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Diagnostic Checking in ARMA Models With Uncorrelated Errors

Journal of the American Statistical Association, 2005-06, Vol.100 (470), p.532-544

2005

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A Generalized Portmanteau Test For Independence Of Two Infinite-Order Vector Autoregressive Series

Journal of time series analysis, 2006-07, Vol.27 (4), p.505-544

2006

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Stochastic modeling of empirical time series of childhood infectious diseases data before and after mass vaccination

Emerging themes in epidemiology, 2006-08, Vol.3 (1), p.9-9, Article 9

2006

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Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models

Journal of time series analysis, 2011-11, Vol.32 (6), p.699-723

2011

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Aggregation and systematic sampling of periodic ARMA processes

Computational statistics & data analysis, 2008-05, Vol.52 (9), p.4287-4304

2008

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ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES

Econometric theory, 2008-08, Vol.24 (4), p.948-987

2008

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Testing Causality between Two Vectors in Multivariate Autoregressive Moving Average Models

Journal of the American Statistical Association, 1992-12, Vol.87 (420), p.1082-1090

1992

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Identification of Refined ARMA Echelon Form Models for Multivariate Time Series

Journal of multivariate analysis, 1996-02, Vol.56 (2), p.207-231

1996

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Exact maximum likelihood estimation of structured or unit root multivariate time series models

Computational statistics & data analysis, 2006-07, Vol.50 (11), p.2958-2986

2006

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On the application of integer-valued time series models for the analysis of disease incidence

Statistics in medicine, 1999-08, Vol.18 (15), p.2025-2039

1999

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On consistent testing for serial correlation of unknown form in vector time series models

Journal of multivariate analysis, 2004-04, Vol.89 (1), p.148-180

2004

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ROBUST TESTS FOR INDEPENDENCE OF TWO TIME SERIES

Statistica Sinica, 2003-07, Vol.13 (3), p.827-852

2003

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On the distribution of the residual cross-correlations of infinite order vector autoregressive series and applications

Statistics & probability letters, 2006, Vol.76 (1), p.58-68

2006

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Spectral analysis for a random process on the sphere

Annals of the Institute of Statistical Mathematics, 1976-12, Vol.28 (1), p.91-97

Roy, Roch

1976

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Tests for non-correlation of two cointegrated ARMA time series

Journal of time series analysis, 2003-09, Vol.24 (5), p.553-577

2003

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Asymptotic covariance structure of serial correlations in multivariate time series

Biometrika, 1989-12, Vol.76 (4), p.824-827

Roy, Roch

1989

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Tests for Non-Correlation of Two Multivariate Time Series: A Nonparametric Approach

Lecture notes-monograph series, 2003-01, Vol.42, p.397-416

2003

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Tests for noncorrelation of two multivariate ARMA time series

Canadian journal of statistics, 1997-06, Vol.25 (2), p.233-256

1997

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Limit theorems for regression models of time series of counts

Statistics & probability letters, 2000-01, Vol.46 (2), p.161-168

2000

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Simplified conditions for noncausality between vectors in multivariate ARMA models

Journal of econometrics, 1994-07, Vol.63 (1), p.271-287

1994

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Distribution asymptotique des autocorrélations ďun processus saisonnier non stationnaire

Canadian journal of statistics, 1989-12, Vol.17 (4), p.399-417

1989

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"Testing Causality Between Two Vectors in Multivariate Autoregressive Moving Average Models": TM

Journal of the American Statistical Association, 1992-01, Vol.87 (417), p.1082

1992

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ON THE INVERTIBILITY OF MULTIVARIATE LINEAR PROCESSES

Journal of time series analysis, 1993-05, Vol.14 (3), p.305-316

1993

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CONSISTENT ESTIMATION OF THE ASYMPTOTIC COVARIANCE STRUCTURE OF MULTIVARIATE SERIAL CORRELATIONS

Journal of time series analysis, 1991-07, Vol.12 (4), p.351-361

1991

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On the identification of ARMA echelon-form models

Canadian journal of statistics, 1992-12, Vol.20 (4), p.369-386

1992

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Diagnostic Checking in ARMA Models With Uncorrelated Errors

A Generalized Portmanteau Test For Independence Of Two Infinite-Order Vector Autoregressive Series

Stochastic modeling of empirical time series of childhood infectious diseases data before and after mass vaccination

Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models

Aggregation and systematic sampling of periodic ARMA processes

ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES

Testing Causality between Two Vectors in Multivariate Autoregressive Moving Average Models

Identification of Refined ARMA Echelon Form Models for Multivariate Time Series

Exact maximum likelihood estimation of structured or unit root multivariate time series models

On the application of integer-valued time series models for the analysis of disease incidence

On consistent testing for serial correlation of unknown form in vector time series models

ROBUST TESTS FOR INDEPENDENCE OF TWO TIME SERIES

On the distribution of the residual cross-correlations of infinite order vector autoregressive series and applications

Spectral analysis for a random process on the sphere

Tests for non-correlation of two cointegrated ARMA time series

Asymptotic covariance structure of serial correlations in multivariate time series

Tests for Non-Correlation of Two Multivariate Time Series: A Nonparametric Approach

Tests for noncorrelation of two multivariate ARMA time series

Limit theorems for regression models of time series of counts

Simplified conditions for noncausality between vectors in multivariate ARMA models

Distribution asymptotique des autocorrélations ďun processus saisonnier non stationnaire

"Testing Causality Between Two Vectors in Multivariate Autoregressive Moving Average Models": TM

ON THE INVERTIBILITY OF MULTIVARIATE LINEAR PROCESSES

CONSISTENT ESTIMATION OF THE ASYMPTOTIC COVARIANCE STRUCTURE OF MULTIVARIATE SERIAL CORRELATIONS

On the identification of ARMA echelon-form models

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