Quantile periodogram and time-dependent variance
- Ta-Hsin Li
- 2014
- Journal of Time Series Analysis
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On robust spectral analysis by least absolute deviations
- Ta-Hsin Li
- 2011
- Journal of Time Series Analysis
DIFFERENTIAL GEOMETRY OF ARMA MODELS
- Nalini Ravishanker
- Edward L. Melnick
- et al.
- 2008
- Journal of Time Series Analysis
Bayesian methods for change-point detection in long-range dependent processes
- Bonnie K. Ray
- Ruey S. Tsay
- 2002
- Journal of Time Series Analysis
Nonlinear modelling of periodic threshold autoregressions using TSMARS
- Peter A. W. Lewis
- Bonnie K. Ray
- 2002
- Journal of Time Series Analysis
APPROXIMATE SIMULTANEOUS SIGNIFICANCE INTERVALS FOR RESIDUAL AUTOCORRELATIONS OF AUTOREGRESSIVE MOVING‐AVERAGE TIME SERIES MODELS
- J.R.M. Hosking
- Nalini Ravishanker
- 1993
- Journal of Time Series Analysis