Similar Search Results

Narrow search

Score statistics for testing serial dependence in count data

Sun, Jiajing; McCabe, Brendan P. - In: Journal of Time Series Analysis 34 (2013) 3, pp. 315-329

Persistent link: https://www.econbiz.de/10010642579

Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series

Silva, Maria Eduarda; Pereira, Isabel; McCabe, Brendan - In: Journal of Time Series Analysis 40 (2018) 5, pp. 631-648

Persistent link: https://www.econbiz.de/10012094963

Maximum likelihood estimation of higher-order integer-valued autoregressive processes

Bu, Ruijun; McCabe, Brendan; Hadri, Kaddour - In: Journal of Time Series Analysis 29 (2008) 6, pp. 973-994

In this article, we extend the earlier work of Freeland and McCabe [Journal of time Series Analysis (2004) Vol. 25, pp. 701-722] and develop a general framework for maximum likelihood (ML) analysis of higher-order integer-valued autoregressive processes. Our exposition includes the case where...

Persistent link: https://www.econbiz.de/10005260751

Testing for parameter constancy in non-Gaussian time series

Han, Lu; McCabe, Brendan - In: Journal of Time Series Analysis 34 (2013) 1, pp. 17-29

Persistent link: https://www.econbiz.de/10010642571

DISCRETE TIME SERIES, PROCESSES, AND APPLICATIONS IN FINANCE, by Gilles Zumbach. Springer Finance Series. Published by Springer, Heidelberg, Berlin, 2013. Total number of pages: 31...

McCabe, Brendan - In: Journal of Time Series Analysis 36 (2015) 1, pp. 125-125

Persistent link: https://www.econbiz.de/10011204125

Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes

Hong, Yongmiao; Yoon‐Jin Lee - In: Journal of Time Series Analysis 32 (2011) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10009215485