Journal of Time Series Analysis

Cover image for Journal of Time Series Analysis

September 2001

Volume 22, Issue 5

Pages 505–629

  1. Original Article

    1. Top of page
    2. Original Article
    1. Parameter Estimation of Stochastic Processes with Long-range Dependence and Intermittency (pages 517–535)

      Jiti Gao, Vo Anh, Chris Heyde and Quang Tieng

      Version of Record online: 13 MAR 2002 | DOI: 10.1111/1467-9892.00239

    2. Prediction in ARMA Models with GARCH in Mean Effects (pages 555–576)

      Menelaos Karanasos

      Version of Record online: 13 MAR 2002 | DOI: 10.1111/1467-9892.00241

    3. recursive Mean Adjustment for Unit Root Tests (pages 595–612)

      Dong Wan Shin and Beong Soo So

      Version of Record online: 13 MAR 2002 | DOI: 10.1111/1467-9892.00243

    4. Estimation of Hidden Frequencies for 2D Stationary Processes (pages 613–629)

      Hao Zhang and V. Mandrekar

      Version of Record online: 13 MAR 2002 | DOI: 10.1111/1467-9892.00244

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