Advances in Time Series Methods and Applications

1. Ian McLeod’s Contribution to Time Series Analysis—A Tribute
W. K. Li

2. The Doubly Adaptive LASSO for Vector Autoregressive Models
Zi Zhen Liu, Reg Kulperger, Hao Yu

3. On Diagnostic Checking Autoregressive Conditional Duration Models with Wavelet-Based Spectral Density Estimators
Pierre Duchesne, Yongmiao Hong

4. Diagnostic Checking for Weibull Autoregressive Conditional Duration Models
Yao Zheng, Yang Li, Wai Keung Li, Guodong Li

5. Diagnostic Checking for Partially Nonstationary Multivariate ARMA Models
M. T. Tai, Y. X. Yang, S. Q. Ling

6. The Portmanteau Tests and the LM Test for ARMA Models with Uncorrelated Errors
Naoya Katayama

7. Generalized C(alpha ) Tests for Estimating Functions with Serial Dependence
Jean-Marie Dufour, Alain Trognon, Purevdorj Tuvaandorj

8. Regression Models for Ordinal Categorical Time Series Data
Brajendra C. Sutradhar, R. Prabhakar Rao

9. Identification of Threshold Autoregressive Moving Average Models
Qiang Xia, Heung Wong

10. Improved Seasonal Mann–Kendall Tests for Trend Analysis in Water Resources TimeSeries
Y. Zhang, P. Cabilio, K. Nadeem

11. A Brief Derivation of the Asymptotic Distribution of Pearson’s Statistic and an Accurate Approximation to Its Exact Distribution
Serge B. Provost

12. Business Resilience During Power Shortages: A Power Saving Rate Measured by Power Consumption Time Series in Industrial Sector Before and After the Great East Japan Earthquake in 2011
Yoshio Kajitani

13. Atmospheric hbox {CO}_2 and Global Temperatures: The Strength and Nature of Their Dependence
Granville Tunnicliffe Wilson

14. Catching Uncertainty of Wind: A Blend of Sieve Bootstrap and Regime Switching Models for Probabilistic Short-Term Forecasting of Wind Speed
Yulia R. Gel, Vyacheslav Lyubchich, S. Ejaz Ahmed

Nyckelord: Statistics, Statistics for Business/Economics/Mathematical Finance/Insurance