Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice

SSRN Electronic Journal ◽

10.2139/ssrn.3955490 ◽

2021 ◽

Author(s):

Chaohua Dong ◽

Jiti Gao ◽

Bin Peng ◽

Yundong Tu

Keyword(s):

Time Series ◽

Robust Estimation ◽

Estimation Theory ◽

Nonstationary Time Series ◽

Theory And Practice ◽

Time Series Models

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Nonparametric Specification Testing in Nonlinear and Nonstationary Time Series Models: Theory and Practice

SSRN Electronic Journal ◽

10.2139/ssrn.2235356 ◽

2013 ◽

Cited By ~ 2

Author(s):

Jia Chen ◽

Jiti Gao ◽

Degui Li ◽

Zhengyan Lin

Keyword(s):

Time Series ◽

Nonstationary Time Series ◽

Theory And Practice ◽

Time Series Models ◽

Specification Testing

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Multivariate and Nonstationary Time Series Models

Developing Econometrics ◽

10.1002/9781119954231.ch8 ◽

2011 ◽

pp. 297-355

Keyword(s):

Time Series ◽

Nonstationary Time Series ◽

Time Series Models

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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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Robust estimation methods for a class of log-linear count time series models

Journal of Statistical Computation and Simulation ◽

10.1080/00949655.2015.1035271 ◽

2015 ◽

Vol 86 (4) ◽

pp. 740-755 ◽

Cited By ~ 3

Author(s):

Stella Kitromilidou ◽

Konstantinos Fokianos

Keyword(s):

Time Series ◽

Robust Estimation ◽

Estimation Methods ◽

Time Series Models ◽

Count Time Series ◽

Log Linear

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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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