| 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 |
0 |
0 |
3 |
259 |
4 |
11 |
27 |
961 |
| Asymmetric vector moving average models: estimation and testing |
0 |
0 |
0 |
1 |
3 |
3 |
6 |
12 |
| Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH |
0 |
0 |
0 |
143 |
1 |
2 |
4 |
795 |
| Asymptotically Informative Prior for Bayesian Analysis |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
| Component extraction analysis of multivariate time series |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
47 |
| Cross‐validation Criteria for Setar Model Selection |
0 |
0 |
0 |
2 |
1 |
1 |
1 |
5 |
| Detecting change-points in multidimensional stochastic processes |
0 |
0 |
0 |
23 |
1 |
2 |
2 |
70 |
| Dynamic factor analysis of nonstationary multivariate time series |
0 |
0 |
0 |
164 |
1 |
4 |
5 |
459 |
| Editorial Announcement |
0 |
0 |
0 |
3 |
2 |
2 |
2 |
40 |
| Efficient Estimation of an Additive Quantile Regression Model |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
59 |
| Estimating threshold cointegrated systems |
0 |
0 |
1 |
8 |
1 |
1 |
4 |
39 |
| Exact moments of the sample autocorrelations from series generated by general arima processes of order (p, d, q), d=0 or 1 |
0 |
0 |
0 |
11 |
2 |
2 |
2 |
51 |
| Forecasting and seasonality |
0 |
0 |
0 |
55 |
0 |
1 |
1 |
234 |
| Forecasting exchange rates using TSMARS |
0 |
0 |
1 |
61 |
2 |
2 |
5 |
165 |
| Forecasting threshold cointegrated systems |
0 |
0 |
0 |
60 |
1 |
1 |
1 |
156 |
| Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns |
0 |
0 |
0 |
31 |
0 |
2 |
7 |
185 |
| Introduction to forecasting decisions in conflict situations |
0 |
0 |
0 |
43 |
1 |
1 |
1 |
213 |
| Introduction to nonlinearities, business cycles, and forecasting |
0 |
0 |
0 |
89 |
1 |
1 |
1 |
194 |
| Kernel-based hidden Markov conditional densities |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
3 |
| Lagged Regression Residuals and Serial-Correlation Tests |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
755 |
| Mean squared error properties of the kernel-based multi-stage median predictor for time series |
0 |
0 |
0 |
9 |
1 |
2 |
2 |
69 |
| Mean–variance and mean–semivariance portfolio selection: a multivariate nonparametric approach |
0 |
0 |
0 |
9 |
1 |
1 |
1 |
43 |
| Modeling vector nonlinear time series using POLYMARS |
0 |
0 |
0 |
25 |
1 |
1 |
1 |
104 |
| Non parametric portmanteau tests for detecting non linearities in high dimensions |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
6 |
| 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 |
0 |
0 |
0 |
148 |
2 |
2 |
3 |
311 |
| Nonlinear stochastic inflation modelling using SEASETARs |
0 |
0 |
0 |
35 |
0 |
0 |
0 |
104 |
| Nonparametric conditional predictive regions for time series |
0 |
0 |
0 |
13 |
1 |
1 |
2 |
41 |
| Oliver Duncan Anderson: 1940-1995 |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
116 |
| On Additive Conditional Quantiles With High Dimensional Covariates |
0 |
0 |
2 |
48 |
1 |
1 |
5 |
137 |
| On Conditional Density Estimation |
0 |
0 |
2 |
23 |
3 |
4 |
8 |
91 |
| On forecasting SETAR processes |
0 |
0 |
1 |
23 |
1 |
1 |
2 |
65 |
| On portmanteau-type tests for nonlinear multivariate time series |
0 |
1 |
1 |
3 |
0 |
2 |
2 |
8 |
| On predictive least squares principles: C.Z. Wei, The Annals of Statistics 20 (1992), 1-42 |
0 |
0 |
0 |
86 |
1 |
2 |
3 |
265 |
| On the cumulated multi-step-ahead predictions of vector autoregressive moving average processes |
0 |
0 |
0 |
26 |
2 |
2 |
2 |
87 |
| On threshold moving‐average models |
0 |
0 |
0 |
1 |
2 |
4 |
6 |
16 |
| Parametric and nonparametric Granger causality testing: Linkages between international stock markets |
0 |
0 |
0 |
13 |
0 |
1 |
2 |
101 |
| Partial sums of lagged cross-products of AR residuals and a test for white noise |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
48 |
| Penalized Averaging of Parametric and Non-Parametric Quantile Forecasts |
0 |
0 |
0 |
3 |
1 |
2 |
4 |
23 |
| Penalized Averaging of Quantile Forecasts from GARCH Models with Many Exogenous Predictors |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
4 |
| Power of the Neyman Smooth Test for Evaluating Multivariate Forecast Densities |
1 |
1 |
1 |
32 |
1 |
1 |
2 |
135 |
| Semiparametric Regression with Kernel Error Model |
0 |
0 |
0 |
25 |
1 |
1 |
2 |
88 |
| Semiparametric quantile averaging in the presence of high-dimensional predictors |
0 |
0 |
0 |
2 |
1 |
2 |
5 |
26 |
| Simultaneity and Asymmetry of Returns and Volatilities: The Emerging Baltic States' Stock Exchanges |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
107 |
| Some exact tests for manifest properties of latent trait models |
0 |
0 |
0 |
4 |
1 |
1 |
2 |
46 |
| Some recent developments in non-linear time series modelling, testing, and forecasting |
0 |
1 |
2 |
220 |
2 |
5 |
6 |
489 |
| Testing non-linearities in world stock market prices |
0 |
0 |
0 |
29 |
1 |
1 |
3 |
80 |
| Testing nonlinearity of heavy-tailed time series |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
3 |
| The role of time series analysis in forecasting: A personal view |
0 |
0 |
0 |
41 |
2 |
2 |
2 |
147 |
| Weighted forecasts from SETARs with single- and multiple thresholds |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
2 |
| Total Journal Articles |
1 |
3 |
14 |
1,829 |
52 |
80 |
145 |
7,206 |
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