Journal of Time Series Analysis Short Title: J. Time Ser. Anal. Publisher: Wiley (Wiley-Blackwell), Oxford ISSN: 0143-9782; 1467-9892/e Online: https://onlinelibrary.wiley.com/loi/14679892 Comments: Journal; Indexed cover-to-cover Documents Indexed: 1,665 Publications (since 1980) References Indexed: 1,364 Publications with 32,949 References. all top 5 Latest Issues 45, No. 2 (2024) 45, No. 1 (2024) 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) ...and 114 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 Kurozumi, Eiji 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 McCabe, Brendan P. M. 8 Poskitt, Donald Stephen 8 Pourahmadi, Mohsen 7 Aknouche, Abdelhakim 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 Aue, Alexander 6 Basawa, Ishwar V. 6 Battaglia, Francesco Paolo 6 Boshnakov, Georgi N. 6 Chan, Kung-Sik 6 Chanda, Kamal C. 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 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 Anderson, Paul L. 5 Anderson, Theodore Wilbur jun. 5 Beltrão, Kaizô Iwakami 5 Bhansali, Rajendra J. 5 Billard, Lynne 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 McElroy, Tucker S. 5 Peña, Daniel 5 Pham Dinh Tuan 5 Pipiras, Vladas 5 Rahbek, Anders ...and 1,650 more Authors all top 5 Fields 1,633 Statistics (62-XX) 288 Probability theory and stochastic processes (60-XX) 172 Numerical analysis (65-XX) 123 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 1,347 Publications have been cited 14,931 times in 8,158 Documents Cited by ▼ Year ▼ An introduction to long-memory time series models and fractional differencing. Zbl 0503.62079 Granger, C. W. J.; Joyeux, Roselyne 512 1980 The estimation and application of long memory time series models. Zbl 0534.62062 Geweke, John; Porter-Hudak, Susan 375 1983 First-order integer-valued autoregressive (INAR(1)) process. Zbl 0617.62096 Al-Osh, M. A.; Alzaid, A. A. 358 1987 Nonparametric estimators for time series. Zbl 0544.62082 Robinson, P. M. 201 1983 Integer-valued GARCH process. Zbl 1150.62046 Ferland, René; Latour, Alain; Oraichi, Driss 192 2006 Multivariate local polynomial regression for time series: Uniform strong consistency and rates. Zbl 0876.62075 Masry, Elias 191 1996 The integer-valued autoregressive (INAR(p)) model. Zbl 0727.62084 Du, Jinguan; Li, Yuan 161 1991 An approach to time series smoothing and forecasting using the EM algorithm. Zbl 0502.62085 Shumway, R. H.; Stoffer, D. S. 158 1982 Data augmentation and dynamic linear models. Zbl 0815.62065 Frühwirth-Schnatter, Sylvia 138 1994 Structural breaks in time series. Zbl 1274.62553 Aue, Alexander; Horváth, Lajos 133 2013 Least squares estimation of a shift in linear processes. Zbl 0808.62079 Bai, Jushan 128 1994 Diagnostic checking ARMA time series models using squared-residual autocorrelations. Zbl 0536.62067 McLeod, A. I.; Li, W. K. 119 1983 The mean squared error of Geweke and Porter-Hudak’s estimator of the memory parameter of a long-memory time series. Zbl 0920.62108 Hurvich, Clifford M.; Deo, Rohit; Brodsky, Julia 93 1998 A negative binomial integer-valued GARCH model. Zbl 1290.62092 Zhu, Fukang 93 2011 Random coefficient autoregressive processes: A Markov chain analysis of stationarity and finiteness of moments. Zbl 0572.62069 Feigin, Paul D.; Tweedie, Richard L. 91 1985 Analysis of low count time series data by Poisson autoregression. Zbl 1062.62174 Freeland, R. K.; McCabe, B. P. M. 82 2004 On estimating thresholds in autoregressive models. Zbl 0596.62085 Chan, K. S.; Tong, H. 79 1986 On generalized fractional processes. Zbl 0685.62075 Gray, Henry L.; Zhang, Nien-Fan; Woodward, Wayne A. 78 1989 On the squared residual autocorrelations in nonlinear time series with conditional heteroskedasticity. Zbl 0807.62070 Li, W. K.; Mak, T. K. 76 1994 Testing for Gaussianity and linearity of a stationary time series. Zbl 0502.62079 Hinich, Melvin J. 75 1982 Existence and stochastic structure of a non-negative integer-valued autoregressive process. Zbl 1127.62402 Latour, Alain 72 1998 Bias-corrected nonparametric spectral estimation. Zbl 0811.62088 Politis, Dimitris N.; Romano, Joseph P. 72 1995 Change-point detection in panel data. Zbl 1282.62181 Horváth, Lajos; Hušková, Marie 68 2012 First-order integer valued AR processes with zero inflated Poisson innovations. Zbl 1281.62197 Jazi, Mansour Aghababaei; Jones, Geoff; Lai, Chin-Diew 66 2012 A distance measure for classifying ARIMA models. Zbl 0691.62083 Piccolo, Domenico 65 1990 Inference for \(p\)th-order random coefficient integer-valued autoregressive processes. Zbl 1126.62086 Zheng, Haitao; Basawa, Ishwar V.; Datta, Somnath 64 2006 Least-squares estimation of an unknown number of shifts in a time series. Zbl 0974.62070 Lavielle, Marc; Moulines, Eric 62 2000 Kernel regression smoothing of time series. Zbl 0759.62016 Härdle, Wolfgang; Vieu, Philippe 62 1992 A sieve bootstrap for the test of a unit root. Zbl 1036.62070 Chang, Yoosoon; Park, Joon Y. 56 2003 A test for linearity of stationary time series. Zbl 0499.62078 Rao, T. Subba; Gabr, M. M. 54 1980 Interventions in INGARCH processes. Zbl 1242.62095 Fokianos, Konstantinos; Fried, Roland 54 2010 Recursive mean adjustment for unit root tests. Zbl 0979.62070 Shin, Dong Wan; So, Beong Soo 53 2001 Large sample properties of parameter estimates for periodic ARMA models. Zbl 0984.62062 Basawa, I. V.; Lund, Robert 51 2001 Tests for comparing two estimated spectral densities. Zbl 0581.62076 Coates, D. S.; Diggle, P. J. 51 1986 Quasi-likelihood inference for negative binomial time series models. Zbl 1301.62084 Christou, Vasiliki; Fokianos, Konstantinos 51 2014 ARMA models with ARCH errors. Zbl 0549.62079 Weiss, Andrew A. 49 1984 Gaussian semiparametric estimation of nonstationary time series. Zbl 0922.62093 Velasko, Carlos 49 1999 Modelling count data time series with Markov processes based on binomial thinning. Zbl 1111.62085 Zhu, Rong; Joe, Harry 48 2006 Uniform limit theory for stationary autoregression. Zbl 1114.62087 Giraitis, Liudas; Phillips, Peter C. B. 47 2006 State-dependent models: A general approach to non-linear time series analysis. Zbl 0496.62076 Priestley, M. B. 47 1980 Estimation of the memory parameter for nonstationary or noninvertible fractionally integrated processes. Zbl 0813.62081 Hurvich, Clifford M.; Ray, Bonnie K. 46 1995 Asymptotics for the low-frequency ordinates of the periodogram of a long- memory time series. Zbl 0782.62086 Hurvich, Clifford M.; Beltrao, Kaizo I. 46 1993 Poisson QMLE of count time series models. Zbl 1381.62244 Ahmad, Ali; Francq, Christian 45 2016 Stationary discrete autoregressive-moving average time series generated by mixtures. Zbl 0526.62084 Jacobs, P. A.; Lewis, P. A. W. 44 1983 Identifiability in dynamic errors-in-variables models. Zbl 0536.93064 Anderson, B. D. O.; Deistler, M. 44 1984 Spectral analysis with tapered data. Zbl 0552.62068 Dahlhaus, Rainer 44 1983 Recursive prediction and likelihood evaluation for periodic ARMA models. Zbl 0974.62085 Lund, Robert; Basawa, I. V. 43 2000 Bootstrapping stationary autoregressive moving-average models. Zbl 0787.62092 Kreiss, Jens-Peter; Franke, Jürgen 43 1992 Difference equations for the higher-order moments and cumulants of the INAR(1) model. Zbl 1062.62167 Da Silva, Maria Eduarda; Olivera, Vera Lúcia 42 2004 A dependence metric for possibly nonlinear processes. Zbl 1062.62178 Granger, C. W.; Maasoumi, E.; Racine, J. 42 2004 A \(k\)-factor GARMA long-memory model. Zbl 1017.62083 Woodward, Wayne A.; Cheng, Q. C.; Gray, H. L. 41 1998 Inference for single and multiple change-points in time series. Zbl 1275.62061 Jandhyala, Venkata; Fotopoulos, Stergios; MacNeill, Ian; Liu, Pengyu 41 2013 Banded and tapered estimates for autocovariance matrices and the linear process bootstrap. Zbl 1226.60052 McMurry, Timothy L.; Politis, Dimitris N. 40 2010 Determining the bandwidth of a kernel spectrum estimate. Zbl 0608.62118 Beltrão, Kaizô I.; Bloomfield, Peter 40 1987 Estimation in random coefficient autoregressive models. Zbl 1112.62084 Aue, Alexander; Horváth, Lajos; Steinebach, Josef 38 2006 Vector autoregressive models with unit roots and reduced rank structure: Estimation, likelihood ratio test, and forecasting. Zbl 0770.62079 Reinsel, Gregory C.; Ahn, Sung K. 38 1992 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 1150.62058 Moulines, E.; Roueff, F.; Taqqu, M. S. 37 2007 Semiparametric inference in seasonal and cyclical long memory processes. Zbl 0974.62079 Arteche, Josu; Robinson, Peter M. 37 2000 Time series models in non-normal situation: symmetric innovations. Zbl 0972.62084 Tiku, M. L.; Wong, Wing-Keung; Vaughan, David C.; Bian, Guorui 37 2000 An efficient taper for potentially overdifferenced long-memory time series. Zbl 0958.62085 Hurvich, Clifford M.; Chen, Willa W. 36 2000 Towards a unified approach for proving geometric ergodicity and mixing properties of nonlinear autoregressive processes. Zbl 1092.62091 Liebscher, Eckhard 36 2005 Regression, autoregression models. Zbl 0588.62163 Hannan, E. J.; Kavalieris, L. 36 1986 Measuring nonlinear dependence in time-series, a distance correlation approach. Zbl 1301.62095 Zhou, Zhou 36 2012 Estimation for nonlinear time series models using estimating equations. Zbl 0638.62083 Thavaneswaran, A.; Abraham, B. 35 1988 The estimation of random coefficient autoregressive models. I. Zbl 0495.62083 Nicholls, D. F.; Quinn, B. G. 35 1980 Bayesian threshold autoregressive models for nonlinear time series. Zbl 0779.62073 Geweke, John; Terui, Nobuhiko 35 1993 Inference in autoregression under heteroscedasticity. Zbl 1111.62082 Phillips, Peter C. B.; Xu, Ke-Li 34 2006 Highly robust estimation of the autocovariance function. Zbl 0970.62056 Ma, Yanyuan; Genton, Marc G. 34 2000 Nonlinear transformations of integrated time series. Zbl 0721.62088 Granger, C. W. J.; Hallman, Jeff 34 1991 Changepoints in times series of counts. Zbl 1281.62181 Franke, Jürgen; Kirch, Claudia; Tadjuidje Kamgaing, Joseph 34 2012 Bayesian methods for change-point detection in long-range dependent processes. Zbl 1114.62092 Ray, Bonnie K.; Tsay, Ruey S. 33 2002 Estimation in nonstationary random coefficient autoregressive models. Zbl 1224.62046 Berkes, István; Horváth, Lajos; Ling, Shiqing 33 2009 Bootstrap predictive inference for ARIMA processes. Zbl 1062.62199 Pascual, Lorenzo; Romo, Juan; Ruiz, Esther 32 2004 Spatio-temporal smoothing and EM estimation for massive remote-sensing data sets. Zbl 1294.62119 Katzfuss, Matthias; Cressie, Noel 32 2011 Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis. Zbl 1221.62126 Kang, Jiwon; Lee, Sangyeol 31 2009 First-order rounded integer-valued autoregressive (RINAR(l)) process. Zbl 1224.62060 Kachour, M.; Yao, J. F. 31 2009 Conditional heteroskedasticity driven by hidden Markov chains. Zbl 0972.62077 Francq, Christian; Roussignol, Michel; Zakoïan, Jean-Michel 31 2001 Regression models for non-stationary categorical time series. Zbl 0616.62116 Fahrmeir, Ludwig; Kaufmann, Heinz 31 1987 Bayesian analysis of autoregressive time series via the Gibbs sampler. Zbl 0800.62549 McCulloch, Robert E.; Tsay, Ruey S. 31 1994 Nonparametric autoregression with multiplicative volatility and additive mean. Zbl 0932.62106 Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens P. 30 1999 Bayesian inference of threshold autoregressive models. Zbl 0833.62083 Chen, Cathy W. S.; Lee, Jack C. 30 1995 Diagnostic checking of nonlinear multivariate time series with multivariate ARCH errors. Zbl 0882.62081 Ling, Shiqing; Li, W. K. 30 1997 A test for second-order stationarity of a time series based on the discrete Fourier transform. Zbl 1290.62059 Dwivedi, Yogesh; Rao, Suhasini Subba 30 2011 On composite likelihood estimation of a multivariate INAR(1) model. Zbl 1274.62376 Pedeli, Xanthi; Karlis, Dimitris 30 2013 Maximum likelihood estimation of higher-order integer-valued autoregressive processes. Zbl 1198.62090 Bu, Ruijun; McCabe, Brendan; Hadri, Kaddour 29 2008 Statistical analysis of economic time series via Markov switching models. Zbl 0807.62096 McCulloch, Robert E.; Tsay, Ruey S. 29 1994 A corrected Akaike information criterion for vector autoregressive model selection. Zbl 0768.62076 Hurvich, Clifford M.; Tsai, Chih-Ling 29 1993 Estimation of the fractional difference parameter in the \(\text{ARIMA}(p,d,q)\) model using the smoothed periodogram. Zbl 0803.62084 Reisen, Valderio A. 29 1994 Consistent estimation of the memory parameter for nonlinear time series. Zbl 1115.62084 Dalla, Violetta; Giraitis, Liudas; Hidalgo, Javier 28 2006 Consistency of the averaged cross-periodogram in long memory series. Zbl 0938.62103 Lobato, Ignacio N. 28 1997 Break detection for a class of nonlinear time series models. Zbl 1199.62006 Davis, Richard A.; Lee, Thomas C. M.; Rodriguez-Yam, Gabriel A. 28 2008 Distributions of least squares estimators of autoregressive parameters for a process with complex roots on the unit circle. Zbl 0618.62088 Ahtola, Juha; Tiao, George C. 28 1987 Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long-range dependence. Zbl 0870.62073 Giraitis, Liudas; Robinson, Peter M.; Samarov, Alexander 28 1997 (Mis)specification of long memory in seasonal time series. Zbl 0794.62059 Hassler, Uwe 28 1994 Partial likelihood inference for time series following generalized linear models. Zbl 1051.62073 Fokianos, Konstantinos; Kedem, Benjamin 28 2004 Determining the order of the functional autoregressive model. Zbl 1274.62600 Kokoszka, Piotr; Reimherr, Matthew 28 2013 Using the mutual information coefficient to identify lags in nonlinear models. Zbl 0807.62067 Granger, Clive; Lin, Jin-Lung 27 1994 Properties of the sieve bootstrap for fractionally integrated and non-invertible processes. Zbl 1164.62053 Poskitt, D. S. 27 2008 Temporal aggregation in the ARIMA process. Zbl 0614.62115 Stram, Daniel O.; Wei, William W. S. 27 1986 On the existence of stationary threshold autoregressive moving-average processes. Zbl 0755.62064 Brockwell, Peter J.; Liu, Jian; Tweedie, Richard L. 27 1992 Functional principal component analysis for cointegrated functional time series. Zbl 07804899 Seo, Won-Ki 1 2024 Estimation of the variance function in structural break autoregressive models with non-stationary and explosive segments. Zbl 07731467 Harvey, David I.; Leybourne, Stephen J.; Zu, Yang 2 2023 Bivariate random coefficient integer-valued autoregressive models: parameter estimation and change point test. 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Zbl 1455.62174 Liu, Yan; Xue, Yujie; Taniguchi, Masanobu 6 2020 Empirical characteristic functions-based estimation and distance correlation for locally stationary processes. Zbl 1445.62057 Jentsch, Carsten; Leucht, Anne; Meyer, Marco; Beering, Carina 5 2020 A flexible univariate autoregressive time-series model for dispersed count data. Zbl 1445.62238 Sellers, Kimberly F.; Peng, Stephen J.; Arab, Ali 5 2020 Spatio-temporal dependence measures for bivariate AR(1) models with \(\alpha \)-stable noise. Zbl 1456.62190 Grzesiek, Aleksandra; Sikora, Grzegorz; Teuerle, Marek; Wyłomańska, Agnieszka 5 2020 Measures of cross-dependence for bidimensional periodic AR(1) model with \(\alpha \)-stable distribution. Zbl 1453.60041 Grzesiek, Aleksandra; Giri, Prashant; Sundar, S.; Wyłomańska, Agnieszka 4 2020 Harmonically weighted processes. Zbl 1444.62105 Hassler, Uwe; Hosseinkouchack, Mehdi 4 2020 Extracting conditionally heteroskedastic components using independent component analysis. Zbl 1447.62104 Miettinen, Jari; Matilainen, Markus; Nordhausen, Klaus; Taskinen, Sara 4 2020 Conway-Maxwell-Poisson autoregressive moving average model for equidispersed, underdispersed, and overdispersed count data. Zbl 1456.62174 Melo, Moizes; Alencar, Airlane 3 2020 Two-step estimation for time varying ARCH models. Zbl 1450.62037 Zhang, Yuanyuan; Liu, Rong; Shao, Qin; Yang, Lijian 3 2020 Testing equality of autocovariance operators for functional time series. Zbl 1450.62139 Pilavakis, Dimitrios; Paparoditis, Efstathios; Sapatinas, Theofanis 3 2020 Bootstrap inference for GARCH models by the least absolute deviation estimation. Zbl 1455.62185 Zhu, Qianqian; Zeng, Ruochen; Li, Guodong 3 2020 The marginal density of a TMA(1) process. Zbl 1443.62276 Li, Dong; Qiu, Jiaming 3 2020 Robust estimation of stationary continuous-time ARMA models via indirect inference. Zbl 1453.62394 Fasen-Hartmann, Vicky; Kimmig, Sebastian 2 2020 A family of multivariate non-Gaussian time series models. 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Zbl 1446.62241 Das, Soumya; Genton, Marc G. 1 2020 Flexible and robust mixed Poisson INGARCH models. Zbl 1431.62350 Silva, Rodrigo B.; Barreto-Souza, Wagner 7 2019 Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series. Zbl 1418.62305 Bücher, Axel; Fermanian, Jean-David; Kojadinovic, Ivan 7 2019 A non-Gaussian spatio-temporal model for daily wind speeds based on a multi-variate skew-\(T\) distribution. Zbl 1418.62400 Tagle, Felipe; Castruccio, Stefano; Crippa, Paola; Genton, Marc G. 7 2019 A structural-factor approach to modeling high-dimensional time series and space-time data. Zbl 1412.62117 Gao, Zhaoxing; Tsay, Ruey S. 6 2019 On the ergodicity of first-order threshold autoregressive moving-average processes. Zbl 1419.62222 Chan, Kung-sik; Goracci, Greta 6 2019 Nonstationary cointegration in the fractionally cointegrated VAR Model. Zbl 1421.62122 Johansen, Søren; Nielsen, Morten Ørregaard 6 2019 Bayesian inference for ARFIMA models. Zbl 1421.62119 Durham, Garland; Geweke, John; Porter-Hudak, Susan; Sowell, Fallaw 5 2019 Inference for the lagged cross-covariance operator between functional time series. Zbl 1434.62248 Rice, Gregory; Shum, Marco 4 2019 Sampling, embedding and inference for CARMA processes. Zbl 1433.62254 Brockwell, Peter J.; Lindner, Alexander 4 2019 Testing for change in long-memory stochastic volatility time series. Zbl 1433.62252 Betken, Annika; Kulik, Rafał 3 2019 ...and 1247 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 8,072 Authors 82 Wang, Dehui 60 Lee, Sangyeol 55 Politis, Dimitris Nicolas 53 Taylor, A. M. Robert 51 Weiß, Christian H. 48 Zhu, Fukang 44 Shin, Dongwan 42 Phillips, Peter Charles Bonest 41 Horváth, Lajos 40 Dette, Holger 39 Robinson, Peter Michael 38 Hallin, Marc 38 Taqqu, Murad S. 35 Gil-Alana, Luis Alberiko 35 Kokoszka, Piotr S. 35 Linton, Oliver Bruce 34 Aknouche, Abdelhakim 33 Francq, Christian 33 Gourieroux, Christian 33 Paparoditis, Efstathios 33 Surgailis, Donatas 32 Ling, Shiqing 31 Giraitis, Liudas 31 Li, Wai Keung 30 Chen, Cathy W. S. 30 Thavaneswaran, Aerambamoorthy 29 Fokianos, Konstantinos 29 Hassler, Uwe 29 Hidalgo, Javier 28 Bibi, Abdelouahab 28 Nielsen, Morten Ørregaard 28 Peiris, M. Shelton 28 Tjøstheim, Dag B. 27 Davis, Richard A. 27 Leybourne, Stephen J. 26 Beran, Jan 26 Doukhan, Paul 26 Saikkonen, Pentti 26 Yang, Kai 25 Bentarzi, Mohamed 25 Hušková, Marie 25 Kapetanios, George 25 Lahiri, Soumendra Nath 25 Lund, Robert B. 25 McElroy, Tucker S. 25 Reisen, Valdério Anselmo 25 Taniguchi, Masanobu 24 Cavaliere, Giuseppe 24 Chan, Ngai Hang 24 Koul, Hira Lal 24 Ristić, Miroslav M. 24 Wu, Wei Biao 23 Duchesne, Pierre 23 Peña, Daniel 23 Psaradakis, Zacharias 23 Rice, Gregory 23 Wang, Lihong 23 Zakoïan, Jean-Michel 22 Basawa, Ishwar V. 22 Gao, Jiti 22 Leonenko, Nikolai N. 22 Perron, Pierre 22 Pipiras, Vladas 21 Jowaheer, Vandna 21 Shao, Xiaofeng 20 Bardet, Jean-Marc 20 Battaglia, Francesco Paolo 20 Didier, Gustavo 20 Jentsch, Carsten 20 Kirch, Claudia 20 Shang, Han Lin 20 Velasco, Carlos 19 Cavicchioli, Maddalena 19 Harvey, David I. 19 Leipus, Remigijus 19 Li, Dong 19 Nordman, Daniel J. 19 Sibbertsen, Philipp 19 Sutradhar, Brajendra Chandra 18 Anděl, Jiří 18 Koopman, Siem Jan 18 Mainassara, Yacouba Boubacar 18 Tong, Howell 18 Tran, Lanh Tat 17 Aue, Alexander 17 Bourguignon, Marcelo 17 Genton, Marc G. 17 Ginovyan, Mamikon S. 17 Holan, Scott H. 17 Kreiß, Jens-Peter 17 Li, Qi 17 Lieberman, Offer 17 Moulines, Eric 17 Nastić, Aleksandar S. 17 Rodrigues, Paulo M. 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