| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| 25 years of time series forecasting |
1 |
1 |
12 |
70 |
4 |
10 |
42 |
189 |
| Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH |
0 |
2 |
18 |
116 |
2 |
7 |
65 |
669 |
| Component extraction analysis of multivariate time series |
0 |
0 |
1 |
4 |
0 |
0 |
4 |
14 |
| Detecting change-points in multidimensional stochastic processes |
0 |
2 |
5 |
14 |
0 |
4 |
8 |
26 |
| Dynamic factor analysis of nonstationary multivariate time series |
2 |
5 |
51 |
95 |
7 |
15 |
97 |
190 |
| Editorial Announcement |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
27 |
| Estimating threshold cointegrated systems |
0 |
2 |
13 |
56 |
0 |
3 |
21 |
123 |
| Exact moments of the sample autocorrelations from series generated by general arima processes of order (p, d, q), d=0 or 1 |
0 |
1 |
2 |
5 |
1 |
2 |
7 |
23 |
| Forecasting and seasonality |
0 |
0 |
7 |
49 |
0 |
2 |
44 |
164 |
| Forecasting exchange rates using TSMARS |
0 |
0 |
3 |
35 |
0 |
2 |
10 |
73 |
| Forecasting threshold cointegrated systems |
0 |
1 |
8 |
41 |
0 |
2 |
17 |
86 |
| Introduction to forecasting decisions in conflict situations |
0 |
0 |
0 |
39 |
0 |
0 |
18 |
190 |
| Introduction to nonlinearities, business cycles, and forecasting |
1 |
1 |
3 |
80 |
2 |
2 |
5 |
163 |
| Lagged Regression Residuals and Serial-Correlation Tests |
0 |
0 |
0 |
0 |
6 |
19 |
126 |
681 |
| Mean squared error properties of the kernel-based multi-stage median predictor for time series |
0 |
1 |
2 |
2 |
0 |
2 |
12 |
12 |
| Modeling vector nonlinear time series using POLYMARS |
0 |
1 |
2 |
18 |
0 |
4 |
14 |
62 |
| Nonlinear dynamics, chaos, and instability: William A. Brock, David A. Hsieh and Blake LeBaron, 1991, (MIT Press, Cambridge) 328, pp. [UK pound]29.25. ISBN 0-262-02329-6 |
1 |
3 |
13 |
79 |
2 |
5 |
27 |
143 |
| Nonlinear stochastic inflation modelling using SEASETARs |
0 |
0 |
3 |
27 |
0 |
0 |
5 |
74 |
| Nonparametric conditional predictive regions for time series |
0 |
0 |
1 |
4 |
0 |
0 |
3 |
8 |
| Oliver Duncan Anderson: 1940-1995 |
0 |
0 |
1 |
8 |
0 |
0 |
4 |
55 |
| On Additive Conditional Quantiles With High Dimensional Covariates |
0 |
1 |
12 |
22 |
1 |
6 |
28 |
49 |
| On Conditional Density Estimation |
1 |
1 |
4 |
11 |
1 |
1 |
14 |
29 |
| On forecasting SETAR processes |
1 |
3 |
9 |
9 |
2 |
4 |
13 |
13 |
| On predictive least squares principles: C.Z. Wei, The Annals of Statistics 20 (1992), 1-42 |
2 |
3 |
5 |
53 |
2 |
3 |
10 |
129 |
| On the cumulated multi-step-ahead predictions of vector autoregressive moving average processes |
0 |
1 |
5 |
15 |
0 |
1 |
12 |
36 |
| Power of the Neyman Smooth Test for Evaluating Multivariate Forecast Densities |
0 |
0 |
4 |
18 |
0 |
0 |
17 |
76 |
| Semiparametric Regression with Kernel Error Model |
0 |
0 |
4 |
8 |
1 |
2 |
22 |
33 |
| Some recent developments in non-linear time series modelling, testing, and forecasting |
1 |
2 |
42 |
121 |
2 |
5 |
81 |
243 |
| Testing non-linearities in world stock market prices |
0 |
1 |
4 |
14 |
0 |
1 |
8 |
43 |
| The role of time series analysis in forecasting: A personal view |
0 |
0 |
3 |
26 |
1 |
2 |
14 |
84 |
| Total Journal Articles |
10 |
32 |
237 |
1,041 |
34 |
104 |
748 |
3,707 |
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