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Bootstrapping confidence intervals for the change-point of time series

Journal of time series analysis, 2008-11, Vol.29 (6), p.947-972

2008

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Flood peak distributions for the eastern United States

Water resources research, 2010-06, Vol.46 (6), p.n/a

2010

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Multivariate elliptic processes

Statistica Neerlandica, 2010-08, Vol.64 (3), p.352-366

2010

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Limit theorems for the discount sums of moving averages

Journal of time series analysis, 2012-01, Vol.33 (1), p.1-12

Chu, Ba

2012

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Polynomial Cointegration Between Stationary Processes With Long Memory

Journal of time series analysis, 2007-11, Vol.28 (6), p.923-942

2007

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Subsampling inference for the mean of heavy-tailed long-memory time series

Journal of time series analysis, 2012-01, Vol.33 (1), p.96-111

2012

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Identification of Persistent Cycles in Non-Gaussian Long-Memory Time Series

Journal of time series analysis, 2008-07, Vol.29 (4), p.653-672

Boutahar, Mohamed

2008

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Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test

Journal of time series analysis, 2016-11, Vol.37 (6), p.785-809

Betken, Annika

2016

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Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes

Journal of time series analysis, 2011-03, Vol.32 (2), p.135-156

2011

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Rate of convergence in the central limit theorem for parameter estimation in a causal, invertible ARMA(p, q) model

Journal of time series analysis, 2013-01, Vol.34 (1), p.130-137

2013

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Flooding in Texas: Examination of Temporal Changes and Impacts of Tropical Cyclones

Journal of the American Water Resources Association, 2013-08, Vol.49 (4), p.825-837

2013

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Testing Serial Correlation in Semiparametric Time Series Models

Journal of time series analysis, 2003-05, Vol.24 (3), p.311-335

2003

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Consistent estimation of the memory parameter for nonlinear time series

Journal of time series analysis, 2006-03, Vol.27 (2), p.211-251

2006

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Tests for Volatility Shifts in Garch Against Long-Range Dependence

Journal of time series analysis, 2015-03, Vol.36 (2), p.127-153

2015

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Likelihood-ratio-based confidence sets for the timing of structural breaks

Quantitative economics, 2015-07, Vol.6 (2), p.463-497

2015

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A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue

Journal of time series analysis, 2007-05, Vol.28 (3), p.307-349

Hidalgo, Javier

2007

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Convolution-closed models for count time series with applications

Journal of time series analysis, 2011-05, Vol.32 (3), p.268-280

2011

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Testing for Linear and Nonlinear Granger Causality in the Stock Price-Volume Relation

The Journal of finance (New York), 1994-12, Vol.49 (5), p.1639-1664

1994

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Nonlinear functionals of the periodogram

Journal of time series analysis, 2002-09, Vol.23 (5), p.523-553

2002

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CONTEMPORANEOUS AGGREGATION OF TRIANGULAR ARRAY OF RANDOM-COEFFICIENT AR(1) PROCESSES

Journal of time series analysis, 2014-01, Vol.35 (1), p.16-39

2014

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Public Debt, the Unit Root Hypothesis and Structural Breaks: A Multi-Country Analysis

Economica (London), 2006-02, Vol.73 (289), p.129-156

2006

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How to model multivariate extremes if one must?

Statistica Neerlandica, 2005-08, Vol.59 (3), p.324-338

Mikosch, Thomas

2005

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Assessing Time-Reversibility Under Minimal Assumptions

Journal of time series analysis, 2008-09, Vol.29 (5), p.881-905

Psaradakis, Zacharias

2008

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A joint test of fractional integration and structural breaks at a known period of time

Journal of time series analysis, 2004-09, Vol.25 (5), p.691-700

Gil-Alana, Luis A.

2004

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Sensitivity of univariate AR(1) time-series forecasts near the unit root

Journal of forecasting, 2001-04, Vol.20 (3), p.203-229

Banerjee, Anurag N

2001

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Bootstrapping confidence intervals for the change-point of time series

Flood peak distributions for the eastern United States

Multivariate elliptic processes

Limit theorems for the discount sums of moving averages

Polynomial Cointegration Between Stationary Processes With Long Memory

Subsampling inference for the mean of heavy-tailed long-memory time series

Identification of Persistent Cycles in Non-Gaussian Long-Memory Time Series

Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test

Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes

Rate of convergence in the central limit theorem for parameter estimation in a causal, invertible ARMA(p, q) model

Flooding in Texas: Examination of Temporal Changes and Impacts of Tropical Cyclones

Testing Serial Correlation in Semiparametric Time Series Models

Consistent estimation of the memory parameter for nonlinear time series

Tests for Volatility Shifts in Garch Against Long-Range Dependence

Likelihood-ratio-based confidence sets for the timing of structural breaks

A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue

Convolution-closed models for count time series with applications

Testing for Linear and Nonlinear Granger Causality in the Stock Price-Volume Relation

Nonlinear functionals of the periodogram

CONTEMPORANEOUS AGGREGATION OF TRIANGULAR ARRAY OF RANDOM-COEFFICIENT AR(1) PROCESSES

Public Debt, the Unit Root Hypothesis and Structural Breaks: A Multi-Country Analysis

How to model multivariate extremes if one must?

Assessing Time-Reversibility Under Minimal Assumptions

A joint test of fractional integration and structural breaks at a known period of time

Sensitivity of univariate AR(1) time-series forecasts near the unit root

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