Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance (English)
- New search for: Patilea, Valentin
- New search for: Raïssi, Hamdi
- New search for: Patilea, Valentin
- New search for: Raïssi, Hamdi
In:
Journal of the American Statistical Association
;
109
, 507
;
1099-1111
;
2014
- Article (Journal) / Electronic Resource
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Title:Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance
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Contributors:Patilea, Valentin ( author ) / Raïssi, Hamdi ( author )
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Published in:Journal of the American Statistical Association ; 109, 507 ; 1099-1111
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Publisher:
- New search for: Taylor & Francis
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Publication date:2014-07-03
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Size:13 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents – Volume 109, Issue 507
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 873
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Mechanistic Hierarchical Gaussian ProcessesWheeler, Matthew W. / Dunson, David B. / Pandalai, Sudha P. / Baker, Brent A. / Herring, Amy H. et al. | 2014
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Identifying Genetic Variants for Addiction via Propensity Score Adjusted Generalized Kendall’s TauJiang, Yuan / Li, Ni / Zhang, Heping et al. | 2014
- 931
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Optimizing Sedative Dose in Preterm Infants Undergoing Treatment for Respiratory Distress SyndromeThall, Peter F. / Nguyen, Hoang Q. / Zohar, Sarah / Maton, Pierre et al. | 2014
- 944
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Estimating Ocean Circulation: An MCMC Approach With Approximated Likelihoods via the Bernoulli FactoryHerbei, Radu / Berliner, L. Mark et al. | 2014
- 955
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Multivariate Analysis of Longitudinal Ordinal Data With Mixed Effects Models, With Application to Clinical Outcomes in OsteoarthritisLaffont, Celine Marielle / Vandemeulebroecke, Marc / Concordet, Didier et al. | 2014
- 967
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Causal Inference for fMRI Time Series Data With Systematic Errors of Measurement in a Balanced On/Off Study of Social Evaluative ThreatSobel, Michael E. / Lindquist, Martin A. et al. | 2014
- 977
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Bayesian Generalized Low Rank Regression Models for Neuroimaging Phenotypes and Genetic MarkersZhu, Hongtu / Khondker, Zakaria / Lu, Zhaohua / Ibrahim, Joseph G. et al. | 2014
- 991
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- 1023
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Bayesian Aggregation of Order-Based Rank DataDeng, Ke / Han, Simeng / Li, Kate J. / Liu, Jun S. et al. | 2014
- 1040
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Inference From Intrinsic Bayes’ Procedures Under Model Selection and UncertaintyWomack, Andrew J. / León-Novelo, Luis / Casella, George et al. | 2014
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Adaptive Confidence Bands for Nonparametric Regression FunctionsCai, T. Tony / Low, Mark / Ma, Zongming et al. | 2014
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Efficient R-Estimation of Principal and Common Principal ComponentsHallin, Marc / Paindaveine, Davy / Verdebout, Thomas et al. | 2014
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Spatially Varying Coefficient Model for Neuroimaging Data With Jump DiscontinuitiesZhu, Hongtu / Fan, Jianqing / Kong, Linglong et al. | 2014
- 1099
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Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying VariancePatilea, Valentin / Raïssi, Hamdi et al. | 2014
- 1112
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Filtering With Heavy TailsHarvey, Andrew / Luati, Alessandra et al. | 2014
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Generalized Gaussian Process Regression Model for Non-Gaussian Functional DataWang, Bo / Shi, Jian Qing et al. | 2014
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Weighted M-statistics With Superior Design Sensitivity in Matched Observational Studies With Multiple ControlsRosenbaum, Paul R. et al. | 2014
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Multiply Robust Estimation in Regression Analysis With Missing DataHan, Peisong et al. | 2014
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Targeted Local Support Vector Machine for Age-Dependent ClassificationChen, Tianle / Wang, Yuanjia / Chen, Huaihou / Marder, Karen / Zeng, Donglin et al. | 2014
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On an Additive Semigraphoid Model for Statistical Networks With Application to Pathway AnalysisLi, Bing / Chun, Hyonho / Zhao, Hongyu et al. | 2014
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Functional Principal Component Analysis of Spatiotemporal Point Processes With Applications in Disease SurveillanceLi, Yehua / Guan, Yongtao et al. | 2014
- 1216
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Optimal Tests of Treatment Effects for the Overall Population and Two Subpopulations in Randomized Trials, Using Sparse Linear ProgrammingRosenblum, Michael / Liu, Han / Yen, En-Hsu et al. | 2014
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Sequential Lasso Cum EBIC for Feature Selection With Ultra-High Dimensional Feature SpaceLuo, Shan / Chen, Zehua et al. | 2014
- 1241
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Segmented Model Selection in Quantile Regression Using the Minimum Description Length PrincipleAue, Alexander / Cheung, Rex C. Y. / Lee, Thomas C. M. / Zhong, Ming et al. | 2014
- 1257
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The Sparse MLE for Ultrahigh-Dimensional Feature ScreeningXu, Chen / Chen, Jiahua et al. | 2014
- 1270
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Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient ModelsFan, Jianqing / Ma, Yunbei / Dai, Wei et al. | 2014
- 1285
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Interaction Screening for Ultrahigh-Dimensional DataHao, Ning / Zhang, Hao Helen et al. | 2014
- 1302
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Martingale Difference Correlation and Its Use in High-Dimensional Variable ScreeningShao, Xiaofeng / Zhang, Jingsi et al. | 2014
- 1319
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Some Comments on Copula-Based RegressionDette, Holger / Van Hecke, Ria / Volgushev, Stanislav et al. | 2014
- 1325
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Book Reviews| 2014