Multivariate and Nonstationary Time Series Models

Discussion of “An analysis of global warming in the Alpine region based of nonlinear nonstationary time series models” by F. Battaglia and M. K. Protopapas

Statistical Methods & Applications ◽

10.1007/s10260-012-0203-6 ◽

2012 ◽

Vol 21 (3) ◽

pp. 363-369 ◽

Cited By ~ 3

Author(s):

Domenico Piccolo

Keyword(s):

Time Series ◽

Global Warming ◽

Alpine Region ◽

Nonstationary Time Series ◽

Time Series Models

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Discussion of ‘An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models’ by Battaglia and Protopapas

Statistical Methods & Applications ◽

10.1007/s10260-012-0201-8 ◽

2012 ◽

Vol 21 (3) ◽

pp. 347-353 ◽

Cited By ~ 3

Author(s):

Reinhard Böhm

Keyword(s):

Time Series ◽

Global Warming ◽

Alpine Region ◽

Nonstationary Time Series ◽

Time Series Models

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A comment on “An analysis of global warming in the Alpine Region based on nonlinear nonstationary time series models” by F. Battaglia and M. K. Protopapas

Statistical Methods & Applications ◽

10.1007/s10260-012-0204-5 ◽

2012 ◽

Vol 21 (3) ◽

pp. 355-361 ◽

Cited By ~ 3

Author(s):

Francesco Giordano ◽

Cira Perna ◽

Cosimo D. Vitale

Keyword(s):

Time Series ◽

Global Warming ◽

Alpine Region ◽

Nonstationary Time Series ◽

Time Series Models

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A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models

Statistics and Computing ◽

10.1007/s11222-011-9304-6 ◽

2011 ◽

Vol 23 (2) ◽

pp. 221-231 ◽

Cited By ~ 6

Author(s):

Baisuo Jin ◽

Xiaoping Shi ◽

Yuehua Wu

Keyword(s):

Time Series ◽

Variable Selection ◽

Structural Break ◽

Nonstationary Time Series ◽

Time Series Models ◽

Selection For

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Rejoinder to the discussion of “An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models”

Statistical Methods & Applications ◽

10.1007/s10260-012-0205-4 ◽

2012 ◽

Vol 21 (3) ◽

pp. 371-373 ◽

Cited By ~ 3

Author(s):

Francesco Battaglia ◽

Mattheos K. Protopapas

Keyword(s):

Time Series ◽

Global Warming ◽

Alpine Region ◽

Nonstationary Time Series ◽

Time Series Models

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Discriminating between nonstationary and nearly nonstationary time series models: a simulation study

Journal of Computational and Applied Mathematics ◽

10.1016/0377-0427(92)90135-k ◽

1992 ◽

Vol 41 (3) ◽

pp. 265-280 ◽

Cited By ~ 1

Author(s):

Oliver D. Anderson ◽

Jan G. De Gooijer

Keyword(s):

Time Series ◽

Simulation Study ◽

Nonstationary Time Series ◽

Time Series Models

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Large Sample Properties of Posterior Densities, Bayesian Information Criterion and the Likelihood Principle in Nonstationary Time Series Models

Econometrica ◽

10.2307/2998562 ◽

1998 ◽

Vol 66 (2) ◽

pp. 359 ◽

Cited By ~ 49

Author(s):

Jae-Young Kim

Keyword(s):

Time Series ◽

Bayesian Information Criterion ◽

Information Criterion ◽

Nonstationary Time Series ◽

Time Series Models ◽

Likelihood Principle ◽

Large Sample

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NONSTATIONARY TIME SERIES MODELS ON CRYPTOCURRENCIES

Topics in Economics, Business and Management ◽

10.26480/icefs.01.2018.01.05 ◽

2018 ◽

Author(s):

Shou Hsing Shih

Keyword(s):

Time Series ◽

Nonstationary Time Series ◽

Time Series Models

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Specification Testing Driven by Orthogonal Series in Nonlinear and Nonstationary Time Series Models

SSRN Electronic Journal ◽

10.2139/ssrn.2175290 ◽

2012 ◽

Author(s):

Jiti Gao ◽

Chaohua Dong

Keyword(s):

Time Series ◽

Orthogonal Series ◽

Nonstationary Time Series ◽

Time Series Models ◽

Specification Testing

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INITIALIZING THE KALMAN FILTER FOR NONSTATIONARY TIME SERIES MODELS

Journal of Time Series Analysis ◽

10.1111/j.1467-9892.1991.tb00084.x ◽

1991 ◽

Vol 12 (4) ◽

pp. 283-300 ◽

Cited By ~ 38

Author(s):

William Bell ◽

Steven Hillmer

Keyword(s):

Time Series ◽

Kalman Filter ◽

Nonstationary Time Series ◽

Time Series Models

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