Time Series Analysis - Wiley Series in Probability and Statistics
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Published By John Wiley & Sons, Inc.

9781119132165, 9781119132097

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Estimation Problems in Noninvertible Moving Average Models

Time Series Analysis - Wiley Series in Probability and Statistics ◽

10.1002/9781119132165.ch7 ◽

2017 ◽

pp. 311-348

Keyword(s):

Moving Average ◽

Moving Average Models ◽

Estimation Problems

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Asymptotic Properties of Nonstationary Panel Unit Root Tests

Time Series Analysis - Wiley Series in Probability and Statistics ◽

10.1002/9781119132165.ch10 ◽

2017 ◽

pp. 459-516

Keyword(s):

Unit Root ◽

Asymptotic Properties ◽

Unit Root Tests ◽

Panel Unit Root Tests ◽

Panel Unit Root

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ARFIMA Models and the Fractional Brownian Motion

Time Series Analysis - Wiley Series in Probability and Statistics ◽

10.1002/9781119132165.ch12 ◽

2017 ◽

pp. 567-627

Keyword(s):

Brownian Motion ◽

Fractional Brownian Motion ◽

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References

Time Series Analysis - Wiley Series in Probability and Statistics ◽

10.1002/9781119132165.refs ◽

2017 ◽

pp. 865-877

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Brownian Motion and Functional Central Limit Theorems

Time Series Analysis - Wiley Series in Probability and Statistics ◽

10.1002/9781119132165.ch2 ◽

2017 ◽

pp. 51-126 ◽

Keyword(s):

Brownian Motion ◽

Central Limit ◽

Limit Theorems ◽

Central Limit Theorems ◽

Functional Central Limit Theorems ◽

Functional Central Limit

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Subject Index

Time Series Analysis - Wiley Series in Probability and Statistics ◽

10.1002/9781119132165.indsub ◽

2017 ◽

pp. 883-889

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Unit Root Tests in Autoregressive Models

Time Series Analysis - Wiley Series in Probability and Statistics ◽

10.1002/9781119132165.ch8 ◽

2017 ◽

pp. 349-413 ◽

Keyword(s):

Unit Root ◽

Unit Root Tests ◽

Autoregressive Models

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Maximum Likelihood Estimation for the Fractional Ornstein-Uhlenbeck Process

Time Series Analysis - Wiley Series in Probability and Statistics ◽

10.1002/9781119132165.ch14 ◽

2017 ◽

pp. 673-707

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Uhlenbeck Process ◽

Ornstein Uhlenbeck Process

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Statistical Analysis of Cointegration

Time Series Analysis - Wiley Series in Probability and Statistics ◽

10.1002/9781119132165.ch11 ◽

2017 ◽

pp. 517-565

Keyword(s):

Statistical Analysis

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Solutions to Problems

Time Series Analysis - Wiley Series in Probability and Statistics ◽

10.1002/9781119132165.ch15 ◽

2017 ◽

pp. 709-863

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