Li, Yifan Correcting the bias of the sample cross-covariance estimator. (English) Zbl 07804897 J. Time Ser. Anal. 45, No. 2, 214-247 (2024). MSC: 62Mxx PDFBibTeX XMLCite \textit{Y. Li}, J. Time Ser. Anal. 45, No. 2, 214--247 (2024; Zbl 07804897) Full Text: DOI
Tjøstheim, Dag; Jullum, Martin; Løland, Anders Some recent trends in embeddings of time series and dynamic networks. (English) Zbl 07731500 J. Time Ser. Anal. 44, No. 5-6, 686-709 (2023). MSC: 62H25 PDFBibTeX XMLCite \textit{D. Tjøstheim} et al., J. Time Ser. Anal. 44, No. 5--6, 686--709 (2023; Zbl 07731500) Full Text: DOI arXiv
Tavakoli, Shahin; Nisol, Gilles; Hallin, Marc Factor models for high-dimensional functional time series. II: Estimation and forecasting. (English) Zbl 07731496 J. Time Ser. Anal. 44, No. 5-6, 601-621 (2023). MSC: 62Mxx 62M10 62H25 60G10 62P05 PDFBibTeX XMLCite \textit{S. Tavakoli} et al., J. Time Ser. Anal. 44, No. 5--6, 601--621 (2023; Zbl 07731496) Full Text: DOI
Giraitis, Liudas; Marotta, Fulvia Estimation on unevenly spaced time series. (English) Zbl 07731494 J. Time Ser. Anal. 44, No. 5-6, 556-577 (2023). MSC: 62Mxx 37M10 PDFBibTeX XMLCite \textit{L. Giraitis} and \textit{F. Marotta}, J. Time Ser. Anal. 44, No. 5--6, 556--577 (2023; Zbl 07731494) Full Text: DOI
Ioannidis, Evangelos E. A new non-parametric cross-spectrum estimator. (English) Zbl 07730966 J. Time Ser. Anal. 43, No. 5, 808-827 (2022). MSC: 62Mxx 62M15 62N10 62G05 62G20 62E20 PDFBibTeX XMLCite \textit{E. E. Ioannidis}, J. Time Ser. Anal. 43, No. 5, 808--827 (2022; Zbl 07730966) Full Text: DOI
Demetrescu, Matei; Hosseinkouchack, Mehdi Autoregressive spectral estimates under ignored changes in the mean. (English) Zbl 1493.62515 J. Time Ser. Anal. 43, No. 2, 329-340 (2022). MSC: 62M10 PDFBibTeX XMLCite \textit{M. Demetrescu} and \textit{M. Hosseinkouchack}, J. Time Ser. Anal. 43, No. 2, 329--340 (2022; Zbl 1493.62515) 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
Das, Sourav; Rao, Suhasini Subba; Yang, Junho Spectral methods for small sample time series: a complete periodogram approach. (English) Zbl 1476.62180 J. Time Ser. Anal. 42, No. 5-6, 597-621 (2021). MSC: 62M10 62M15 PDFBibTeX XMLCite \textit{S. Das} et al., J. Time Ser. Anal. 42, No. 5--6, 597--621 (2021; Zbl 1476.62180) Full Text: DOI arXiv
Braumann, Alexander; Kreiss, Jens-Peter; Meyer, Marco Simultaneous inference for autocovariances based on autoregressive sieve bootstrap. (English) Zbl 1476.62179 J. Time Ser. Anal. 42, No. 5-6, 534-553 (2021). MSC: 62M10 62G09 62G15 PDFBibTeX XMLCite \textit{A. Braumann} et al., J. Time Ser. Anal. 42, No. 5--6, 534--553 (2021; Zbl 1476.62179) Full Text: DOI
Parente, Paulo M. D. C.; Smith, Richard J. Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models. (English) Zbl 1469.62346 J. Time Ser. Anal. 42, No. 4, 377-405 (2021). MSC: 62M10 62G09 PDFBibTeX XMLCite \textit{P. M. D. C. Parente} and \textit{R. J. Smith}, J. Time Ser. Anal. 42, No. 4, 377--405 (2021; Zbl 1469.62346) Full Text: DOI
Chen, Kun; Huang, Rui Robust empirical likelihood for time series. (English) Zbl 1468.62333 J. Time Ser. Anal. 42, No. 1, 4-18 (2021). MSC: 62M10 62M15 62F12 62F35 PDFBibTeX XMLCite \textit{K. Chen} and \textit{R. Huang}, J. Time Ser. Anal. 42, No. 1, 4--18 (2021; Zbl 1468.62333) Full Text: DOI
Rubín, Tomáš; Panaretos, Victor M. Functional lagged regression with sparse noisy observations. (English) Zbl 1454.62271 J. Time Ser. Anal. 41, No. 6, 858-882 (2020). Reviewer: Denis Sidorov (Irkutsk) MSC: 62M10 62R10 62G08 62H25 62M15 60G10 62P35 86A32 PDFBibTeX XMLCite \textit{T. Rubín} and \textit{V. M. Panaretos}, J. Time Ser. Anal. 41, No. 6, 858--882 (2020; Zbl 1454.62271) Full Text: DOI arXiv
Nunes, Matthew Book review of: R. H. Shumway and D. S. Stoffer, Time series. A data analysis approach using R. (English) Zbl 1435.00037 J. Time Ser. Anal. 41, No. 3, 485-486 (2020). MSC: 00A17 62-02 62M10 62-08 62M15 PDFBibTeX XMLCite \textit{M. Nunes}, J. Time Ser. Anal. 41, No. 3, 485--486 (2020; Zbl 1435.00037) Full Text: DOI
Hassler, Uwe; Hosseinkouchack, Mehdi Harmonically weighted processes. (English) Zbl 1444.62105 J. Time Ser. Anal. 41, No. 1, 41-66 (2020). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62M10 62R10 60F17 60G10 62P20 PDFBibTeX XMLCite \textit{U. Hassler} and \textit{M. Hosseinkouchack}, J. Time Ser. Anal. 41, No. 1, 41--66 (2020; Zbl 1444.62105) Full Text: DOI
Zhu, Tingyi; Politis, Dimitris N. Higher-order accurate spectral density estimation of functional time series. (English) Zbl 1442.62207 J. Time Ser. Anal. 41, No. 1, 3-20 (2020). Reviewer: Denis Sidorov (Irkutsk) MSC: 62M10 62M15 62R10 62H12 62H30 62G10 PDFBibTeX XMLCite \textit{T. Zhu} and \textit{D. N. Politis}, J. Time Ser. Anal. 41, No. 1, 3--20 (2020; Zbl 1442.62207) Full Text: DOI arXiv
Rice, Gregory; Shum, Marco Inference for the lagged cross-covariance operator between functional time series. (English) Zbl 1434.62248 J. Time Ser. Anal. 40, No. 5, 665-692 (2019). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62R10 62M10 91B84 62G10 PDFBibTeX XMLCite \textit{G. Rice} and \textit{M. Shum}, J. Time Ser. Anal. 40, No. 5, 665--692 (2019; Zbl 1434.62248) Full Text: DOI arXiv
Gupta, Abhimanyu; Hidalgo, Javier Order selection and inference with long memory dependent data. (English) Zbl 1422.62282 J. Time Ser. Anal. 40, No. 4, 425-446 (2019). MSC: 62M10 62G30 62M15 62B10 65C05 PDFBibTeX XMLCite \textit{A. Gupta} and \textit{J. Hidalgo}, J. Time Ser. Anal. 40, No. 4, 425--446 (2019; Zbl 1422.62282) Full Text: DOI Link
Gorrostieta, Cristina; Ombao, Hernando; von Sachs, Rainer Time-dependent dual-frequency coherence in multivariate non-stationary time series. (English) Zbl 1434.62187 J. Time Ser. Anal. 40, No. 1, 3-22 (2019). Reviewer: Romeo Negrea (Timişoara) MSC: 62M10 60G12 62H12 62M15 62G05 PDFBibTeX XMLCite \textit{C. Gorrostieta} et al., J. Time Ser. Anal. 40, No. 1, 3--22 (2019; Zbl 1434.62187) Full Text: DOI
Bagchi, Pramita; Characiejus, Vaidotas; Dette, Holger A simple test for white noise in functional time series. (English) Zbl 1416.62475 J. Time Ser. Anal. 39, No. 1, 54-74 (2018). MSC: 62M10 62M07 PDFBibTeX XMLCite \textit{P. Bagchi} et al., J. Time Ser. Anal. 39, No. 1, 54--74 (2018; Zbl 1416.62475) 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
Jesus, Joao; Chandler, Richard E. Inference with the Whittle likelihood: a tractable approach using estimating functions. (English) Zbl 1360.62458 J. Time Ser. Anal. 38, No. 2, 204-224 (2017). MSC: 62M10 62M15 62E20 62F12 PDFBibTeX XMLCite \textit{J. Jesus} and \textit{R. E. Chandler}, J. Time Ser. Anal. 38, No. 2, 204--224 (2017; Zbl 1360.62458) Full Text: DOI Link
Krafty, Robert T. Discriminant analysis of time series in the presence of within-group spectral variability. (English) Zbl 1359.62374 J. Time Ser. Anal. 37, No. 4, 435-450 (2016). MSC: 62M10 62F12 62M15 62H30 PDFBibTeX XMLCite \textit{R. T. Krafty}, J. Time Ser. Anal. 37, No. 4, 435--450 (2016; Zbl 1359.62374) Full Text: DOI arXiv Link
Rao, Tata Subba; Das, Sourav; Boshnakov, Georgi N. A frequency domain approach for the estimation of parameters of spatio-temporal stationary random processes. (English) Zbl 1311.62138 J. Time Ser. Anal. 35, No. 4, 357-377 (2014). MSC: 62M09 62M30 62M10 62P12 PDFBibTeX XMLCite \textit{T. S. Rao} et al., J. Time Ser. Anal. 35, No. 4, 357--377 (2014; Zbl 1311.62138) Full Text: DOI Link
Zhou, Zhou Measuring nonlinear dependence in time-series, a distance correlation approach. (English) Zbl 1301.62095 J. Time Ser. Anal. 33, No. 3, 438-457 (2012). MSC: 62M10 62H20 62P05 PDFBibTeX XMLCite \textit{Z. Zhou}, J. Time Ser. Anal. 33, No. 3, 438--457 (2012; Zbl 1301.62095) Full Text: DOI
Paparoditis, Efstathios; Politis, Dimitris N. Nonlinear spectral density estimation: thresholding the correlogram. (English) Zbl 1301.62041 J. Time Ser. Anal. 33, No. 3, 386-397 (2012). MSC: 62G07 62M15 62M10 PDFBibTeX XMLCite \textit{E. Paparoditis} and \textit{D. N. Politis}, J. Time Ser. Anal. 33, No. 3, 386--397 (2012; Zbl 1301.62041) Full Text: DOI
Solo, Victor; Pasha, Ahmed A test for independence between a point process and an analogue signal. (English) Zbl 1281.62118 J. Time Ser. Anal. 33, No. 5, 824-840 (2012). MSC: 62G10 62P10 60G55 92C20 60J75 PDFBibTeX XMLCite \textit{V. Solo} and \textit{A. Pasha}, J. Time Ser. Anal. 33, No. 5, 824--840 (2012; Zbl 1281.62118) Full Text: DOI
Gorrostieta, Cristina; Ombao, Hernando; Prado, Raquel; Patel, Shaun; Eskandar, Emad Exploring dependence between brain signals in a monkey during learning. (English) Zbl 1281.92012 J. Time Ser. Anal. 33, No. 5, 771-778 (2012). MSC: 92C20 62P10 62M15 62M10 PDFBibTeX XMLCite \textit{C. Gorrostieta} et al., J. Time Ser. Anal. 33, No. 5, 771--778 (2012; Zbl 1281.92012) Full Text: DOI
Brillinger, David R. The Nicholson blowfly experiments: some history and EDA. (English) Zbl 1281.62191 J. Time Ser. Anal. 33, No. 5, 718-723 (2012). MSC: 62M10 62M15 92D25 PDFBibTeX XMLCite \textit{D. R. Brillinger}, J. Time Ser. Anal. 33, No. 5, 718--723 (2012; Zbl 1281.62191) Full Text: DOI
Craigmile, Peter F.; Guttorp, Peter Space-time modelling of trends in temperature series. (English) Zbl 1294.62194 J. Time Ser. Anal. 32, No. 4, 378-395 (2011). MSC: 62M10 62M30 62P12 86A32 PDFBibTeX XMLCite \textit{P. F. Craigmile} and \textit{P. Guttorp}, J. Time Ser. Anal. 32, No. 4, 378--395 (2011; Zbl 1294.62194) 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
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
Sergides, Marios; Paparoditis, Efstathios Bootstrapping the local periodogram of locally stationary processes. (English) Zbl 1164.62062 J. Time Ser. Anal. 29, No. 2, 264-299 (2008). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62M15 62G09 62G20 62G07 62M10 PDFBibTeX XMLCite \textit{M. Sergides} and \textit{E. Paparoditis}, J. Time Ser. Anal. 29, No. 2, 264--299 (2008; Zbl 1164.62062) Full Text: DOI
Avarucci, Marco; Marinucci, Domenico Polynomial cointegration between stationary processes with long memory. (English) Zbl 1150.62036 J. Time Ser. Anal. 28, No. 6, 923-942 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62M10 62M15 33C90 PDFBibTeX XMLCite \textit{M. Avarucci} and \textit{D. Marinucci}, J. Time Ser. Anal. 28, No. 6, 923--942 (2007; Zbl 1150.62036) Full Text: DOI arXiv
Soltani, A. R.; Azimmohseni, M. Simulation of real-valued discrete-time periodically correlated Gaussian processes with prescribed spectral density matrices. (English) Zbl 1150.62059 J. Time Ser. Anal. 28, No. 2, 225-240 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62M15 65C60 62M10 PDFBibTeX XMLCite \textit{A. R. Soltani} and \textit{M. Azimmohseni}, J. Time Ser. Anal. 28, No. 2, 225--240 (2007; Zbl 1150.62059) Full Text: DOI
Hidalgo, Javier A nonparametric test for weak dependence against strong cycles and its bootstrap analogue. (English) Zbl 1165.62066 J. Time Ser. Anal. 28, No. 3, 307-349 (2007). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M10 62G10 62G09 PDFBibTeX XMLCite \textit{J. Hidalgo}, J. Time Ser. Anal. 28, No. 3, 307--349 (2006; Zbl 1165.62066) Full Text: DOI
Kakizawa, Yoshihide Bernstein polynomial estimation of a spectral density. (English) Zbl 1115.62096 J. Time Ser. Anal. 27, No. 2, 253-287 (2006). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M15 62G07 62G20 62G05 PDFBibTeX XMLCite \textit{Y. Kakizawa}, J. Time Ser. Anal. 27, No. 2, 253--287 (2006; Zbl 1115.62096) Full Text: DOI
Hirukawa, Masayuki A modified nonparametric prewhitened covariance estimator. (English) Zbl 1120.62072 J. Time Ser. Anal. 27, No. 3, 441-476 (2006). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M10 62M15 62G20 62G05 62G07 PDFBibTeX XMLCite \textit{M. Hirukawa}, J. Time Ser. Anal. 27, No. 3, 441--476 (2006; Zbl 1120.62072) Full Text: DOI
Paparoditis, Efstathios Testing the fit of a vector autoregressive moving average model. (English) Zbl 1090.62096 J. Time Ser. Anal. 26, No. 4, 543-568 (2005). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M10 62G10 62G09 62M15 62E20 PDFBibTeX XMLCite \textit{E. Paparoditis}, J. Time Ser. Anal. 26, No. 4, 543--568 (2005; Zbl 1090.62096) Full Text: DOI
Ioannidis, E. E.; Chronis, G. A. Extreme spectra of VAR models and orders of near cointegration. (English) Zbl 1092.62095 J. Time Ser. Anal. 26, No. 3, 399-421 (2005). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M15 62M10 PDFBibTeX XMLCite \textit{E. E. Ioannidis} and \textit{G. A. Chronis}, J. Time Ser. Anal. 26, No. 3, 399--421 (2005; Zbl 1092.62095) Full Text: DOI
Camba-Mendez, Gonzalo; Kapetanios, George Estimating the rank of the spectral density matrix. (English) Zbl 1091.62092 J. Time Ser. Anal. 26, No. 1, 37-48 (2005). Reviewer: N. M. Zinchenko (Kyïv) MSC: 62M15 62H12 62M10 PDFBibTeX XMLCite \textit{G. Camba-Mendez} and \textit{G. Kapetanios}, J. Time Ser. Anal. 26, No. 1, 37--48 (2005; Zbl 1091.62092) Full Text: DOI Link
Kato, Takeshi; Masry, Elias A time-domain semi-parametric estimate for strongly dependent continuous-time stationary processes. (English) Zbl 1050.62086 J. Time Ser. Anal. 24, No. 6, 679-703 (2003). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M09 65C05 60F05 PDFBibTeX XMLCite \textit{T. Kato} and \textit{E. Masry}, J. Time Ser. Anal. 24, No. 6, 679--703 (2003; Zbl 1050.62086) Full Text: DOI
Ghosh, Malay; Heo, Jungeun Default Bayesian priors for regression models with first-order autoregressive residuals. (English) Zbl 1051.62026 J. Time Ser. Anal. 24, No. 3, 269-282 (2003). Reviewer: N. M. Zinchenko (Kyïv) MSC: 62F15 62M10 62G99 PDFBibTeX XMLCite \textit{M. Ghosh} and \textit{J. Heo}, J. Time Ser. Anal. 24, No. 3, 269--282 (2003; Zbl 1051.62026) Full Text: DOI
Dehay, D.; Monsan, V. Random sampling estimation for almost periodically correlated processes. (English) Zbl 0858.62082 J. Time Ser. Anal. 17, No. 5, 425-445 (1996). MSC: 62M15 62G20 PDFBibTeX XMLCite \textit{D. Dehay} and \textit{V. Monsan}, J. Time Ser. Anal. 17, No. 5, 425--445 (1996; Zbl 0858.62082) Full Text: DOI
Rigas, A. G. Spectral analysis of a stationary bivariate point process with applications to neurophysiological problems. (English) Zbl 0845.62066 J. Time Ser. Anal. 17, No. 2, 171-187 (1996). MSC: 62M15 92C20 62F12 PDFBibTeX XMLCite \textit{A. G. Rigas}, J. Time Ser. Anal. 17, No. 2, 171--187 (1996; Zbl 0845.62066) Full Text: DOI
Kooperberg, Charles; Stone, Charles J.; Truong, Young K. Rate of convergence for logspline spectral density estimation. (English) Zbl 0832.62082 J. Time Ser. Anal. 16, No. 4, 389-401 (1995). MSC: 62M15 62G20 62M10 PDFBibTeX XMLCite \textit{C. Kooperberg} et al., J. Time Ser. Anal. 16, No. 4, 389--401 (1995; Zbl 0832.62082) Full Text: DOI
Kooperberg, Charles; Stone, Charles J.; Truong, Young K. Logspline estimation of a possibly mixed spectral distribution. (English) Zbl 0832.62083 J. Time Ser. Anal. 16, No. 4, 359-388 (1995). MSC: 62M15 62M10 65C99 PDFBibTeX XMLCite \textit{C. Kooperberg} et al., J. Time Ser. Anal. 16, No. 4, 359--388 (1995; Zbl 0832.62083) Full Text: DOI
Dargahi-Noubary, G. R. Stochastic modeling and identification of seismic records based on established deterministic formulations. (English) Zbl 0813.62101 J. Time Ser. Anal. 16, No. 2, 201-219 (1995). MSC: 62P99 62M10 86A15 PDFBibTeX XMLCite \textit{G. R. Dargahi-Noubary}, J. Time Ser. Anal. 16, No. 2, 201--219 (1995; Zbl 0813.62101) Full Text: DOI
Politis, Dimitris N.; Romano, Joseph P. Bias-corrected nonparametric spectral estimation. (English) Zbl 0811.62088 J. Time Ser. Anal. 16, No. 1, 67-103 (1995). MSC: 62M15 62G05 62G20 62M10 PDFBibTeX XMLCite \textit{D. N. Politis} and \textit{J. P. Romano}, J. Time Ser. Anal. 16, No. 1, 67--103 (1995; Zbl 0811.62088) Full Text: DOI
Taniguchi, Masanobu; Kondo, Masao Non-parametric approach in time series analysis. (English) Zbl 0780.62044 J. Time Ser. Anal. 14, No. 4, 397-408 (1993). MSC: 62G10 62M15 62G05 62G20 PDFBibTeX XMLCite \textit{M. Taniguchi} and \textit{M. Kondo}, J. Time Ser. Anal. 14, No. 4, 397--408 (1993; Zbl 0780.62044) Full Text: DOI
Zhang, H.-C. Reduction of the asymptotic bias of autoregressive and spectral estimators by tapering. (English) Zbl 0753.62063 J. Time Ser. Anal. 13, No. 5, 451-469 (1992). MSC: 62M10 62M15 62F12 62E20 PDFBibTeX XMLCite \textit{H. C. Zhang}, J. Time Ser. Anal. 13, No. 5, 451--469 (1992; Zbl 0753.62063) Full Text: DOI
Lii, K.-S.; Tsou, T.-H. Detecting sinusoids in non-Gaussian noise. (English) Zbl 0753.62065 J. Time Ser. Anal. 13, No. 5, 391-409 (1992). MSC: 62M15 62E20 65C05 PDFBibTeX XMLCite \textit{K. S. Lii} and \textit{T. H. Tsou}, J. Time Ser. Anal. 13, No. 5, 391--409 (1992; Zbl 0753.62065) Full Text: DOI
Sakaguchi, Fuminori A relation for ‘linearity’ of the bispectrum. (English) Zbl 0721.62093 J. Time Ser. Anal. 12, No. 3, 267-272 (1991). MSC: 62M15 PDFBibTeX XMLCite \textit{F. Sakaguchi}, J. Time Ser. Anal. 12, No. 3, 267--272 (1991; Zbl 0721.62093) 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
Bhansali, R. J. Estimation of the moving-average representation of a stationary process by autoregressive model fitting. (English) Zbl 0712.62086 J. Time Ser. Anal. 10, No. 3, 215-232 (1989). MSC: 62M10 62G07 62E20 62G20 PDFBibTeX XMLCite \textit{R. J. Bhansali}, J. Time Ser. Anal. 10, No. 3, 215--232 (1989; Zbl 0712.62086) Full Text: DOI
Yajima, Yoshihiro A central limit theorem of Fourier transforms of strongly dependent stationary processes. (English) Zbl 0692.60024 J. Time Ser. Anal. 10, No. 4, 375-383 (1989). Reviewer: H.Takahata MSC: 60F05 60G10 PDFBibTeX XMLCite \textit{Y. Yajima}, J. Time Ser. Anal. 10, No. 4, 375--383 (1989; Zbl 0692.60024) Full Text: DOI
Mélard, Guy; Herteleer-de Schutter, Annie Contributions to evolutionary spectral theory. (English) Zbl 0686.62072 J. Time Ser. Anal. 10, No. 1, 41-63 (1989). Reviewer: P.A.Morettin MSC: 62M15 PDFBibTeX XMLCite \textit{G. Mélard} and \textit{A. Herteleer-de Schutter}, J. Time Ser. Anal. 10, No. 1, 41--63 (1989; Zbl 0686.62072) Full Text: DOI Link
Pawitan, Yudianto; Shumway, R. H. Spectral estimation and deconvolution for a linear time series model. (English) Zbl 0671.62093 J. Time Ser. Anal. 10, No. 2, 115-129 (1989). MSC: 62M15 62G05 PDFBibTeX XMLCite \textit{Y. Pawitan} and \textit{R. H. Shumway}, J. Time Ser. Anal. 10, No. 2, 115--129 (1989; Zbl 0671.62093) Full Text: DOI
Tian, C. J. A limiting property of sample autocovariances of periodically correlated processes with application to period determination. (English) Zbl 0668.62067 J. Time Ser. Anal. 9, No. 4, 411-417 (1988). MSC: 62M10 PDFBibTeX XMLCite \textit{C. J. Tian}, J. Time Ser. Anal. 9, No. 4, 411--417 (1988; Zbl 0668.62067) Full Text: DOI
Sesay, S. A. O.; Subba Rao, T. Yule-Walker type difference equations for higher-order moments and cumulants for bilinear time series models. (English) Zbl 0668.62065 J. Time Ser. Anal. 9, No. 4, 385-401 (1988). MSC: 62M10 39A10 PDFBibTeX XMLCite \textit{S. A. O. Sesay} and \textit{T. Subba Rao}, J. Time Ser. Anal. 9, No. 4, 385--401 (1988; Zbl 0668.62065) Full Text: DOI
Li, W. K.; McLeod, A. I. ARMA modelling with non-Gaussian innovations. (English) Zbl 0637.62079 J. Time Ser. Anal. 9, No. 2, 155-168 (1988). MSC: 62M10 62E20 62F12 62H12 PDFBibTeX XMLCite \textit{W. K. Li} and \textit{A. I. McLeod}, J. Time Ser. Anal. 9, No. 2, 155--168 (1988; Zbl 0637.62079) Full Text: DOI
Battaglia, Francesco On the estimation of the inverse correlation function. (English) Zbl 0635.62089 J. Time Ser. Anal. 9, No. 1, 1-10 (1988). MSC: 62M10 62E20 PDFBibTeX XMLCite \textit{F. Battaglia}, J. Time Ser. Anal. 9, No. 1, 1--10 (1988; Zbl 0635.62089) Full Text: DOI
Kashyap, R. L.; Eom, Kie-Bum Estimation in long-memory time series model. (English) Zbl 0635.62085 J. Time Ser. Anal. 9, No. 1, 35-41 (1988). MSC: 62M10 62F10 PDFBibTeX XMLCite \textit{R. L. Kashyap} and \textit{K.-B. Eom}, J. Time Ser. Anal. 9, No. 1, 35--41 (1988; Zbl 0635.62085) Full Text: DOI
Stoffer, David S. Walsh-Fourier analysis of discrete-valued time series. (English) Zbl 0656.62101 J. Time Ser. Anal. 8, 449-467 (1987). Reviewer: E.J.Hannan MSC: 62M15 PDFBibTeX XMLCite \textit{D. S. Stoffer}, J. Time Ser. Anal. 8, 449--467 (1987; Zbl 0656.62101) Full Text: DOI
O’Brien, C. A test for non-linearity of prediction in time series. (English) Zbl 0617.62104 J. Time Ser. Anal. 8, 313-327 (1987). MSC: 62M20 62M10 62M07 86A05 PDFBibTeX XMLCite \textit{C. O'Brien}, J. Time Ser. Anal. 8, 313--327 (1987; Zbl 0617.62104) Full Text: DOI
Beltrão, Kaizô I.; Bloomfield, Peter Determining the bandwidth of a kernel spectrum estimate. (English) Zbl 0608.62118 J. Time Ser. Anal. 8, 21-38 (1987). Reviewer: D.Galea MSC: 62M15 62M09 60G15 PDFBibTeX XMLCite \textit{K. I. Beltrão} and \textit{P. Bloomfield}, J. Time Ser. Anal. 8, 21--38 (1987; Zbl 0608.62118) Full Text: DOI
Härdle, Wolfgang; Tuan, Pham-Dinh Some theory on M-smoothing of time series. (English) Zbl 0607.62116 J. Time Ser. Anal. 7, 191-204 (1986). Reviewer: P.Stoica MSC: 62M20 62M10 62G05 PDFBibTeX XMLCite \textit{W. Härdle} and \textit{P.-D. Tuan}, J. Time Ser. Anal. 7, 191--204 (1986; Zbl 0607.62116) Full Text: DOI
Bhansali, R. J. The criterion autoregressive transfer function of Parzen. (English) Zbl 0597.62093 J. Time Ser. Anal. 7, 79-104 (1986). Reviewer: T.Cipra MSC: 62M10 PDFBibTeX XMLCite \textit{R. J. Bhansali}, J. Time Ser. Anal. 7, 79--104 (1986; Zbl 0597.62093) Full Text: DOI
Ashley, Richard A.; Patterson, Douglas M.; Hinich, Melvin J. A diagnostic test for nonlinear serial dependence in time series fitting errors. (English) Zbl 0596.62086 J. Time Ser. Anal. 7, 165-178 (1986). MSC: 62M10 62M07 PDFBibTeX XMLCite \textit{R. A. Ashley} et al., J. Time Ser. Anal. 7, 165--178 (1986; Zbl 0596.62086) 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
Milhøj, Anders Multiplicative exponential models for stationary time series. (English) Zbl 0544.62087 J. Time Ser. Anal. 5, 19-35 (1984). Reviewer: H.Hietikko MSC: 62M15 62M10 62P20 PDFBibTeX XMLCite \textit{A. Milhøj}, J. Time Ser. Anal. 5, 19--35 (1984; Zbl 0544.62087) Full Text: DOI
Bhansali, R. J. Estimation of the order of a moving average model from autoregressive and window estimates of the inverse correlation function. (English) Zbl 0556.62065 J. Time Ser. Anal. 4, 137-162 (1983). Reviewer: R.Schlittgen MSC: 62M10 62E20 PDFBibTeX XMLCite \textit{R. J. Bhansali}, J. Time Ser. Anal. 4, 137--162 (1983; Zbl 0556.62065) Full Text: DOI
Dahlhaus, Rainer Spectral analysis with tapered data. (English) Zbl 0552.62068 J. Time Ser. Anal. 4, 163-175 (1983). Reviewer: M.A.Mirzahmedov MSC: 62M15 PDFBibTeX XMLCite \textit{R. Dahlhaus}, J. Time Ser. Anal. 4, 163--175 (1983; Zbl 0552.62068) Full Text: DOI
Morettin, Pedro A. A note on a central limit theorem for stationary processes. (English) Zbl 0531.60027 J. Time Ser. Anal. 4, 49-52 (1983). Reviewer: L.Hahn MSC: 60F05 42C10 PDFBibTeX XMLCite \textit{P. A. Morettin}, J. Time Ser. Anal. 4, 49--52 (1983; Zbl 0531.60027) Full Text: DOI
Krogstad, Harald E. On the covariance of the periodogram. (English) Zbl 0506.62074 J. Time Ser. Anal. 3, 195-207 (1982). MSC: 62M15 62M09 PDFBibTeX XMLCite \textit{H. E. Krogstad}, J. Time Ser. Anal. 3, 195--207 (1982; Zbl 0506.62074) Full Text: DOI
Hinich, Melvin J. Testing for Gaussianity and linearity of a stationary time series. (English) Zbl 0502.62079 J. Time Ser. Anal. 3, 169-176 (1982). MSC: 62M15 62M10 PDFBibTeX XMLCite \textit{M. J. Hinich}, J. Time Ser. Anal. 3, 169--176 (1982; Zbl 0502.62079) Full Text: DOI
Hasan, T. Nonlinear time series regression for a class of amplitude modulated cosinusoids. (English) Zbl 0492.62079 J. Time Ser. Anal. 3, 109-122 (1982). MSC: 62M10 60F05 62J02 PDFBibTeX XMLCite \textit{T. Hasan}, J. Time Ser. Anal. 3, 109--122 (1982; Zbl 0492.62079) Full Text: DOI
Dargahi-Noubary, G. R.; Laycock, P. J. Spectral ratio discriminants and information theory. (English) Zbl 0509.62052 J. Time Ser. Anal. 2, 71-86 (1981). MSC: 62H30 62P99 62M99 62B10 PDFBibTeX XMLCite \textit{G. R. Dargahi-Noubary} and \textit{P. J. Laycock}, J. Time Ser. Anal. 2, 71--86 (1981; Zbl 0509.62052) Full Text: DOI
Pemberton, J.; Tong, H. A note on the distributions of non-linear autoregressive stochastic models. (English) Zbl 0486.62024 J. Time Ser. Anal. 2, 49-52 (1981). MSC: 62E15 62M10 PDFBibTeX XMLCite \textit{J. Pemberton} and \textit{H. Tong}, J. Time Ser. Anal. 2, 49--52 (1981; Zbl 0486.62024) Full Text: DOI
Rao, T. Subba; Gabr, M. M. A test for linearity of stationary time series. (English) Zbl 0499.62078 J. Time Ser. Anal. 1, 145-158 (1980). MSC: 62M10 62M15 PDFBibTeX XMLCite \textit{T. S. Rao} and \textit{M. M. Gabr}, J. Time Ser. Anal. 1, 145--158 (1980; Zbl 0499.62078) Full Text: DOI
Deaton, Michael L.; Foutz, Robert V. Group delay and the time-lag relationship between stochastic processes. (English) Zbl 0498.60037 J. Time Ser. Anal. 1, 111-118 (1980). MSC: 60G10 PDFBibTeX XMLCite \textit{M. L. Deaton} and \textit{R. V. Foutz}, J. Time Ser. Anal. 1, 111--118 (1980; Zbl 0498.60037) Full Text: DOI
Brillinger, David R. The comparison of least squares and third-order periodogram procedures in the estimation of bifrequency. (English) Zbl 0486.62098 J. Time Ser. Anal. 1, 95-102 (1980). MSC: 62M15 62E20 62M10 PDFBibTeX XMLCite \textit{D. R. Brillinger}, J. Time Ser. Anal. 1, 95--102 (1980; Zbl 0486.62098) Full Text: DOI