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On some basic features of strictly stationary, reversible Markov chainsJournal of time series analysis377 dayssaveRefWorksSFX Info
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Indirect Inference for Time Series Using the Empirical Characteristic Function and Control VariatesJournal of time series analysis385 dayssaveRefWorksSFX Info
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Parsimonious time series modeling for high frequency climate dataJournal of time series analysis403 dayssaveRefWorksSFX Info
Parsimonious time series modeling for high frequency climate dataJournal of time series analysis404 dayssaveRefWorksSFX Info
Asymptotic Theory for QMLE for the Real‐time GARCH(1,1) model*Journal of time series analysis406 dayssaveRefWorksSFX Info
Local Whittle Estimation of Long‐Range Dependence for Functional Time SeriesJournal of time series analysis406 dayssaveRefWorksSFX Info
Asymptotic Theory for QMLE for the Real‐time GARCH(1,1) model*Journal of time series analysis408 dayssaveRefWorksSFX Info
Local Whittle Estimation of Long‐Range Dependence for Functional Time SeriesJournal of time series analysis408 dayssaveRefWorksSFX Info
Identifiability of Structural Singular Vector Autoregressive ModelsJournal of time series analysis411 dayssaveRefWorksSFX Info
Threshold Model With a Time‐varying Threshold Based on Fourier ApproximationJournal of time series analysis416 dayssaveRefWorksSFX Info
Threshold Model With a Time‐varying Threshold Based on Fourier ApproximationJournal of time series analysis416 dayssaveRefWorksSFX Info
Quasi‐Maximum Likelihood and The Kernel Block Bootstrap for Nonlinear Dynamic ModelsJournal of time series analysis423 dayssaveRefWorksSFX Info
Extensions of Rosenblatt's results on the asymptotic behavior of the prediction error for deterministic stationary sequences*Journal of time series analysis423 dayssaveRefWorksSFX Info
Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space modelsJournal of time series analysis423 dayssaveRefWorksSFX Info
To infinity and beyond: Efficient computation of ARCH(∞) models*Journal of time series analysis423 dayssaveRefWorksSFX Info
Editorial announcement: journal of time series analysis distinguished authors 2020Journal of time series analysis423 dayssaveRefWorksSFX Info
Extensions of Rosenblatt's results on the asymptotic behavior of the prediction error for deterministic stationary sequences*Journal of time series analysis431 dayssaveRefWorksSFX Info
Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space modelsJournal of time series analysis431 dayssaveRefWorksSFX Info
To infinity and beyond: Efficient computation of ARCH(∞) models*Journal of time series analysis431 dayssaveRefWorksSFX Info
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Asymptotic Behavior of Delay Times of Bubble Monitoring TestsJournal of time series analysis441 dayssaveRefWorksSFX Info
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Prediction of singular VARs and an application to generalized dynamic factor modelsJournal of time series analysis441 dayssaveRefWorksSFX Info
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A Simple Nearly Unbiased Estimator of Cross‐Covariances*Journal of time series analysis441 dayssaveRefWorksSFX Info
Asymptotic Behavior of Delay Times of Bubble Monitoring TestsJournal of time series analysis446 dayssaveRefWorksSFX Info
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Prediction of singular VARs and an application to generalized dynamic factor modelsJournal of time series analysis448 dayssaveRefWorksSFX Info
Quasi‐Maximum Likelihood Estimation of Conditional Autoregressive Wishart Models†Journal of time series analysis455 dayssaveRefWorksSFX Info
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Empirical Likelihood Test For The Application of SWQMELE In Fitting An ARMA‐GARCH ModelJournal of time series analysis492 dayssaveRefWorksSFX Info
Estimating Wold Matrices and Vector Moving Average ProcessesJournal of time series analysis494 dayssaveRefWorksSFX Info
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Long Range Dependence for Stable Random ProcessesJournal of time series analysis494 dayssaveRefWorksSFX Info
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Mixtures of Nonlinear Poisson AutoregressionsJournal of time series analysis494 dayssaveRefWorksSFX Info
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Estimating Wold Matrices and Vector Moving Average ProcessesJournal of time series analysis496 dayssaveRefWorksSFX Info
A Note on Efficient Fitting of Stochastic Volatility ModelsJournal of time series analysis500 dayssaveRefWorksSFX Info
Long Range Dependence for Stable Random ProcessesJournal of time series analysis500 dayssaveRefWorksSFX Info
Necessary and sufficient conditions for the identificability of observation‐driven modelsJournal of time series analysis501 dayssaveRefWorksSFX Info
Mixtures of Nonlinear Poisson AutoregressionsJournal of time series analysis501 dayssaveRefWorksSFX Info
Independent block identification in multivariate time seriesJournal of time series analysis515 dayssaveRefWorksSFX Info
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