(as bibtex)
1622 references. 1980-2017
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1988. Volume
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1989. Volume
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1990. Volume
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1991. Volume
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1992. Volume
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1993. Volume
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1994. Volume
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1995. Volume
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1996. Volume
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1997. Volume
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1998. Volume
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1999. Volume
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2001. Volume
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2002. Volume
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2003. Volume
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2004. Volume
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2005. Volume
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2006. Volume
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2007. Volume
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2008. Volume
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2009. Volume
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2010. Volume
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2011. Volume
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2012. Volume
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2013. Volume
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2014. Volume
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2015. Volume
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2016. Volume
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2017. Volume
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Recent Articles
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Dueck, Johannes, Dahlhaus, Rainer, Eichler, Michael.
Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions.
Journal of Time Series Analysis
2017.
38:-
-
Pourahmadi, Mohsen.
State–Space Methods for Time Series Analysis: Theory, Applications and Software, by Jose Casals, Alfredo Garcia-Hiernaux, Miguel Jerez, Sonia Sotoca, and A. Alexandre Trindade. Published by CRC Press, 2016. Total number of pages: 270. ISBN: 9781482219593.
Journal of Time Series Analysis
2017.
38:-
-
Rao, Suhasini Subba, Jentsch, Carsten, Bandyopadhyay, Soutir.
A Spectral Domain Test for Stationarity of Spatio-Temporal Data.
Journal of Time Series Analysis
2017.
38:-
-
Zorita, Eduardo, Perron, Pierre.
Time Series Methods Applied to Climate Change.
Journal of Time Series Analysis
2017.
38:-
-
Kurozumi, Eiji.
Monitoring Parameter Constancy with Endogenous Regressors.
Journal of Time Series Analysis
2017.
38:-
-
Soulier, Philippe, Hurvich, Clifford, Cao, Wen.
Drift in Transaction-Level Asset Price Models.
Journal of Time Series Analysis
2017.
38:-
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Terdik, Gyorgy, Rao, Tata Subba.
On the Frequency Variogram and on Frequency Domain Methods for the Analysis of Spatio-Temporal Data.
Journal of Time Series Analysis
2017.
38:-
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Perron, Pierre, Estrada, Francisco.
Extracting and Analyzing the Warming Trend in Global and Hemispheric Temperatures†.
Journal of Time Series Analysis
2017.
38:-
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TjØstheim, Dag, Francisco-Fernández, Mario, Cao, Ricardo, Berentsen, Geir Drage.
Some Properties of Local Gaussian Correlation and Other Nonlinear Dependence Measures.
Journal of Time Series Analysis
2017.
38:-
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Yau, Chun Yip, Lu, Ye, Chan, Ngai Hang.
Factor Modelling for High-Dimensional Time Series: Inference and Model Selection.
Journal of Time Series Analysis
2017.
38:-
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Lilly, Jonathan M., Early, Jeffrey J., Olhede, Sofia C., Sykulski, Adam M., Guillaumin, Arthur P..
Analysis of Non-Stationary Modulated Time Series with Applications to Oceanographic Surface Flow Measurements.
Journal of Time Series Analysis
2017.
38:-
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Wilson, Granville Tunnicliffe, Rao, Tata Subba.
Editorial: Special Issue to Honor the Memory of Maurice B. Priestley, 1933–2013.
Journal of Time Series Analysis
2017.
38:-
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Lange, Rutger-Jan, Harvey, Andrew.
Volatility Modeling with a Generalized t Distribution.
Journal of Time Series Analysis
2017.
38:-
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Taylor, A. M. Robert, Rodrigues, Paulo M. M., Georgiev, Iliyan.
Unit Root Tests and Heavy-Tailed Innovations.
Journal of Time Series Analysis
2017.
38:-
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Nason, Guy P., Cardinali, Alessandro.
Locally Stationary Wavelet Packet Processes: Basis Selection and Model Fitting.
Journal of Time Series Analysis
2017.
38:-
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Taylor, L., Robinson, P. M..
Adaptive Estimation in Multiple Time Series With Independent Component Errors.
Journal of Time Series Analysis
2017.
38:-
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Chandler, Richard E., Jesus, Joao.
Inference with the Whittle Likelihood: A Tractable Approach Using Estimating Functions.
Journal of Time Series Analysis
2017.
38:-
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Nawaz, Nasreen, Vogelsang, Timothy J..
Estimation and Inference of Linear Trend Slope Ratios With an Application to Global Temperature Data.
Journal of Time Series Analysis
2017.
38:-
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Lu, Zudi, Siu, Tak Kuen, Tong, Howell, Wong, Shiu Fung.
A New Multivariate Nonlinear Time Series Model for Portfolio Risk Measurement: The Threshold Copula-Based TAR Approach.
Journal of Time Series Analysis
2017.
38:-
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Wilson, Granville Tunnicliffe.
Spectral Estimation of the Multivariate Impulse Response.
Journal of Time Series Analysis
2017.
38:-
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Yao, Qiwei, Bergsma, Wicher, Gao, Wei.
Estimation for Dynamic and Static Panel Probit Models with Large Individual Effects.
Journal of Time Series Analysis
2017.
38:-
-
Polonik, Wolfgang, Chandler, Gabe.
Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity.
Journal of Time Series Analysis
2017.
38:72-98
-
TjØstheim, Dag, Lacal, Virginia.
Local Gaussian Autocorrelation and Tests for Serial Independence.
Journal of Time Series Analysis
2017.
38:51-71
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Carrion-i-Silvestre, Josep Lluís, Banerjee, Anindya.
Testing for Panel Cointegration Using Common Correlated Effects Estimators.
Journal of Time Series Analysis
2017.
38:610-636
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Shang, Han Lin, Rice, Gregory.
A Plug-in Bandwidth Selection Procedure for Long-Run Covariance Estimation with Stationary Functional Time Series.
Journal of Time Series Analysis
2017.
38:591-609