-
Statistical Inference for Periodic Asymmetric Power GARCH Model
Author: Jia, Peiqi; Wei, Xiaomeng; Chen, Min
Journal: JOURNAL OF TIME SERIES ANALYSIS. 2026; Vol. , Issue , pp. -. DOI: 10.1111/jtsa.70063
-
Oracally Efficient Estimation and Consistent Model Selection for Spatial ARMA Process With Bivariate Tren
Author: Zhang, Tong; Zhang, Yuanyuan; Zhong, Chen
Journal: JOURNAL OF TIME SERIES ANALYSIS. 2025; Vol. , Issue , pp. -. DOI: 10.1111/jtsa.12847
-
The Continuous-Time Limit of Quasi Score-Driven Volatility Model
Author: Wu, Yinhao; He, Ping
Journal: JOURNAL OF TIME SERIES ANALYSIS. 2025; Vol. , Issue , pp. -. DOI: 10.1111/jtsa.12848
-
Local GMM Estimation for Nonparametric Time-Varying Coefficient Moment Condition Model
Author: Bai, Yu
Journal: JOURNAL OF TIME SERIES ANALYSIS. 2025; Vol. , Issue , pp. -. DOI: 10.1111/jtsa.12822
-
Quantile Regression Estimation for Poisson Autoregressive Model
Author: Sheng, Danshu; Wang, Dehui
Journal: JOURNAL OF TIME SERIES ANALYSIS. 2025; Vol. , Issue , pp. -. DOI: 10.1111/jtsa.12811
-
Panel Threshold Mixed Data Sampling Models With a Covariate-Dependent Threshol
Author: Yang, Lixiong; Chen, I-Po; Lee, Chingnun; Ye, Yihang
Journal: JOURNAL OF TIME SERIES ANALYSIS. 2025; Vol. , Issue , pp. -. DOI: 10.1111/jtsa.12813
-
An Automatic Multi-Scale Test for Serial Correlation of High-Dimensional Time Serie
Author: Zhang, Bingbing; Liu, Mengya
Journal: JOURNAL OF TIME SERIES ANALYSIS. 2025; Vol. , Issue , pp. -. DOI: 10.1111/jtsa.12815
