Imagen de Portada

Testing for Unspecified Periodicities in Binary Time Series

Fuente: Wiley Open Access

Guardado en:

Detalles Bibliográficos
Autores principales:	Finn Schmidtke, Mathias Vetter
Formato:	Artículo Open Access
Publicado:	Wiley 2025
Materias:	Journal of Time Series Analysis
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Testing Mean Stability of Heteroskedastic Time Series
por: Violetta Dalla, et al.
Publicado: (2025)

The Dual Frequency Spectral Density Function of Locally Periodic Stationary Processes With an Application to Testing for Correlation Between Different Frequency Bands of a Time Series
por: Pramita Bagchi, et al.
Publicado: (2025)

Tests for Changes in Count Time Series Models With Exogenous Covariates
por: Šárka Hudecová, et al.
Publicado: (2025)

Stationarity and Goodness‐of‐Fit Tests for Locally Stationary Time Series
por: Jean‐Marc Bardet
Publicado: (2026)

On Testing for Independence Between Generalized Error Models of Several Time Series
por: Kilani Ghoudi, et al.
Publicado: (2026)

Time Series for QFFE: Special Issue of the Journal of Time Series Analysis
por: Christian Francq, et al.
Publicado: (2025)

Gradual Changes in Functional Time Series
por: Patrick Bastian, et al.
Publicado: (2025)

Sequential Outlier Detection in Nonstationary Time Series
por: Florian Heinrichs, et al.
Publicado: (2025)

Transformed‐Linear Models for Time Series Extremes
por: Nehali Mhatre, et al.
Publicado: (2024)

Editorial: Data Segmentation in Time Series: Structural Breaks and Real‐Time Monitoring
por: Alexander Aue, et al.
Publicado: (2026)

Second‐Order Properties of the Convolved Subsampling Method for Time Series
por: Sayan Das, et al.
Publicado: (2025)

Inference in Coarsened Time Series via Generalized Method of Moments
por: Man Fai Ip, et al.
Publicado: (2024)

A Conditional Tail Expectation Type Risk Measure for Time Series
por: Yuri Goegebeur, et al.
Publicado: (2025)

A Note on Local Polynomial Regression for Time Series in Banach Spaces
por: Florian Heinrichs
Publicado: (2025)

Modeling Nonstationary Time Series Using Locally Stationary Basis Processes
por: Shreyan Ganguly, et al.
Publicado: (2025)

Wasserstein Auto‐Regressive Models for Modeling Multivariate Distributional Time Series
por: Yiye Jiang, et al.
Publicado: (2026)

Quasi‐Likelihood Estimation in Volatility Models for Semi‐Continuous Time Series
por: Šárka Hudecová, et al.
Publicado: (2024)

The Gaussian Central Limit Theorem for a Stationary Time Series With Infinite Variance
por: Muneya Matsui, et al.
Publicado: (2025)

Latent Gaussian Dynamic Factor Modeling and Forecasting for Multivariate Count Time Series
por: Younghoon Kim, et al.
Publicado: (2025)

The Dynamic, the Static, and the Weak: Factor Models and the Analysis of High‐Dimensional Time Series
por: Matteo Barigozzi, et al.
Publicado: (2025)

Recent Developments in Time‐Series Methods for Detecting Bubbles and Crashes: Guest Editors' Introduction
por: David I. Harvey, et al.
Publicado: (2025)

Estimation of the Long‐Run Variance of Nonlinear Time Series With an Application to Change Point Analysis
por: Vaidotas Characiejus, et al.
Publicado: (2025)

Detecting Relevant Deviations From the White Noise Assumption for Non‐Stationary Time Series
por: Patrick Bastian
Publicado: (2025)

Nonparametric Inference of Conditional Expectile Functions in Large‐Scale Time Series Data With Improved Efficiency
por: Feipeng Zhang, et al.
Publicado: (2025)

On the Optimal Prediction of Extreme Events in Heavy‐Tailed Time Series With Applications to Solar Flare Forecasting
por: Victor Verma, et al.
Publicado: (2025)

Time Series Models on Compact Spaces, With an Application to Dynamic Modeling of Relative Abundance Data in Ecology
por: Guillaume Franchi, et al.
Publicado: (2025)

Empirical‐Process Limit Theory and Filter Approximation Bounds for Score‐Driven Time Series Models
por: Enzo D'Innocenzo
Publicado: (2026)

Estimation for Markov Chains with Periodically Missing Observations
por: Ursula U. Müller, et al.
Publicado: (2024)

Statistical Inference for Periodic Asymmetric Power GARCH Models
por: Peiqi Jia, et al.
Publicado: (2026)

Permutation Testing for Monotone “Trend”
por: Joseph P. Romano, et al.
Publicado: (2025)

Self‐Normalized KPSS Tests With Power Enhancement
por: JunYi Peng‐Zhou, et al.
Publicado: (2025)

Testing covariance separability for continuous functional data
por: Holger Dette, et al.
Publicado: (2024)

A Novel Test for the Presence of Local Explosive Dynamics
por: F. Blasques, et al.
Publicado: (2025)

Estimating and Testing Multiple Structural Breaks in Nonparametric Regressions
por: Yiqiu Cao, et al.
Publicado: (2025)

Testing for Rough Volatility When Prices Are Purely Discontinuous
por: Carsten H. Chong, et al.
Publicado: (2026)

Testing Distributional Granger Causality With Entropic Optimal Transport
por: Tao Wang
Publicado: (2026)

Testing in GARCH‐X models: boundary, correlations and bootstrap theory
por: Heino Bohn Nielsen, et al.
Publicado: (2024)

Testing for a bubble with a stochastically varying explosive coefficient
por: Eiji Kurozumi, et al.
Publicado: (2024)

A Zero Serial Cross‐Correlation Test Before Fitting Heteroscedasticity
por: Yaolan Ma, et al.
Publicado: (2024)

Testing Spatial Dynamic Panel Data Models with Heterogeneous Spatial and Regression Coefficients
por: Francesco Giordano, et al.
Publicado: (2024)