Harvey, Andrew; Palumbo, Dario Regime switching models for circular and linear time series. (English) Zbl 07731483 J. Time Ser. Anal. 44, No. 4, 374-392 (2023). MSC: 62Mxx 62M10 PDFBibTeX XMLCite \textit{A. Harvey} and \textit{D. Palumbo}, J. Time Ser. Anal. 44, No. 4, 374--392 (2023; Zbl 07731483) Full Text: DOI
Caivano, Michele; Harvey, Andrew Time-series models with an EGB2 conditional distribution. (English) Zbl 1311.62141 J. Time Ser. Anal. 35, No. 6, 558-571 (2014). MSC: 62M10 62E15 62F12 62P20 PDFBibTeX XMLCite \textit{M. Caivano} and \textit{A. Harvey}, J. Time Ser. Anal. 35, No. 6, 558--571 (2014; Zbl 1311.62141) Full Text: DOI Link
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
Busetti, Fabio; Harvey, Andrew Further comments on stationarity tests in series with structural breaks at unknown points. (English) Zbl 1112.62087 J. Time Ser. Anal. 24, No. 2, 137-140 (2003). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62G10 62L99 PDFBibTeX XMLCite \textit{F. Busetti} and \textit{A. Harvey}, J. Time Ser. Anal. 24, No. 2, 137--140 (2003; Zbl 1112.62087) Full Text: DOI
Busetti, Fabio; Harvey, Andrew Testing for the presence of a random walk in series with structural breaks. (English) Zbl 0972.62071 J. Time Ser. Anal. 22, No. 2, 127-150 (2001). Reviewer: A.Ya.Olenko (Kyïv) MSC: 62M10 62G10 PDFBibTeX XMLCite \textit{F. Busetti} and \textit{A. Harvey}, J. Time Ser. Anal. 22, No. 2, 127--150 (2001; Zbl 0972.62071) Full Text: DOI Link
Harvey, Andrew; Streibel, Mariane Tests for deterministic versus indeterministic cycles. (English) Zbl 0913.62082 J. Time Ser. Anal. 19, No. 5, 505-529 (1998). MSC: 62M10 62F03 PDFBibTeX XMLCite \textit{A. Harvey} and \textit{M. Streibel}, J. Time Ser. Anal. 19, No. 5, 505--529 (1998; Zbl 0913.62082) Full Text: DOI
Shephard, N. G.; Harvey, A. C. On the probability of estimating a deterministic component in the local level model. (English) Zbl 0702.62082 J. Time Ser. Anal. 11, No. 4, 339-347 (1990). MSC: 62M09 PDFBibTeX XMLCite \textit{N. G. Shephard} and \textit{A. C. Harvey}, J. Time Ser. Anal. 11, No. 4, 339--347 (1990; Zbl 0702.62082) Full Text: DOI
Harvey, A. C.; Robinson, P. M. Efficient estimation of nonstationary time series regression. (English) Zbl 0681.62074 J. Time Ser. Anal. 9, No. 3, 201-214 (1988). MSC: 62M10 62F10 62G05 PDFBibTeX XMLCite \textit{A. C. Harvey} and \textit{P. M. Robinson}, J. Time Ser. Anal. 9, No. 3, 201--214 (1988; Zbl 0681.62074) Full Text: DOI