| CHANGE DETECTION AND THE CAUSAL IMPACT OF THE YIELD CURVE |
14 |
| A Non-Gaussian Spatio-Temporal Model for Daily Wind Speeds Based on a Multi-Variate Skew-t Distribution |
7 |
| Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models |
4 |
| Integer-Valued Autoregressive Models With Survival Probability Driven By A Stochastic Recurrence Equation |
4 |
| Testing Normality of Functional Time Series |
4 |
| UNIT ROOT TESTING WITH UNSTABLE VOLATILITY |
4 |
| MODELING THE INTERACTIONS BETWEEN VOLATILITY AND RETURNS USING EGARCH-M |
4 |
| ON THE COMPARISON OF INTERVAL FORECASTS |
4 |
| BALANCED BOOTSTRAP JOINT CONFIDENCE BANDS FOR STRUCTURAL IMPULSE RESPONSE FUNCTIONS |
3 |
| TIME-DEPENDENT DUAL-FREQUENCY COHERENCE IN MULTIVARIATE NON-STATIONARY TIME SERIES |
3 |
| COMBINING CUMULATIVE SUM CHANGE-POINT DETECTION TESTS FOR ASSESSING THE STATIONARITY OF UNIVARIATE TIME SERIES |
3 |
| REAL-TIME MONITORING FOR EXPLOSIVE FINANCIAL BUBBLES |
3 |
| Robust Wilcoxon-Type Estimation of Change-Point Location Under Short-Range Dependence |
3 |
| Boundary Limit Theory for Functional Local to Unity Regression |
3 |
| Oracle Properties, Bias Correction, and Bootstrap Inference for Adaptive Lasso for Time Series M-Estimators |
3 |
| Negative Binomial Quasi-Likelihood Inference for General Integer-Valued Time Series Models |
2 |
| Estimating MA Parameters through Factorization of the Autocovariance Matrix and an MA-Sieve Bootstrap |
2 |
| Orthogonal Samples for Estimators in Time Series |
2 |
| KERNEL ENTROPY ESTIMATION FOR LINEAR PROCESSES |
2 |
| A Simple Test for White Noise in Functional Time Series |
2 |
| MILDLY EXPLOSIVE AUTOREGRESSION UNDER STATIONARY CONDITIONAL HETEROSKEDASTICITY |
2 |
| TESTS FOR COMPARING TIME-INVARIANT AND TIME-VARYING SPECTRA BASED ON THE PEARSON STATISTIC |
2 |
| TESTING SEPARABILITY OF FUNCTIONAL TIME SERIES |
2 |
| Bayesian Inference for ARFIMA Models |
2 |
| Nonstationary Cointegration in the Fractionally Cointegrated VAR Model |
2 |
| On Estimation and Inference in Heterogeneous Panel Regressions with Interactive Effects |
2 |
| Extending the Limits of Backtesting via the Vanishing p'-Approach |
1 |
| Heteroskedasticity-Robust Unit Root Testing for Trending Panels |
1 |
| Testing for Change in Long-Memory Stochastic Volatility Time Series |
1 |
| Inference for the Lagged Cross-Covariance Operator Between Functional Time Series |
1 |
| Semiparametric Detection of Changes in Long Range Dependence |
1 |
| Bayesian Outlier Detection in Non-Gaussian Autoregressive Time Series |
1 |
| Long Memory, Realized Volatility and Heterogeneous Autoregressive Models |
1 |
| A Generalised Fractional Differencing Bootstrap for Long Memory Processes |
1 |
| Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process |
1 |
| Order Selection and Inference with Long Memory Dependent Data |
1 |
| CHANGE-POINT DETECTION IN AUTOREGRESSIVE MODELS WITH NO MOMENT ASSUMPTIONS |
1 |
| DETECTING TAIL RISK DIFFERENCES IN MULTIVARIATE TIME SERIES |
1 |
| Frequency Domain Estimation of Continuous Time Cointegrated Models with Mixed Frequency and Mixed Sample Data |
1 |
| FLEXIBLE AND ROBUST MIXED POISSON INGARCH MODELS |
1 |
| Semi-Parametric Estimation for Non-Gaussian Non-Minimum Phase ARMA Models |
1 |
| Extending the Range of Validity of the Autoregressive (Sieve) Bootstrap |
1 |
| Asymptotic Distributions of Some Scale Estimators in Nonlinear Models With Long Memory Errors Having Infinite Variance |
1 |
| Stationary subspace analysis of nonstationary processes |
1 |
| Principal Components Analysis of Periodically Correlated Functional Time Series |
1 |
| Fourier Analysis of Serial Dependence Measures |
1 |
| Block Bootstrap for the Empirical Process of Long-Range Dependent Data |
1 |
| Estimating Spatial Changes Over Time of Arctic Sea Ice using Hidden 2x2 Tables |
1 |
| A Structural-Factor Approach to Modeling High-Dimensional Time Series and Space-Time Data |
1 |
| Spatio-temporal models for big multinomial data using the conditional multivariate logit-beta distribution |
1 |
