Journal of Time Series Analysis

Cover image for Journal of Time Series Analysis

May 2000

Volume 21, Issue 3

Pages 237–361

  1. Original Article

    1. Top of page
    2. Original Article
    1. Time Scale Estimation by Tracking Parameter Variation (pages 237–248)

      John Belcher and Granville Tunnicliffe Wilson

      Version of Record online: 4 JAN 2002 | DOI: 10.1111/1467-9892.00183

    2. The Limiting Density of Unit Root Test Statistics: A Unifying Technique (pages 249–260)

      Mithat Gonen, Madan L. Puri, Frits H. Ruymgaart and Martien C. A. Van Zuijlen

      Version of Record online: 4 JAN 2002 | DOI: 10.1111/1467-9892.00184

    3. Bayesian Unit Root Test in Nonnormal AR(1) Model (pages 261–280)

      Hikaru Hasegawa, Anoop Chaturvedi and Tran Van Hoa

      Version of Record online: 4 JAN 2002 | DOI: 10.1111/1467-9892.00185

    4. Fast Filtering and Smoothing for Multivariate State Space Models (pages 281–296)

      S. J. Koopman and J. Durbin

      Version of Record online: 4 JAN 2002 | DOI: 10.1111/1467-9892.00186

    5. Moving Averages of Random Vectors with Regularly Varying Tails (pages 297–328)

      Mark M. Meerschaert and Hans-Peter Scheffler

      Version of Record online: 4 JAN 2002 | DOI: 10.1111/1467-9892.00187

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