Advances in Time Series Methods and Applications : The A. Ian McLeod Festschrift

Front Matter....Pages i-viii
Ian McLeod’s Contribution to Time Series Analysis—A Tribute....Pages 1-16
The Doubly Adaptive LASSO for Vector Autoregressive Models....Pages 17-46
On Diagnostic Checking Autoregressive Conditional Duration Models with Wavelet-Based Spectral Density Estimators....Pages 47-106
Diagnostic Checking for Weibull Autoregressive Conditional Duration Models....Pages 107-114
Diagnostic Checking for Partially Nonstationary Multivariate ARMA Models....Pages 115-130
The Portmanteau Tests and the LM Test for ARMA Models with Uncorrelated Errors....Pages 131-150
Generalized  \(C(\alpha )\)  Tests for Estimating Functions with Serial Dependence....Pages 151-178
Regression Models for Ordinal Categorical Time Series Data....Pages 179-194
Identification of Threshold Autoregressive Moving Average Models....Pages 195-214
Improved Seasonal Mann–Kendall Tests for Trend Analysis in Water Resources Time Series....Pages 215-229
A Brief Derivation of the Asymptotic Distribution of Pearson’s Statistic and an Accurate Approximation to Its Exact Distribution....Pages 231-237
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....Pages 239-257
Atmospheric  \(\hbox {CO}_2\)  and Global Temperatures: The Strength and Nature of Their Dependence....Pages 259-278
Catching Uncertainty of Wind: A Blend of Sieve Bootstrap and Regime Switching Models for Probabilistic Short-Term Forecasting of Wind Speed....Pages 279-293