmann, Lena Generalized binary vector autoregressive processes. (English) Zbl 1493.62527 J. Time Ser. Anal. 43, No. 2, 285-311 (2022). MSC: 62M10 62H12 62F40 62M20 PDFBibTeX XMLCite \textit{C. Jentsch} and \textit{L. Reichmann}, J. Time Ser. Anal. 43, No. 2, 285--311 (2022; Zbl 1493.62527) Full Text: DOI
Szabados, Tamás Regular multidimensional stationary time series. (English) Zbl 1493.62536 J. Time Ser. Anal. 43, No. 2, 263-284 (2022); corrigendum ibid. 44, No. 3, 331-332 (2023). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{T. Szabados}, J. Time Ser. Anal. 43, No. 2, 263--284 (2022; Zbl 1493.62536) Full Text: DOI arXiv
Smetanina, Ekaterina; Wu, Wei Biao Asymptotic theory for QMLE for the real-time GARCH\((1,1)\) model. (English) Zbl 1476.62193 J. Time Ser. Anal. 42, No. 5-6, 752-776 (2021). MSC: 62M10 62F12 62E20 PDFBibTeX XMLCite \textit{E. Smetanina} and \textit{W. B. Wu}, J. Time Ser. Anal. 42, No. 5--6, 752--776 (2021; Zbl 1476.62193) Full Text: DOI
Doukhan, Paul; Fokianos, Konstantinos; Rynkiewicz, Joseph Mixtures of nonlinear Poisson autoregressions. (English) Zbl 1468.62334 J. Time Ser. Anal. 42, No. 1, 107-135 (2021). MSC: 62M10 62B10 60G15 60B12 PDFBibTeX XMLCite \textit{P. Doukhan} et al., J. Time Ser. Anal. 42, No. 1, 107--135 (2021; Zbl 1468.62334) Full Text: DOI Link
Feigin, Paul D. Correction to: “Random coefficient autoregressive processes: a Markov chain analysis of stationarity and finiteness of moments”. (English) Zbl 07276164 J. Time Ser. Anal. 41, No. 6, 899-900 (2020). MSC: 62M10 60J05 PDFBibTeX XMLCite \textit{P. D. Feigin}, J. Time Ser. Anal. 41, No. 6, 899--900 (2020; Zbl 07276164) Full Text: DOI
Sun, Yan; Lian, Guanghua; Lu, Zudi; Loveland, Jennifer; Blackhurst, Isaac Modeling the variance of return intervals toward volatility prediction. (English) Zbl 1450.62116 J. Time Ser. Anal. 41, No. 4, 492-519 (2020). MSC: 62M10 62M20 37M10 91B84 62P05 PDFBibTeX XMLCite \textit{Y. Sun} et al., J. Time Ser. Anal. 41, No. 4, 492--519 (2020; Zbl 1450.62116) Full Text: DOI Link
Li, Dong; Zhu, Ke Inference for asymmetric exponentially weighted moving average models. (English) Zbl 1456.62205 J. Time Ser. Anal. 41, No. 1, 154-162 (2020). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62M20 62F03 62P20 93E12 62-08 PDFBibTeX XMLCite \textit{D. Li} and \textit{K. Zhu}, J. Time Ser. Anal. 41, No. 1, 154--162 (2020; Zbl 1456.62205) Full Text: DOI
Jentsch, Carsten; Leucht, Anne; Meyer, Marco; Beering, Carina Empirical characteristic functions-based estimation and distance correlation for locally stationary processes. (English) Zbl 1445.62057 J. Time Ser. Anal. 41, No. 1, 110-133 (2020). Reviewer: Dimitrios Bagkavos (Ioannina) MSC: 62G05 62G20 62M10 62H20 60G10 62P05 60F05 PDFBibTeX XMLCite \textit{C. Jentsch} et al., J. Time Ser. Anal. 41, No. 1, 110--133 (2020; Zbl 1445.62057) Full Text: DOI
Silva, Rodrigo B.; Barreto-Souza, Wagner Flexible and robust mixed Poisson INGARCH models. (English) Zbl 1431.62350 J. Time Ser. Anal. 40, No. 5, 788-814 (2019). MSC: 62M09 62M10 62P10 PDFBibTeX XMLCite \textit{R. B. Silva} and \textit{W. Barreto-Souza}, J. Time Ser. Anal. 40, No. 5, 788--814 (2019; Zbl 1431.62350) Full Text: DOI
Chan, Kung-sik; Goracci, Greta On the ergodicity of first-order threshold autoregressive moving-average processes. (English) Zbl 1419.62222 J. Time Ser. Anal. 40, No. 2, 256-264 (2019). MSC: 62M10 37M10 60J10 PDFBibTeX XMLCite \textit{K.-s. Chan} and \textit{G. Goracci}, J. Time Ser. Anal. 40, No. 2, 256--264 (2019; Zbl 1419.62222) Full Text: DOI
Bücher, Axel; Fermanian, Jean-David; Kojadinovic, Ivan Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series. (English) Zbl 1418.62305 J. Time Ser. Anal. 40, No. 1, 124-150 (2019). Reviewer: Fraser Daly (Edinburgh) MSC: 62M10 62G10 62E20 62G09 62H05 62G20 PDFBibTeX XMLCite \textit{A. Bücher} et al., J. Time Ser. Anal. 40, No. 1, 124--150 (2019; Zbl 1418.62305) Full Text: DOI arXiv
Rao, Tata Subba; Terdik, Gyorgy On the frequency variogram and on frequency domain methods for the analysis of spatio-temporal data. (English) Zbl 1360.62477 J. Time Ser. Anal. 38, No. 2, 308-325 (2017). MSC: 62M30 62M10 62G10 PDFBibTeX XMLCite \textit{T. S. Rao} and \textit{G. Terdik}, J. Time Ser. Anal. 38, No. 2, 308--325 (2017; Zbl 1360.62477) Full Text: DOI arXiv
Cardinali, Alessandro; Nason, Guy P. Locally stationary wavelet packet processes: basis selection and model fitting. (English) Zbl 1360.62444 J. Time Ser. Anal. 38, No. 2, 151-174 (2017). MSC: 62M09 62M10 62M15 65T60 PDFBibTeX XMLCite \textit{A. Cardinali} and \textit{G. P. Nason}, J. Time Ser. Anal. 38, No. 2, 151--174 (2017; Zbl 1360.62444) Full Text: DOI
Chandler, Gabe; Polonik, Wolfgang Residual empirical processes and weighted sums for time-varying processes with applications to testing for homoscedasticity. (English) Zbl 1356.62123 J. Time Ser. Anal. 38, No. 1, 72-98 (2017). MSC: 62M07 62G05 62G20 62M10 PDFBibTeX XMLCite \textit{G. Chandler} and \textit{W. Polonik}, J. Time Ser. Anal. 38, No. 1, 72--98 (2017; Zbl 1356.62123) Full Text: DOI
Kalliovirta, Leena; Meitz, Mika; Saikkonen, Pentti A Gaussian mixture autoregressive model for univariate time series. (English) Zbl 1320.62201 J. Time Ser. Anal. 36, No. 2, 247-266 (2015). MSC: 62M10 PDFBibTeX XMLCite \textit{L. Kalliovirta} et al., J. Time Ser. Anal. 36, No. 2, 247--266 (2015; Zbl 1320.62201) Full Text: DOI Link
Lieberman, Offer; Phillips, Peter C. B. Norming rates and limit theory for some time-varying coefficient autoregressions. (English) Zbl 1311.62148 J. Time Ser. Anal. 35, No. 6, 592-623 (2014). MSC: 62M10 62M07 60G50 62F12 62P05 PDFBibTeX XMLCite \textit{O. Lieberman} and \textit{P. C. B. Phillips}, J. Time Ser. Anal. 35, No. 6, 592--623 (2014; Zbl 1311.62148) Full Text: DOI Link
Wu, Rongning; Cui, Yunwei A parameter-driven logit regression model for binary time series. (English) Zbl 1311.62107 J. Time Ser. Anal. 35, No. 5, 462-477 (2014). MSC: 62J12 62M10 PDFBibTeX XMLCite \textit{R. Wu} and \textit{Y. Cui}, J. Time Ser. Anal. 35, No. 5, 462--477 (2014; Zbl 1311.62107) Full Text: DOI
Blasques, Francisco Transformed polynomials for nonlinear autoregressive models of the conditional mean. (English) Zbl 1302.62191 J. Time Ser. Anal. 35, No. 3, 218-238 (2014). MSC: 62M10 62P20 62P30 PDFBibTeX XMLCite \textit{F. Blasques}, J. Time Ser. Anal. 35, No. 3, 218--238 (2014; Zbl 1302.62191) Full Text: DOI Link
Chen, Min; Li, Dong; Ling, Shiqing Non-stationarity and quasi-maximum likelihood estimation on a double autoregressive model. (English) Zbl 1302.62193 J. Time Ser. Anal. 35, No. 3, 189-202 (2014). MSC: 62M10 62F10 62F12 PDFBibTeX XMLCite \textit{M. Chen} et al., J. Time Ser. Anal. 35, No. 3, 189--202 (2014; Zbl 1302.62193) Full Text: DOI
Weiß, Christian H.; Pollett, Philip K. Binomial autoregressive processes with density-dependent thinning. (English) Zbl 1301.62094 J. Time Ser. Anal. 35, No. 2, 115-132 (2014). MSC: 62M10 62M09 PDFBibTeX XMLCite \textit{C. H. Weiß} and \textit{P. K. Pollett}, J. Time Ser. Anal. 35, No. 2, 115--132 (2014; Zbl 1301.62094) Full Text: DOI
Li, Muyi; Li, Wai Keung; Li, Guodong On mixture memory GARCH models. (English) Zbl 1306.62201 J. Time Ser. Anal. 34, No. 6, 606-624 (2013). Reviewer: Oscar Bustos (Córdoba) MSC: 62M10 62P05 91B70 91B84 PDFBibTeX XMLCite \textit{M. Li} et al., J. Time Ser. Anal. 34, No. 6, 606--624 (2013; Zbl 1306.62201) Full Text: DOI
Hassler, Uwe Effect of temporal aggregation on multiple time series in the frequency domain. (English) Zbl 1282.62196 J. Time Ser. Anal. 34, No. 5, 562-573 (2013). MSC: 62M10 62M15 PDFBibTeX XMLCite \textit{U. Hassler}, J. Time Ser. Anal. 34, No. 5, 562--573 (2013; Zbl 1282.62196) Full Text: DOI
Lieberman, Offer A similarity-based approach to time-varying coefficient non-stationary autoregression. (English) Zbl 1301.62089 J. Time Ser. Anal. 33, No. 3, 484-502 (2012). MSC: 62M10 62M09 62P05 PDFBibTeX XMLCite \textit{O. Lieberman}, J. Time Ser. Anal. 33, No. 3, 484--502 (2012; Zbl 1301.62089) Full Text: DOI
Jentsch, Carsten A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes. (English) Zbl 1300.62076 J. Time Ser. Anal. 33, No. 2, 177-192 (2012). MSC: 62M10 62M07 62M15 62H15 PDFBibTeX XMLCite \textit{C. Jentsch}, J. Time Ser. Anal. 33, No. 2, 177--192 (2012; Zbl 1300.62076) Full Text: DOI
Liu, Ji-Chun A family of Markov-switching GARCH processes. (English) Zbl 1282.60041 J. Time Ser. Anal. 33, No. 6, 892-902 (2012). MSC: 60G10 62M10 60J10 60G70 PDFBibTeX XMLCite \textit{J.-C. Liu}, J. Time Ser. Anal. 33, No. 6, 892--902 (2012; Zbl 1282.60041) Full Text: DOI
Li, Dong A note on moving-average models with feedback. (English) Zbl 1282.62200 J. Time Ser. Anal. 33, No. 6, 873-879 (2012). MSC: 62M10 62P20 91B82 PDFBibTeX XMLCite \textit{D. Li}, J. Time Ser. Anal. 33, No. 6, 873--879 (2012; Zbl 1282.62200) Full Text: DOI
Vollenbröker, Bernd Strictly stationary solutions of ARMA equations with fractional noise. (English) Zbl 1282.62206 J. Time Ser. Anal. 33, No. 4, 570-582 (2012). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{B. Vollenbröker}, J. Time Ser. Anal. 33, No. 4, 570--582 (2012; Zbl 1282.62206) Full Text: DOI
Christodoulakis, George A.; Satchell, Stephen E. Stability conditions for heteroscedastic factor models with conditionally autoregressive betas. (English) Zbl 1294.91193 J. Time Ser. Anal. 32, No. 5, 482-497 (2011). MSC: 91G70 62M10 62P05 62H25 PDFBibTeX XMLCite \textit{G. A. Christodoulakis} and \textit{S. E. Satchell}, J. Time Ser. Anal. 32, No. 5, 482--497 (2011; Zbl 1294.91193) Full Text: DOI
Huang, Wenying; Wang, Ke; Breidt, F. Jay; Davis, Richard A. A class of stochastic volatility models for environmental applications. (English) Zbl 1294.62203 J. Time Ser. Anal. 32, No. 4, 364-377 (2011). MSC: 62M10 62M30 62P12 60G15 86A32 PDFBibTeX XMLCite \textit{W. Huang} et al., J. Time Ser. Anal. 32, No. 4, 364--377 (2011; Zbl 1294.62203) Full Text: DOI
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
Busetti, Fabio; Harvey, Andrew Tests of strict stationarity based on quantile indicators. (English) Zbl 1226.91084 J. Time Ser. Anal. 31, No. 6, 435-450 (2010). MSC: 91G70 62M07 62G10 62P05 PDFBibTeX XMLCite \textit{F. Busetti} and \textit{A. Harvey}, J. Time Ser. Anal. 31, No. 6, 435--450 (2010; Zbl 1226.91084) Full Text: DOI
Landajo, Manuel; Presno, María José Stationarity testing under nonlinear models. Some asymptotic results. (English) Zbl 1226.62081 J. Time Ser. Anal. 31, No. 5, 392-405 (2010). MSC: 62M10 62F40 62M07 65C60 PDFBibTeX XMLCite \textit{M. Landajo} and \textit{M. J. Presno}, J. Time Ser. Anal. 31, No. 5, 392--405 (2010; Zbl 1226.62081) Full Text: DOI
Aknouche, Abdelhakim; Rabehi, Nadia On an independent and identically distributed mixture bilinear time-series model. (English) Zbl 1224.62043 J. Time Ser. Anal. 31, No. 2, 113-131 (2010). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M10 65C60 PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{N. Rabehi}, J. Time Ser. Anal. 31, No. 2, 113--131 (2010; Zbl 1224.62043) Full Text: DOI
Reisen, Valdério A.; Moulines, Eric; Soulier, Philippe; Franco, Glaura C. On the properties of the periodogram of a stationary long-memory process over different epochs with applications. (English) Zbl 1224.62078 J. Time Ser. Anal. 31, No. 1, 20-36 (2010). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M15 65T50 62M10 60G10 PDFBibTeX XMLCite \textit{V. A. Reisen} et al., J. Time Ser. Anal. 31, No. 1, 20--36 (2010; Zbl 1224.62078) Full Text: DOI
Kamgaing, Joseph Tadjuidje; Ombao, Hernando; Davis, Richard A. Autoregressive processes with data-driven regime switching. (English) Zbl 1224.62061 J. Time Ser. Anal. 30, No. 5, 505-533 (2009). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M10 62F12 65C60 62P10 PDFBibTeX XMLCite \textit{J. T. Kamgaing} et al., J. Time Ser. Anal. 30, No. 5, 505--533 (2009; Zbl 1224.62061) Full Text: DOI
Aknouche, Abdelhakim; Bibi, Abdelouahab Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes. (English) Zbl 1222.62107 J. Time Ser. Anal. 30, No. 1, 19-46 (2009). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{A. Bibi}, J. Time Ser. Anal. 30, No. 1, 19--46 (2009; Zbl 1222.62107) Full Text: DOI
Subba Rao, Suhasini Statistical analysis of a spatio-temporal model with location-dependent parameters and a test for spatial stationarity. (English) Zbl 1199.62017 J. Time Ser. Anal. 29, No. 4, 673-694 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62M30 62G05 62G10 62E20 62P12 PDFBibTeX XMLCite \textit{S. Subba Rao}, J. Time Ser. Anal. 29, No. 4, 673--694 (2008; Zbl 1199.62017) Full Text: DOI
Meitz, Mika; Saikkonen, Pentti Stability of nonlinear AR-GARCH models. (English) Zbl 1199.62014 J. Time Ser. Anal. 29, No. 3, 453-475 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{M. Meitz} and \textit{P. Saikkonen}, J. Time Ser. Anal. 29, No. 3, 453--475 (2008; Zbl 1199.62014) Full Text: DOI Link
Arvanitis, Stelios; Demos, Antonis Time dependence and moments of a family of time-varying parameter GARCH in mean models. (English) Zbl 1052.91072 J. Time Ser. Anal. 25, No. 1, 1-25 (2004). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B84 91B28 62M10 PDFBibTeX XMLCite \textit{S. Arvanitis} and \textit{A. Demos}, J. Time Ser. Anal. 25, No. 1, 1--25 (2004; Zbl 1052.91072) Full Text: DOI
Sakiyama, Kenji; Taniguchi, Masanobu Testing composite hypotheses for locally stationary processes. (English) Zbl 1036.62067 J. Time Ser. Anal. 24, No. 4, 483-504 (2003). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M07 62E20 62F05 62G20 PDFBibTeX XMLCite \textit{K. Sakiyama} and \textit{M. Taniguchi}, J. Time Ser. Anal. 24, No. 4, 483--504 (2003; Zbl 1036.62067) Full Text: DOI
Lanne, Markku; Saikkonen, Pentti Reducing size distortions of parametric stationarity tests. (English) Zbl 1036.62083 J. Time Ser. Anal. 24, No. 4, 423-439 (2003). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M10 62F03 PDFBibTeX XMLCite \textit{M. Lanne} and \textit{P. Saikkonen}, J. Time Ser. Anal. 24, No. 4, 423--439 (2003; Zbl 1036.62083) Full Text: DOI Link
Xiao, Zhijie Testing the null hypothesis of stationarity against an autoregressive unit root alternative. (English) Zbl 0967.91068 J. Time Ser. Anal. 22, No. 1, 87-106 (2001). Reviewer: A.V.Swishchuk (Kyïv) MSC: 91B84 62M10 60J65 60G10 PDFBibTeX XMLCite \textit{Z. Xiao}, J. Time Ser. Anal. 22, No. 1, 87--106 (2001; Zbl 0967.91068) Full Text: DOI
Hasseler, Uwe Simple regressions with linear time trends. (English) Zbl 0974.62068 J. Time Ser. Anal. 21, No. 1, 27-32 (2000). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 62M10 62E20 62F12 PDFBibTeX XMLCite \textit{U. Hasseler}, J. Time Ser. Anal. 21, No. 1, 27--32 (2000; Zbl 0974.62068) Full Text: DOI
Dahlhaus, Rainer; Giraitis, Liudas On the optimal segment length for parameter estimates for locally stationary time series. (English) Zbl 0921.62107 J. Time Ser. Anal. 19, No. 6, 629-655 (1998). Reviewer: R.E.Maiboroda (Kyïv) MSC: 62M10 62G07 62M15 PDFBibTeX XMLCite \textit{R. Dahlhaus} and \textit{L. Giraitis}, J. Time Ser. Anal. 19, No. 6, 629--655 (1998; Zbl 0921.62107) Full Text: DOI
Leybourne, Stephen; Newbold, Paul; Vougas, Dimitrios Unit roots and smooth transitions. (English) Zbl 0902.62132 J. Time Ser. Anal. 19, No. 1, 83-97 (1998). MSC: 62P20 62M10 91B84 62M07 PDFBibTeX XMLCite \textit{S. Leybourne} et al., J. Time Ser. Anal. 19, No. 1, 83--97 (1998; Zbl 0902.62132) Full Text: DOI
Teverovsky, Vadim; Taqqu, Murad Testing for long-range dependence in the presence of shifting means or a slowly declining trend, using a variance-type estimator. (English) Zbl 0934.62094 J. Time Ser. Anal. 18, No. 3, 279-304 (1997). MSC: 62M10 PDFBibTeX XMLCite \textit{V. Teverovsky} and \textit{M. Taqqu}, J. Time Ser. Anal. 18, No. 3, 279--304 (1997; Zbl 0934.62094) Full Text: DOI
Barnett, Glen; Kohn, Robert; Sheather, Simon Robust Bayesian estimation of autoregressive-moving-average models. (English) Zbl 0936.62097 J. Time Ser. Anal. 18, No. 1, 11-28 (1997). MSC: 62M10 62F15 62F35 65C40 PDFBibTeX XMLCite \textit{G. Barnett} et al., J. Time Ser. Anal. 18, No. 1, 11--28 (1997; Zbl 0936.62097) Full Text: DOI
Heyde, C. C.; Dai, W. On the robustness to small trends of estimation based on the smoothed periodogram. (English) Zbl 0845.62059 J. Time Ser. Anal. 17, No. 2, 141-150 (1996). MSC: 62M10 62F35 PDFBibTeX XMLCite \textit{C. C. Heyde} and \textit{W. Dai}, J. Time Ser. Anal. 17, No. 2, 141--150 (1996; Zbl 0845.62059) Full Text: DOI
Chan, Ngai Hang; Tsay, Ruey S. Asymptotic inference for non-invertible moving-average time series. (English) Zbl 0835.62077 J. Time Ser. Anal. 17, No. 1, 1-17 (1996). MSC: 62M10 62E20 PDFBibTeX XMLCite \textit{N. H. Chan} and \textit{R. S. Tsay}, J. Time Ser. Anal. 17, No. 1, 1--17 (1996; Zbl 0835.62077) Full Text: DOI
Holst, Ulla; Lindgren, Georg; Holst, Jan; Thuvesholmen, Mikael Recursive estimation in switching autoregressions with a Markov regime. (English) Zbl 0807.62061 J. Time Ser. Anal. 15, No. 5, 489-506 (1994). MSC: 62M05 62M20 PDFBibTeX XMLCite \textit{U. Holst} et al., J. Time Ser. Anal. 15, No. 5, 489--506 (1994; Zbl 0807.62061) Full Text: DOI
Breitung, Jörg Some simple tests of the moving-average unit root hypothesis. (English) Zbl 0807.62074 J. Time Ser. Anal. 15, No. 4, 351-370 (1994). MSC: 62M15 91B84 62M10 62M07 PDFBibTeX XMLCite \textit{J. Breitung}, J. Time Ser. Anal. 15, No. 4, 351--370 (1994; Zbl 0807.62074) Full Text: DOI
Chang, Ming Chun; Dickey, David A. Recognizing overdifferenced time series. (English) Zbl 0794.62055 J. Time Ser. Anal. 15, No. 1, 1-18 (1994). MSC: 62M10 62P10 PDFBibTeX XMLCite \textit{M. C. Chang} and \textit{D. A. Dickey}, J. Time Ser. Anal. 15, No. 1, 1--18 (1994; Zbl 0794.62055) Full Text: DOI
De Jong, Piet; Chu-Chun-Lin, Singfat Stationary and non-stationary state space models. (English) Zbl 0794.62056 J. Time Ser. Anal. 15, No. 2, 151-166 (1994). MSC: 62M10 62M20 PDFBibTeX XMLCite \textit{P. De Jong} and \textit{S. Chu-Chun-Lin}, J. Time Ser. Anal. 15, No. 2, 151--166 (1994; Zbl 0794.62056) Full Text: DOI
Nassiuma, Dankit Non-stationary autoregressive moving-average processes with infinite variance. (English) Zbl 0768.62087 J. Time Ser. Anal. 14, No. 3, 297-304 (1993). MSC: 62M20 62M10 PDFBibTeX XMLCite \textit{D. Nassiuma}, J. Time Ser. Anal. 14, No. 3, 297--304 (1993; Zbl 0768.62087) Full Text: DOI
Meyn, Sean P.; Guo, Lei Geometric ergodicity of a doubly stochastic time series model. (English) Zbl 0783.62071 J. Time Ser. Anal. 14, No. 1, 93-108 (1993). Reviewer: Annibal Parracho Sant’Anna (Rio de Janeiro) MSC: 62M10 60F05 60F15 PDFBibTeX XMLCite \textit{S. P. Meyn} and \textit{L. Guo}, J. Time Ser. Anal. 14, No. 1, 93--108 (1993; Zbl 0783.62071) Full Text: DOI
Liu, Jian Spectral radius, Kronecker products and stationarity. (English) Zbl 0768.62077 J. Time Ser. Anal. 13, No. 4, 319-325 (1992). MSC: 62M10 15A42 PDFBibTeX XMLCite \textit{J. Liu}, J. Time Ser. Anal. 13, No. 4, 319--325 (1992; Zbl 0768.62077) Full Text: DOI
Kim, Peter T. Consistent estimation of the fourth-order cumulant spectral density. (English) Zbl 0712.62090 J. Time Ser. Anal. 12, No. 1, 63-71 (1991). MSC: 62M15 62F12 PDFBibTeX XMLCite \textit{P. T. Kim}, J. Time Ser. Anal. 12, No. 1, 63--71 (1991; Zbl 0712.62090) Full Text: DOI
Liu, Jian On the existence of a general multiple bilinear time series. (English) Zbl 0691.62079 J. Time Ser. Anal. 10, No. 4, 341-355 (1989). Reviewer: J.Anděl MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{J. Liu}, J. Time Ser. Anal. 10, No. 4, 341--355 (1989; Zbl 0691.62079) Full Text: DOI
Chan, Kung-sik On the existence of the stationary and ergodic NEAR(p) model. (English) Zbl 0675.62062 J. Time Ser. Anal. 9, No. 4, 319-328 (1988). MSC: 62M10 PDFBibTeX XMLCite \textit{K.-s. Chan}, J. Time Ser. Anal. 9, No. 4, 319--328 (1988; Zbl 0675.62062) Full Text: DOI
Velu, Raja P.; Wichern, Dean W.; Reinsel, Gregory C. A note on non-stationarity and canonical analysis of multiple time series models. (English) Zbl 0653.62066 J. Time Ser. Anal. 8, 479-487 (1987). MSC: 62M10 62H20 PDFBibTeX XMLCite \textit{R. P. Velu} et al., J. Time Ser. Anal. 8, 479--487 (1987; Zbl 0653.62066) Full Text: DOI
Fahrmeir, Ludwig; Kaufmann, Heinz Regression models for non-stationary categorical time series. (English) Zbl 0616.62116 J. Time Ser. Anal. 8, 147-160 (1987). Reviewer: P.Stoica MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{L. Fahrmeir} and \textit{H. Kaufmann}, J. Time Ser. Anal. 8, 147--160 (1987; Zbl 0616.62116) Full Text: DOI
Akamanam, S. I.; Bhaskara Rao, M.; Subramanyam, K. On the ergodicity of bilinear time series models. (English) Zbl 0602.62080 J. Time Ser. Anal. 7, 157-163 (1986). Reviewer: E.McKenzie MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{S. I. Akamanam} et al., J. Time Ser. Anal. 7, 157--163 (1986; Zbl 0602.62080) Full Text: DOI
de Jong, Piet State transition specification in state-space models. (English) Zbl 0596.62088 J. Time Ser. Anal. 7, 213-216 (1986). MSC: 62M10 93E99 PDFBibTeX XMLCite \textit{P. de Jong}, J. Time Ser. Anal. 7, 213--216 (1986; Zbl 0596.62088) Full Text: DOI
Tjøstheim, Dag Some doubly stochastic time series models. (English) Zbl 0588.62169 J. Time Ser. Anal. 7, 51-72 (1986). Reviewer: P.A.Morettin MSC: 62M10 62M20 PDFBibTeX XMLCite \textit{D. Tjøstheim}, J. Time Ser. Anal. 7, 51--72 (1986; Zbl 0588.62169) Full Text: DOI
Mélard, Guy Examples of the evolutionary spectrum theory. (English) Zbl 0595.62094 J. Time Ser. Anal. 6, 81-90 (1985). Reviewer: J.Anděl MSC: 62M15 60G12 PDFBibTeX XMLCite \textit{G. Mélard}, J. Time Ser. Anal. 6, 81--90 (1985; Zbl 0595.62094) Full Text: DOI
Feigin, Paul D.; Tweedie, Richard L. Random coefficient autoregressive processes: A Markov chain analysis of stationarity and finiteness of moments. (English) Zbl 0572.62069 J. Time Ser. Anal. 6, 1-14 (1985); correction ibid. 41, No. 6, 899-900 (2020). Reviewer: C.J.Tian MSC: 62M10 60J05 PDFBibTeX XMLCite \textit{P. D. Feigin} and \textit{R. L. Tweedie}, J. Time Ser. Anal. 6, 1--14 (1985; Zbl 0572.62069) Full Text: DOI
Piccolo, Domenico The size of the stationarity and invertibility region of an autoregressive-moving average process. (English) Zbl 0502.62075 J. Time Ser. Anal. 3, 245-247 (1982). MSC: 62M10 PDFBibTeX XMLCite \textit{D. Piccolo}, J. Time Ser. Anal. 3, 245--247 (1982; Zbl 0502.62075) Full Text: DOI
Ozaki, T. The statistical analysis of perturbed limit cycle processes using nonlinear time series models. (English) Zbl 0499.62079 J. Time Ser. Anal. 3, 29-41 (1982). MSC: 62M10 93E99 60H10 34F05 PDFBibTeX XMLCite \textit{T. Ozaki}, J. Time Ser. Anal. 3, 29--41 (1982; Zbl 0499.62079) Full Text: DOI
Quinn, B. G.; Nicholls, D. F. The estimation of random coefficient autoregressive models. II. (English) Zbl 0498.62079 J. Time Ser. Anal. 2, 185-203 (1981). MSC: 62M10 60F05 49M15 PDFBibTeX XMLCite \textit{B. G. Quinn} and \textit{D. F. Nicholls}, J. Time Ser. Anal. 2, 185--203 (1981; Zbl 0498.62079) Full Text: DOI