Journal of Time Series Analysis

Cover image for Journal of Time Series Analysis

September 2000

Volume 21, Issue 5

Pages 489–613

  1. Original Article

    1. Top of page
    2. Original Article
    1. Sign Invariance in Goodness-of-Fit Tests for Time Series (pages 489–496)

      T. W. Anderson and M. A. Stephens

      Version of Record online: 4 JAN 2002 | DOI: 10.1111/1467-9892.00194

    2. Second-Order Noncausality in Multivariate GARCH Processes (pages 535–557)

      Fabienne Comte and Offer Lieberman

      Version of Record online: 4 JAN 2002 | DOI: 10.1111/1467-9892.00197

    3. Time Series Models in Non-Normal Situations: Symmetric Innovations (pages 571–596)

      M. L. Tiku, Wing-Keung Wong, David C. Vaughan and Guorui Bian

      Version of Record online: 4 JAN 2002 | DOI: 10.1111/1467-9892.00199

    4. A Wavelet-Based Test for Stationarity (pages 597–613)

      Rainer Von Sachs and Michael H. Neumann

      Version of Record online: 4 JAN 2002 | DOI: 10.1111/1467-9892.00200

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