Journal of Time Series Analysis Short Title: J. Time Ser. Anal. Publisher: Wiley (Wiley-Blackwell), Oxford ISSN: 0143-9782; 1467-9892/e Online: http://onlinelibrary.wiley.com/journal/10.1111/(ISSN)1467-9892/issues Comments: Journal; Indexed cover-to-cover Documents Indexed: 1,651 Publications (since 1980) References Indexed: 1,350 Publications with 32,468 References. all top 5 Latest Issues 44, No. 5-6 (2023) 44, No. 4 (2023) 44, No. 3 (2023) 44, No. 2 (2023) 44, No. 1 (2023) 43, No. 6 (2022) 43, No. 5 (2022) 43, No. 4 (2022) 43, No. 3 (2022) 43, No. 2 (2022) 43, No. 1 (2022) 42, No. 5-6 (2021) 42, No. 4 (2021) 42, No. 3 (2021) 42, No. 2 (2021) 42, No. 1 (2021) 41, No. 6 (2020) 41, No. 5 (2020) 41, No. 4 (2020) 41, No. 3 (2020) 41, No. 2 (2020) 41, No. 1 (2020) 40, No. 6 (2019) 40, No. 5 (2019) 40, No. 4 (2019) 40, No. 3 (2019) 40, No. 2 (2019) 40, No. 1 (2019) 39, No. 6 (2018) 39, No. 5 (2018) 39, No. 4 (2018) 39, No. 3 (2018) 39, No. 2 (2018) 39, No. 1 (2018) 38, No. 6 (2017) 38, No. 5 (2017) 38, No. 4 (2017) 38, No. 3 (2017) 38, No. 2 (2017) 38, No. 1 (2017) 37, No. 6 (2016) 37, No. 5 (2016) 37, No. 4 (2016) 37, No. 3 (2016) 37, No. 2 (2016) 37, No. 1 (2016) 36, No. 6 (2015) 36, No. 5 (2015) 36, No. 4 (2015) 36, No. 3 (2015) 36, No. 2 (2015) 36, No. 1 (2015) 35, No. 6 (2014) 35, No. 5 (2014) 35, No. 4 (2014) 35, No. 3 (2014) 35, No. 2 (2014) 35, No. 1 (2014) 34, No. 6 (2013) 34, No. 5 (2013) 34, No. 4 (2013) 34, No. 3 (2013) 34, No. 2 (2013) 34, No. 1 (2013) 33, No. 6 (2012) 33, No. 5 (2012) 33, No. 4 (2012) 33, No. 3 (2012) 33, No. 2 (2012) 33, No. 1 (2012) 32, No. 6 (2011) 32, No. 5 (2011) 32, No. 4 (2011) 32, No. 3 (2011) 32, No. 2 (2011) 32, No. 1 (2011) 31, No. 6 (2010) 31, No. 5 (2010) 31, No. 4 (2010) 31, No. 3 (2010) 31, No. 2 (2010) 31, No. 1 (2010) 30, No. 6 (2009) 30, No. 5 (2009) 30, No. 4 (2009) 30, No. 3 (2009) 30, No. 2 (2009) 30, No. 1 (2009) 29, No. 6 (2008) 29, No. 5 (2008) 29, No. 4 (2008) 29, No. 3 (2008) 29, No. 2 (2008) 29, No. 1 (2008) 28, No. 6 (2007) 28, No. 5 (2007) 28, No. 4 (2007) 28, No. 3 (2007) 28, No. 2 (2007) 28, No. 1 (2007) ...and 112 more Volumes all top 5 Authors 21 Rao, Tata Subba 18 Leybourne, Stephen J. 18 Taylor, A. M. Robert 17 Politis, Dimitris Nicolas 16 Hurvich, Clifford M. 16 Taniguchi, Masanobu 14 Paparoditis, Efstathios 14 Taqqu, Murad S. 13 Francq, Christian 13 Kokoszka, Piotr S. 13 Li, Wai Keung 11 Newbold, Paul 11 Shin, Dongwan 10 Brockwell, Peter J. 10 Horváth, Lajos 10 Quinn, Barry G. 10 Saikkonen, Pentti 10 Tunnicliffe-Wilson, Granville 9 Chan, Ngai Hang 9 Davis, Richard A. 9 Kabaila, Paul V. 9 Lund, Robert B. 9 McLeod, Angus Ian 9 Perron, Pierre 9 Robinson, Peter Michael 9 Stoffer, David S. 9 Tjøstheim, Dag B. 9 Tsay, Ruey S. 8 Beran, Jan 8 Chambers, Marcus J. 8 Dette, Holger 8 Gourieroux, Christian 8 Hallin, Marc 8 Hannan, Edward James 8 Harvey, David I. 8 Hassler, Uwe 8 Kapetanios, George 8 Kurozumi, Eiji 8 McCabe, Brendan P. M. 8 Poskitt, Donald Stephen 8 Pourahmadi, Mohsen 7 Cavaliere, Giuseppe 7 Deo, Rohit S. 7 Fokianos, Konstantinos 7 Giraitis, Liudas 7 Hall, Alastair R. 7 Kakizawa, Yoshihide 7 Kedem, Benjamin 7 Ling, Shiqing 7 Moulines, Eric 7 Nielsen, Morten Ørregaard 7 Phillips, Peter Charles Bonest 7 Psaradakis, Zacharias 7 Tong, Howell 7 Velasco, Carlos 6 Aknouche, Abdelhakim 6 Aue, Alexander 6 Basawa, Ishwar V. 6 Battaglia, Francesco Paolo 6 Boshnakov, Georgi N. 6 Chan, Kung-Sik 6 Chanda, Kamal C. 6 Chen, Rong 6 Chen, Zhaoguo 6 Dahlhaus, Rainer 6 Granger, Clive William John 6 Hidalgo, Javier 6 Jasiak, Joann 6 Kim, Taehwan 6 Li, Dong 6 Lii, Keh-Shin 6 McElroy, Tucker S. 6 Meerschaert, Mark Marvin 6 Mélard, Guy 6 Ombao, Hernando C. 6 Peng, Liang 6 Reinsel, Gregory C. 6 Subba Rao, Suhasini 6 Xiao, Zhijie 6 Zakoïan, Jean-Michel 6 Zhu, Fukang 5 Abraham, Bovas 5 Anderson, Paul L. 5 Anderson, Theodore Wilbur jun. 5 Beltrão, Kaizô Iwakami 5 Bhansali, Rajendra J. 5 Billard, Lynne 5 Franke, Jürgen 5 Gray, Henry L. 5 Iacone, Fabrizio 5 Jentsch, Carsten 5 Kavalieris, Laimonis 5 Koul, Hira Lal 5 Kreiß, Jens-Peter 5 Lahiri, Soumendra Nath 5 Lee, Sangyeol 5 Li, Tahsin 5 Lütkepohl, Helmut 5 Masry, Elias 5 Peña, Daniel ...and 1,641 more Authors all top 5 Fields 1,619 Statistics (62-XX) 286 Probability theory and stochastic processes (60-XX) 172 Numerical analysis (65-XX) 122 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 46 General and overarching topics; collections (00-XX) 38 Systems theory; control (93-XX) 21 Dynamical systems and ergodic theory (37-XX) 17 Harmonic analysis on Euclidean spaces (42-XX) 16 Geophysics (86-XX) 13 Biology and other natural sciences (92-XX) 10 History and biography (01-XX) 6 Linear and multilinear algebra; matrix theory (15-XX) 6 Computer science (68-XX) 5 Operations research, mathematical programming (90-XX) 5 Information and communication theory, circuits (94-XX) 4 Real functions (26-XX) 3 Difference and functional equations (39-XX) 3 Functional analysis (46-XX) 2 Ordinary differential equations (34-XX) 2 Partial differential equations (35-XX) 2 Astronomy and astrophysics (85-XX) 1 Combinatorics (05-XX) 1 Special functions (33-XX) 1 Approximations and expansions (41-XX) 1 Integral transforms, operational calculus (44-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Mechanics of deformable solids (74-XX) 1 Fluid mechanics (76-XX) 1 Statistical mechanics, structure of matter (82-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 1,301 Publications have been cited 13,921 times in 7,713 Documents Cited by ▼ Year ▼ An introduction to long-memory time series models and fractional differencing. Zbl 0503.62079Granger, C. W. J.; Joyeux, Roselyne 494 1980 The estimation and application of long memory time series models. Zbl 0534.62062Geweke, John; Porter-Hudak, Susan 359 1983 First-order integer-valued autoregressive (INAR(1)) process. Zbl 0617.62096Al-Osh, M. A.; Alzaid, A. A. 327 1987 Nonparametric estimators for time series. Zbl 0544.62082Robinson, P. M. 198 1983 Multivariate local polynomial regression for time series: Uniform strong consistency and rates. Zbl 0876.62075Masry, Elias 184 1996 Integer-valued GARCH process. Zbl 1150.62046Ferland, René; Latour, Alain; Oraichi, Driss 162 2006 An approach to time series smoothing and forecasting using the EM algorithm. Zbl 0502.62085Shumway, R. H.; Stoffer, D. S. 154 1982 The integer-valued autoregressive (INAR(p)) model. Zbl 0727.62084Du, Jinguan; Li, Yuan 143 1991 Data augmentation and dynamic linear models. Zbl 0815.62065Frühwirth-Schnatter, Sylvia 133 1994 Least squares estimation of a shift in linear processes. Zbl 0808.62079Bai, Jushan 122 1994 Structural breaks in time series. Zbl 1274.62553Aue, Alexander; Horváth, Lajos 122 2013 Diagnostic checking ARMA time series models using squared-residual autocorrelations. Zbl 0536.62067McLeod, A. I.; Li, W. K. 117 1983 The mean squared error of Geweke and Porter-Hudak’s estimator of the memory parameter of a long-memory time series. Zbl 0920.62108Hurvich, Clifford M.; Deo, Rohit; Brodsky, Julia 90 1998 Random coefficient autoregressive processes: A Markov chain analysis of stationarity and finiteness of moments. Zbl 0572.62069Feigin, Paul D.; Tweedie, Richard L. 88 1985 A negative binomial integer-valued GARCH model. Zbl 1290.62092Zhu, Fukang 85 2011 On estimating thresholds in autoregressive models. Zbl 0596.62085Chan, K. S.; Tong, H. 77 1986 Analysis of low count time series data by Poisson autoregression. Zbl 1062.62174Freeland, R. K.; McCabe, B. P. M. 76 2004 On the squared residual autocorrelations in nonlinear time series with conditional heteroskedasticity. Zbl 0807.62070Li, W. K.; Mak, T. K. 73 1994 Testing for Gaussianity and linearity of a stationary time series. Zbl 0502.62079Hinich, Melvin J. 72 1982 On generalized fractional processes. Zbl 0685.62075Gray, Henry L.; Zhang, Nien-Fan; Woodward, Wayne A. 71 1989 Existence and stochastic structure of a non-negative integer-valued autoregressive process. Zbl 1127.62402Latour, Alain 68 1998 Bias-corrected nonparametric spectral estimation. Zbl 0811.62088Politis, Dimitris N.; Romano, Joseph P. 67 1995 A distance measure for classifying ARIMA models. Zbl 0691.62083Piccolo, Domenico 64 1990 Change-point detection in panel data. Zbl 1282.62181Horváth, Lajos; Hušková, Marie 61 2012 Least-squares estimation of an unknown number of shifts in a time series. Zbl 0974.62070Lavielle, Marc; Moulines, Eric 60 2000 Kernel regression smoothing of time series. Zbl 0759.62016Härdle, Wolfgang; Vieu, Philippe 60 1992 Inference for \(p\)th-order random coefficient integer-valued autoregressive processes. Zbl 1126.62086Zheng, Haitao; Basawa, Ishwar V.; Datta, Somnath 58 2006 First-order integer valued AR processes with zero inflated Poisson innovations. Zbl 1281.62197Jazi, Mansour Aghababaei; Jones, Geoff; Lai, Chin-Diew 56 2012 A sieve bootstrap for the test of a unit root. Zbl 1036.62070Chang, Yoosoon; Park, Joon Y. 55 2003 Recursive mean adjustment for unit root tests. Zbl 0979.62070Shin, Dong Wan; So, Beong Soo 53 2001 A test for linearity of stationary time series. Zbl 0499.62078Rao, T. Subba; Gabr, M. M. 52 1980 Tests for comparing two estimated spectral densities. Zbl 0581.62076Coates, D. S.; Diggle, P. J. 51 1986 Interventions in INGARCH processes. Zbl 1242.62095Fokianos, Konstantinos; Fried, Roland 50 2010 Large sample properties of parameter estimates for periodic ARMA models. Zbl 0984.62062Basawa, I. V.; Lund, Robert 48 2001 Modelling count data time series with Markov processes based on binomial thinning. Zbl 1111.62085Zhu, Rong; Joe, Harry 47 2006 ARMA models with ARCH errors. Zbl 0549.62079Weiss, Andrew A. 47 1984 Estimation of the memory parameter for nonstationary or noninvertible fractionally integrated processes. Zbl 0813.62081Hurvich, Clifford M.; Ray, Bonnie K. 46 1995 Uniform limit theory for stationary autoregression. Zbl 1114.62087Giraitis, Liudas; Phillips, Peter C. B. 46 2006 Asymptotics for the low-frequency ordinates of the periodogram of a long- memory time series. Zbl 0782.62086Hurvich, Clifford M.; Beltrao, Kaizo I. 46 1993 State-dependent models: A general approach to non-linear time series analysis. Zbl 0496.62076Priestley, M. B. 45 1980 Identifiability in dynamic errors-in-variables models. Zbl 0536.93064Anderson, B. D. O.; Deistler, M. 44 1984 Bootstrapping stationary autoregressive moving-average models. Zbl 0787.62092Kreiss, Jens-Peter; Franke, Jürgen 43 1992 Stationary discrete autoregressive-moving average time series generated by mixtures. Zbl 0526.62084Jacobs, P. A.; Lewis, P. A. W. 42 1983 Spectral analysis with tapered data. Zbl 0552.62068Dahlhaus, Rainer 42 1983 A dependence metric for possibly nonlinear processes. Zbl 1062.62178Granger, C. W.; Maasoumi, E.; Racine, J. 40 2004 Gaussian semiparametric estimation of nonstationary time series. Zbl 0922.62093Velasko, Carlos 40 1999 Quasi-likelihood inference for negative binomial time series models. Zbl 1301.62084Christou, Vasiliki; Fokianos, Konstantinos 40 2014 Difference equations for the higher-order moments and cumulants of the INAR(1) model. Zbl 1062.62167Da Silva, Maria Eduarda; Olivera, Vera Lúcia 38 2004 Determining the bandwidth of a kernel spectrum estimate. Zbl 0608.62118Beltrão, Kaizô I.; Bloomfield, Peter 37 1987 Poisson QMLE of count time series models. Zbl 1381.62244Ahmad, Ali; Francq, Christian 37 2016 Recursive prediction and likelihood evaluation for periodic ARMA models. Zbl 0974.62085Lund, Robert; Basawa, I. V. 37 2000 A \(k\)-factor GARMA long-memory model. Zbl 1017.62083Woodward, Wayne A.; Cheng, Q. C.; Gray, H. L. 37 1998 On the spectral density of the wavelet coefficients of long-memory time series with application to the log-regression estimation of the memory parameter. Zbl 1150.62058Moulines, E.; Roueff, F.; Taqqu, M. S. 37 2007 Inference for single and multiple change-points in time series. Zbl 1275.62061Jandhyala, Venkata; Fotopoulos, Stergios; MacNeill, Ian; Liu, Pengyu 37 2013 Vector autoregressive models with unit roots and reduced rank structure: Estimation, likelihood ratio test, and forecasting. Zbl 0770.62079Reinsel, Gregory C.; Ahn, Sung K. 36 1992 An efficient taper for potentially overdifferenced long-memory time series. Zbl 0958.62085Hurvich, Clifford M.; Chen, Willa W. 36 2000 Time series models in non-normal situation: symmetric innovations. Zbl 0972.62084Tiku, M. L.; Wong, Wing-Keung; Vaughan, David C.; Bian, Guorui 36 2000 Regression, autoregression models. Zbl 0588.62163Hannan, E. J.; Kavalieris, L. 36 1986 Estimation for nonlinear time series models using estimating equations. Zbl 0638.62083Thavaneswaran, A.; Abraham, B. 35 1988 Semiparametric inference in seasonal and cyclical long memory processes. Zbl 0974.62079Arteche, Josu; Robinson, Peter M. 35 2000 Towards a unified approach for proving geometric ergodicity and mixing properties of nonlinear autoregressive processes. Zbl 1092.62091Liebscher, Eckhard 35 2005 Bayesian threshold autoregressive models for nonlinear time series. Zbl 0779.62073Geweke, John; Terui, Nobuhiko 35 1993 Banded and tapered estimates for autocovariance matrices and the linear process bootstrap. Zbl 1226.60052McMurry, Timothy L.; Politis, Dimitris N. 35 2010 The estimation of random coefficient autoregressive models. I. Zbl 0495.62083Nicholls, D. F.; Quinn, B. G. 34 1980 Measuring nonlinear dependence in time-series, a distance correlation approach. Zbl 1301.62095Zhou, Zhou 34 2012 Nonlinear transformations of integrated time series. Zbl 0721.62088Granger, C. W. J.; Hallman, Jeff 34 1991 Highly robust estimation of the autocovariance function. Zbl 0970.62056Ma, Yanyuan; Genton, Marc G. 33 2000 Estimation in random coefficient autoregressive models. Zbl 1112.62084Aue, Alexander; Horváth, Lajos; Steinebach, Josef 33 2006 Changepoints in times series of counts. Zbl 1281.62181Franke, Jürgen; Kirch, Claudia; Tadjuidje Kamgaing, Joseph 32 2012 Inference in autoregression under heteroscedasticity. Zbl 1111.62082Phillips, Peter C. B.; Xu, Ke-Li 31 2006 Bayesian methods for change-point detection in long-range dependent processes. Zbl 1114.62092Ray, Bonnie K.; Tsay, Ruey S. 31 2002 Bayesian analysis of autoregressive time series via the Gibbs sampler. Zbl 0800.62549McCulloch, Robert E.; Tsay, Ruey S. 31 1994 Estimation in nonstationary random coefficient autoregressive models. Zbl 1224.62046Berkes, István; Horváth, Lajos; Ling, Shiqing 31 2009 Bootstrap predictive inference for ARIMA processes. Zbl 1062.62199Pascual, Lorenzo; Romo, Juan; Ruiz, Esther 30 2004 Conditional heteroskedasticity driven by hidden Markov chains. Zbl 0972.62077Francq, Christian; Roussignol, Michel; Zakoïan, Jean-Michel 30 2001 Bayesian inference of threshold autoregressive models. Zbl 0833.62083Chen, Cathy W. S.; Lee, Jack C. 30 1995 Nonparametric autoregression with multiplicative volatility and additive mean. Zbl 0932.62106Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens P. 30 1999 Regression models for non-stationary categorical time series. Zbl 0616.62116Fahrmeir, Ludwig; Kaufmann, Heinz 29 1987 Estimation of the fractional difference parameter in the \(\text{ARIMA}(p,d,q)\) model using the smoothed periodogram. Zbl 0803.62084Reisen, Valderio A. 29 1994 Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis. Zbl 1221.62126Kang, Jiwon; Lee, Sangyeol 29 2009 Distributions of least squares estimators of autoregressive parameters for a process with complex roots on the unit circle. Zbl 0618.62088Ahtola, Juha; Tiao, George C. 28 1987 A test for second-order stationarity of a time series based on the discrete Fourier transform. Zbl 1290.62059Dwivedi, Yogesh; Rao, Suhasini Subba 28 2011 Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long-range dependence. Zbl 0870.62073Giraitis, Liudas; Robinson, Peter M.; Samarov, Alexander 28 1997 Diagnostic checking of nonlinear multivariate time series with multivariate ARCH errors. Zbl 0882.62081Ling, Shiqing; Li, W. K. 28 1997 Consistency of the averaged cross-periodogram in long memory series. Zbl 0938.62103Lobato, Ignacio N. 28 1997 Temporal aggregation in the ARIMA process. Zbl 0614.62115Stram, Daniel O.; Wei, William W. S. 27 1986 Maximum likelihood estimation of higher-order integer-valued autoregressive processes. Zbl 1198.62090Bu, Ruijun; McCabe, Brendan; Hadri, Kaddour 27 2008 (Mis)specification of long memory in seasonal time series. Zbl 0794.62059Hassler, Uwe 27 1994 Using the mutual information coefficient to identify lags in nonlinear models. Zbl 0807.62067Granger, Clive; Lin, Jin-Lung 27 1994 Statistical analysis of economic time series via Markov switching models. Zbl 0807.62096McCulloch, Robert E.; Tsay, Ruey S. 27 1994 First-order rounded integer-valued autoregressive (RINAR(l)) process. Zbl 1224.62060Kachour, M.; Yao, J. F. 27 2009 Spatio-temporal smoothing and EM estimation for massive remote-sensing data sets. Zbl 1294.62119Katzfuss, Matthias; Cressie, Noel 26 2011 Break detection for a class of nonlinear time series models. Zbl 1199.62006Davis, Richard A.; Lee, Thomas C. M.; Rodriguez-Yam, Gabriel A. 26 2008 A wavelet-based test for stationarity. Zbl 0972.62085von Sachs, Rainer; Neumann, Michael H. 26 2000 Consistent estimation of the memory parameter for nonlinear time series. Zbl 1115.62084Dalla, Violetta; Giraitis, Liudas; Hidalgo, Javier 26 2006 Bootstrapping unit root tests for integrated processes. Zbl 1023.62090Swensen, Anders Rygh 26 2003 Nearest-neighbour methods for time series analysis. Zbl 0615.62115Yakowitz, S. 25 1987 Estimation of GARCH models from the autocorrelations of the squares of a process. Zbl 0984.62063Baillie, Richard T.; Chung, Huimin 25 2001 A corrected Akaike information criterion for vector autoregressive model selection. Zbl 0768.62076Hurvich, Clifford M.; Tsai, Chih-Ling 25 1993 Multivariate portmanteau test for autoregressive models with uncorrelated but nonindependent errors. Zbl 1165.62057Francq, Christian; Raïssi, Hamdi 25 2006 Wasserstein autoregressive models for density time series. Zbl 1493.62182Zhang, Chao; Kokoszka, Piotr; Petersen, Alexander 4 2022 Periodic autoregressive conditional duration. Zbl 1493.62089Aknouche, Abdelhakim; Almohaimeed, Bader; Dimitrakopoulos, Stefanos 2 2022 Stationarity and ergodicity of Markov switching positive conditional mean models. Zbl 07569201Aknouche, Abdelhakim; Francq, Christian 2 2022 State heterogeneity analysis of financial volatility using high-frequency financial data. Zbl 1492.91351Chun, Dohyun; Kim, Donggyu 1 2022 Generalized autoregressive moving average models with GARCH errors. 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Zbl 1468.62338Gösmann, Josua; Kley, Tobias; Dette, Holger 7 2021 Extensions of Rosenblatt’s results on the asymptotic behavior of the prediction error for deterministic stationary sequences. Zbl 1489.60052Babayan, Nikolay M.; Ginovyan, Mamikon S.; Taqqu, Murad S. 3 2021 Necessary and sufficient conditions for the identifiability of observation-driven models. Zbl 1493.62518Douc, Randal; Roueff, François; Sim, Tepmony 3 2021 A local limit theorem for linear random fields. Zbl 1477.60046Fortune, Timothy; Peligrad, Magda; Sang, Hailin 2 2021 Mixtures of nonlinear Poisson autoregressions. Zbl 1468.62334Doukhan, Paul; Fokianos, Konstantinos; Rynkiewicz, Joseph 2 2021 Sparsity concepts and estimation procedures for high-dimensional vector autoregressive models. Zbl 1476.62187Krampe, Jonas; Paparoditis, Efstathios 1 2021 Spectral methods for small sample time series: a complete periodogram approach. 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Zbl 1447.62104Miettinen, Jari; Matilainen, Markus; Nordhausen, Klaus; Taskinen, Sara 4 2020 Testing equality of autocovariance operators for functional time series. Zbl 1450.62139Pilavakis, Dimitrios; Paparoditis, Efstathios; Sapatinas, Theofanis 3 2020 Bootstrap inference for GARCH models by the least absolute deviation estimation. Zbl 1455.62185Zhu, Qianqian; Zeng, Ruochen; Li, Guodong 3 2020 A flexible univariate autoregressive time-series model for dispersed count data. Zbl 1445.62238Sellers, Kimberly F.; Peng, Stephen J.; Arab, Ali 3 2020 Spatio-temporal dependence measures for bivariate AR(1) models with \(\alpha \)-stable noise. Zbl 1456.62190Grzesiek, Aleksandra; Sikora, Grzegorz; Teuerle, Marek; Wyłomańska, Agnieszka 3 2020 The marginal density of a TMA(1) process. Zbl 1443.62276Li, Dong; Qiu, Jiaming 3 2020 Robust estimation of stationary continuous-time ARMA models via indirect inference. Zbl 1453.62394Fasen-Hartmann, Vicky; Kimmig, Sebastian 2 2020 Models for circular data from time series spectra. Zbl 1454.37081Taniguchi, Masanobu; Kato, Shogo; Ogata, Hiroaki; Pewsey, Arthur 2 2020 Estimating long memory in panel random-coefficient AR(1) data. Zbl 1448.62062Leipus, Remigijus; Philippe, Anne; Pilipauskaitė, Vytautė; Surgailis, Donatas 2 2020 Two-step estimation for time varying ARCH models. Zbl 1450.62037Zhang, Yuanyuan; Liu, Rong; Shao, Qin; Yang, Lijian 2 2020 Harmonically weighted processes. Zbl 1444.62105Hassler, Uwe; Hosseinkouchack, Mehdi 2 2020 Volatility asymmetry in functional threshold GARCH model. Zbl 1444.62109Sun, Hao; Yu, Bo 2 2020 Empirical characteristic functions-based estimation and distance correlation for locally stationary processes. Zbl 1445.62057Jentsch, Carsten; Leucht, Anne; Meyer, Marco; Beering, Carina 2 2020 Estimating the mean direction of strongly dependent circular time series. 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S. 30 Francq, Christian 30 Ling, Shiqing 30 Thavaneswaran, Aerambamoorthy 29 Gourieroux, Christian 29 Hassler, Uwe 29 Li, Wai Keung 28 Bibi, Abdelouahab 28 Hidalgo, Javier 27 Davis, Richard A. 27 Fokianos, Konstantinos 27 Nielsen, Morten Ørregaard 27 Tjøstheim, Dag B. 26 Beran, Jan 26 Doukhan, Paul 26 Leybourne, Stephen J. 26 Peiris, M. Shelton 26 Saikkonen, Pentti 25 Hušková, Marie 25 Reisen, Valdério Anselmo 24 Lund, Robert B. 24 Ristić, Miroslav M. 24 Wu, Wei Biao 23 Bentarzi, Mohamed 23 Duchesne, Pierre 23 Kapetanios, George 23 Lahiri, Soumendra Nath 23 Wang, Lihong 22 Basawa, Ishwar V. 22 Koul, Hira Lal 22 Leonenko, Nikolai N. 22 Peña, Daniel 22 Psaradakis, Zacharias 22 Yang, Kai 22 Zakoïan, Jean-Michel 21 Cavaliere, Giuseppe 21 Gao, Jiti 21 Jowaheer, Vandna 21 Nordman, Daniel J. 21 Perron, Pierre 21 Pipiras, Vladas 21 Rice, Gregory 20 Battaglia, Francesco Paolo 20 Chan, Ngai Hang 20 Didier, Gustavo 20 Shao, Xiaofeng 19 Bardet, Jean-Marc 19 Kirch, Claudia 19 Sutradhar, Brajendra Chandra 19 Taniguchi, Masanobu 19 Velasco, Carlos 18 Anděl, Jiří 18 Harvey, David I. 18 Jentsch, Carsten 18 Leipus, Remigijus 18 Tran, Lanh Tat 17 Aue, Alexander 17 Kreiß, Jens-Peter 17 Li, Dong 17 Lieberman, Offer 17 Moulines, Eric 17 Nastić, Aleksandar S. 17 Rodrigues, Paulo M. 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