Journal of Time Series Analysis, 0143-9782

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  1. 2020
  2. 2019
  3. Common Breaks in Means for Cross-Correlated Fixed-T Panel Data

    Joakim Westerlund, 2019, In : Journal of Time Series Analysis. 40, 2, p. 248-255

    Research output: Contribution to journalArticle

  4. 2007
  5. New improved tests for cointegration with structural breaks

    Joakim Westerlund & David Edgerton, 2007, In : Journal of Time Series Analysis. 28, 2, p. 188-224

    Research output: Contribution to journalArticle

  6. 1996
  7. Optimal prediction of catastrophes in autoregressive moving-average processes

    Svensson, A., Holst, J., Lindquist, R. & Georg Lindgren, 1996, In : Journal of Time Series Analysis. 17, 5, p. 511-531

    Research output: Contribution to journalArticle

  8. 1994
  9. Recursive estimation in switching autoregressions with Markov regime

    Ulla Holst, Georg Lindgren, Holst, J. & Thuvesholmen, M., 1994, In : Journal of Time Series Analysis. 15, 5, p. 489-506

    Research output: Contribution to journalArticle

  10. 1990
  11. Alarm characteristics for a flood warning system with deterministic components

    Beckman, S-I., Holst, J. & Georg Lindgren, 1990, In : Journal of Time Series Analysis. 11, 1, p. 1-18

    Research output: Contribution to journalArticle