Time series analysis: Methods and applications
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) General reference works (handbooks, dictionaries, bibliographies, etc.) pertaining to statistics (62-00)
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- Maxima and sum for discrete and continuous time Gaussian processes
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- Optimal change point detection in Gaussian processes
- On binary and categorical time series models with feedback
- The asymptotic size and power of the augmented Dickey-Fuller test for a unit root
- A new bivariate integer-valued GARCH model allowing for negative cross-correlation
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- Estimation problems for periodically correlated isotropic random fields
- Flexible bivariate Poisson integer-valued GARCH model
- Intrinsic wavelet regression for curves of Hermitian positive definite matrices
- Computational Methods for Time Series Analysis
- Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
- Spectrum inference for replicated spatial locally time-harmonizable time series
- Asymptotic properties of conditional least-squares estimators for array time series
- scientific article; zbMATH DE number 42743 (Why is no real title available?)
- Copula directional dependence of discrete time series marginals
- scientific article; zbMATH DE number 5586218 (Why is no real title available?)
- Estimation in threshold autoregressive models with a stationary and a unit root regime
- Time-varying NoVaS versus GARCH: point prediction, volatility estimation and prediction intervals
- Volatile opinions and optimal control of vaccine awareness campaigns: chaotic behaviour of the forward-backward sweep algorithm vs. heuristic direct optimization
- Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts
- Absolute regularity of semi-contractive GARCH-type processes
- Bivariate models for time series of counts: a comparison study between PBINAR models and dynamic factor models
- Empirical survival Jensen-Shannon divergence as a goodness-of-fit measure for maximum likelihood estimation and curve fitting
- Approximation of the maximum of storage process with fractional Brownian motion as input
- Robust inference theory for non-regular time series models and its extensions
- Case study: shipping trend estimation and prediction via multiscale variance stabilisation
- Statistics for heteroscedastic time series extremes
- Minimax-robust filtering of functionals from periodically correlated random fields
- Bootstrap for integer‐valued GARCH(p, q) processes
- Asymptotic properties of mildly explosive processes with locally stationary disturbance
- Tests for changes in count time series models with exogenous covariates
- Generalized ARMA models with martingale difference errors
- The predictive power of the business and bank sentiment of firms: a high-dimensional Granger causality approach
- On Piterbarg's max-discretisation theorem for homogeneous Gaussian random fields
- Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity
- Robust closed-form estimators for the integer-valued GARCH(1,1) model
- On stationarity and second-order properties of bilinear random fields
- Nonlinear Predictability of Stock Returns? Parametric Versus Nonparametric Inference in Predictive Regressions
- Locally Stationary Quantile Regression for Inflation and Interest Rates
- A spatio-temporal model for the analysis and prediction of fine particulate matter concentration in Beijing
- Predictive, finite-sample model choice for time series under stationarity and non-stationarity
- Count Time Series: A Methodological Review
- Bankruptcy risk dependence structure using the INAR model comprising macroeconomic indicators applied to stress tests
- Indirect inference for locally stationary ARMA processes with stable innovations
- Estimation and test for quantile nonlinear cointegrating regression
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- Guaranteed conditional ARL performance in the presence of autocorrelation
- Representation of I(1) and I(2) autoregressive Hilbertian processes
- Cotrending: testing for common deterministic trends in varying means model
- Limit theorems for locally stationary processes
- Perturbation-based classifier
- Maxima and minima of homogeneous Gaussian random fields over continuous time and uniform grids
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- The local partial autocorrelation function and some applications
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- Spatiotemporal covariance functions for Laplacian ARMA fields in higher dimensions
- Estimating variances in time series kriging using convex optimization and empirical BLUPs
- Empirical likelihood for linear and log-linear INGARCH models
- Latent Gaussian Count Time Series
- Thinning-based models in the analysis of integer-valued time series: a review
- Efficient estimation in (PINAR(1)) model: semiparametric case
- Kernel-based hidden Markov conditional densities
- Bootstrap Prediction Bands for Functional Time Series
- A two-step estimation procedure for locally stationary ARMA processes with tempered stable innovations
- Influence diagnostics in log-linear integer-valued GARCH models
- Recent developments in complex and spatially correlated functional data
- Change point analysis of covariance functions: a weighted cumulative sum approach
- Bootstrap confidence intervals for conditional density function in Markov processes
- Detection of changes in INAR models
- The estimation of frequency in the multichannel sinusoidal model
- The statistical approach to the analysis of time-series
- Time series analysis using SAS enterprise guide
- Time series: theory and methods
- A test for second order stationarity of a multivariate time series
- Dynamic model averaging adapted to dynamic regression models for time series of counts
- A distance-based test of independence between two multivariate time series
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