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Bootstrapping unit root tests for autoregressive time series
Paparoditis, Efstathios; Politis, Dimitris N. - In: Journal of the American Statistical Association : JASA 100 (2005) 470, pp. 545-553
Persistent link: https://www.econbiz.de/10002929370
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Unit root quantile autoregression inference
Koenker, Roger; Xiao, Zhijie - In: Journal of the American Statistical Association : JASA 99 (2004) 467, pp. 775-787
Persistent link: https://www.econbiz.de/10002242185
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Structural break estimation for nonstationary time series models
Davis, Richard A.; Lee, Thomas C. M.; Rodriguez-Yam, … - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 223-239
Persistent link: https://www.econbiz.de/10003309659
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Discrimination of locally stationary time series based on the excess mass functional
Chandler, Gabriel; Polonik, Wolfgang - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 240-253
Persistent link: https://www.econbiz.de/10003309676
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On the correlation matriox of the discrete fourier transform and the fast solution of large toeplitz systems for long-memory time series
Chen, Willa W.; Hurvich, Clifford M.; Lu, Yi - In: Journal of the American Statistical Association : JASA 101 (2006) 474, pp. 812-822
Persistent link: https://www.econbiz.de/10003334776
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Nonparametric residue analysis of dynamic PET data with application to cerebral FDG studies in normals
O'Sullivan, Finbarr; Muzi, Mark; Spence, Alexander M.; … - In: Journal of the American Statistical Association : JASA 104 (2009) 486, pp. 556-571
Persistent link: https://www.econbiz.de/10003885366
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Analysis of longitudinal data with semiparametric estimation of covariance function
Fan, Jianqing; Huang, Tao; Li, Runze - In: Journal of the American Statistical Association : JASA 102 (2007) 478, pp. 632-641
Persistent link: https://www.econbiz.de/10003490446
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Semiparametric estimation of spectral density with irregular observations
Im, Hae Kyung; Stein, Michael L.; Zhu, Zhengyuan - In: Journal of the American Statistical Association : JASA 102 (2007) 478, pp. 726-735
Persistent link: https://www.econbiz.de/10003490485
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Semiparametric efficient estimation for incomplete longitudinal binary data, with application to smoking trends
Perin, Jamie; Preisser, John S.; Rathouz, Paul J. - In: Journal of the American Statistical Association : JASA 104 (2009) 488, pp. 1373-1484
Persistent link: https://www.econbiz.de/10003992956
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Multivariate outlier detection with high-breakdown estimators
Cerioli, Andrea - In: Journal of the American Statistical Association : JASA 105 (2010) 489, pp. 147-156
Persistent link: https://www.econbiz.de/10008732186