Authors: Huang, Xin¹ (AUTHOR) xin.huang1@students.mq.edu.au, Shang, Han Lin¹ (AUTHOR), Pitt, David² (AUTHOR)

Superior Title: Australian & New Zealand Journal of Statistics. Dec2022, Vol. 64 Issue 4, p442-477. 36p.

Subject Terms: *PERMUTATIONS, *DEPENDENCE (Statistics), *ENTROPY, *FOREIGN exchange rates, *TIME series analysis, *UNIVARIATE analysis

Authors: Tanoue, Yuta

Superior Title: Communications in Statistics: Theory & Methods; 2024, Vol. 53 Issue 9, p3123-3142, 20p

Subject Terms: RANDOM variables, TIME series analysis, DEPENDENCE (Statistics), VALUE at risk, PORTFOLIO management (Investments), SIGNAL processing

Authors: Cai, Zongwu, Fang, Ying, Lin, Ming, Tang, Shengfang

Superior Title: Statistica Neerlandica; May2024, Vol. 78 Issue 2, p397-426, 30p

Subject Terms: TIME series analysis, MONTE Carlo method, NULL hypothesis, NONPARAMETRIC estimation, DEPENDENCE (Statistics)

Authors: Huang, Xin-Wei, Emura, Takeshi

Superior Title: Communications in Statistics: Simulation & Computation; 2024, Vol. 53 Issue 4, p1973-1990, 18p

Subject Terms: TIME series analysis, MARKOV processes, PARAMETER estimation, GOODNESS-of-fit tests, DEPENDENCE (Statistics), MAXIMUM likelihood statistics

Authors: Braun, Tobias¹ tobraun@pik-potsdam.de, Kraemer, K. Hauke¹, Marwan, Norbert^1,2

Superior Title: European Physical Journal: Special Topics. Feb2023, Vol. 232 Issue 1, p57-67. 11p.

Subject Terms: *TIME series analysis, *DEPENDENCE (Statistics), *NONLINEAR systems

Authors: Solarin, Sakiru Adebola, Erdogan, Sinan, Pata, Ugur Korkut

Superior Title: Social Indicators Research; Apr2023, Vol. 166 Issue 3, p601-626, 26p, 10 Charts, 4 Graphs

Subject Terms: INCOME inequality, STOCHASTIC convergence, TIME series analysis, DEPENDENCE (Statistics), COUNTRIES

Authors: Guan, Lihong, Wang, Xiaohong

Superior Title: Entropy; Apr2023, Vol. 25 Issue 4, p698, 25p

Subject Terms: RANDOM variables, TIME series analysis, DEPENDENCE (Statistics), STOCHASTIC models, RISK assessment, STOCHASTIC dominance, LARGE deviations (Mathematics)

Authors: Psaradakis, Zacharias¹, Vávra, Marián²

Superior Title: Journal of Time Series Analysis. Jul2015, Vol. 36 Issue 4, p587-598. 12p.

Subject Terms: *DEPENDENCE (Statistics), *QUANTILES, *MATHEMATICAL symmetry, *PROBLEM solving, *SKEWNESS (Probability theory), *MONTE Carlo method, *TIME series analysis

Authors: Sengupta, Srijan¹, Shao, Xiaofeng¹, Wang, Yingchuan²

Superior Title: Journal of Time Series Analysis. May2015, Vol. 36 Issue 3, p315-326. 12p.

Subject Terms: *DEPENDENCE (Statistics), *STATISTICAL weighting, *GENERALIZATION, *DISTRIBUTION (Probability theory), *TIME series analysis, *APPROXIMATION theory

Authors: Baek, Changryong¹, Pipiras, Vladas²

Superior Title: Journal of Time Series Analysis. Jan2012, Vol. 33 Issue 1, p131-151. 21p.

Subject Terms: *STATISTICAL hypothesis testing, *DEPENDENCE (Statistics), *TIME series analysis, *SELF-similar processes, *SIMULATION methods & models, *PARAMETER estimation, *MATHEMATICAL statistics, *REGRESSION analysis, *ANALYSIS of variance

Authors: Gouriéroux, Christian^1,2,3, Jasiak, Joann^1,2,3

Superior Title: Journal of Time Series Analysis. Mar2002, Vol. 23 Issue 2, p127. 28p.

Subject Terms: *DEPENDENCE (Statistics), *NONLINEAR theories, *TIME series analysis

Authors: Fokianos, K.¹ (AUTHOR), Pitsillou, M.¹ (AUTHOR)

Superior Title: Technometrics. May2017, Vol. 59 Issue 2, p262-270. 9p.

Subject Terms: *TIME series analysis, *ANALYSIS of covariance, *RANDOM variables, DEPENDENCE (Statistics), NULL hypothesis, U-statistics

Superior Title: Journal of the American Water Resources Association; Jun2022, Vol. 58 Issue 3, p471-484, 14p

Subject Terms: TIME series analysis, STANDARD deviations, DATABASES, DEPENDENCE (Statistics), ECOLOGICAL assessment, ESTIMATES

Superior Title: Water Resources Research; Jun2022, Vol. 58 Issue 6, p1-33, 33p

Subject Terms: TIME series analysis, MARGINAL distributions, RAINFALL probabilities, BINARY sequences, DISTRIBUTION (Probability theory), DEPENDENCE (Statistics)

Authors: Dafoe, Allan¹ allan.dafoe@yale.edu

Superior Title: Sociological Methods & Research. Mar2018, Vol. 47 Issue 2, p136-168. 33p.

Subject Terms: *DEPENDENCE (Statistics), *TIME series analysis, *GRAPH theory, *CAUSAL models, *DEMOCRATIC peace

Authors: Song, Li¹, Bondon, Pascal¹ bondon@lss.supelec.fr

Superior Title: Journal of Statistical Computation & Simulation. Oct2013, Vol. 83 Issue 10, p1783-1806. 24p.

Subject Terms: *ESTIMATION theory, *TIME series analysis, *PARAMETER estimation, *MATHEMATICAL optimization, *MONTE Carlo method, DEPENDENCE (Statistics), GENETIC algorithms, RANKING (Statistics)

Authors: Hoga, Yannick¹ yannick.hoga@vwl.uni-due.de, Wied, Dominik^2,3 dwied@uni-koeln.de

Superior Title: Journal of Statistical Planning & Inference. Mar2017, Vol. 182, p29-49. 21p.

Subject Terms: *DEPENDENCE (Statistics), *RANDOM variables, *QUANTILES, *TIME series analysis, *SIMULATION methods & models

Authors: Shao, Xiaofeng¹

Superior Title: Econometric Theory. 04/01/2011, Vol. 27 Issue 2, p312-343. 32p.

Subject Terms: *TIME series analysis, *MATHEMATICAL models, *ECONOMETRICS, *ECONOMIC lag, WHITE noise theory, DEPENDENCE (Statistics), ASYMPTOTIC distribution

Authors: Johnson, David, McClelland, Robert

Superior Title: Journal of Applied Econometrics. Nov/Dec98, Vol. 13 Issue 6, p627. 18p. 3 Charts, 10 Graphs.

Subject Terms: *TIME series analysis, *UNEMPLOYMENT, DEPENDENCE (Statistics)

Geographic Terms: UNITED States

Authors: GIACOMINI, Enzo^1,2 giacomini@wiwi.hu-berlin.de, HÁRDLE, Wolfgang¹ haerdle@wiwi.hu-berlin.de, SPOKOINY, Vladimir^2,3 spokoiny@wias-berlin.de

Superior Title: Journal of Business & Economic Statistics. Apr2009, Vol. 27 Issue 2, p224-234. 11p.

Subject Terms: *MULTIVARIATE analysis, *TIME series analysis, *RISK management in business, *DISTRIBUTION (Economic theory), *VALUE at risk, *PORTFOLIO management (Investments), *FINANCIAL performance, *ASSET management, *PRICING, *EMPIRICAL research, DEPENDENCE (Statistics), GAUSSIAN processes