Journal of Time Series Analysis

Cover image for Journal of Time Series Analysis

November 2001

Volume 22, Issue 6

Pages 631–756

  1. Original Article

    1. Top of page
    2. Original Article
    3. Index
    1. Estimation of GARCH Models from the Autocorrelations of the Squares of a Process (pages 631–650)

      Richard T. Baillie and Huimin Chung

      Version of Record online: 13 MAR 2002 | DOI: 10.1111/1467-9892.00245

    2. Large Sample Properties of Parameter Estimates for Periodic ARMA Models (pages 651–663)

      I. V. Basawa and Robert Lund

      Version of Record online: 13 MAR 2002 | DOI: 10.1111/1467-9892.00246

    3. State-space Models with Finite Dimensional Dependence (pages 665–678)

      Christian Gourieroux and Joann Jasiak

      Version of Record online: 13 MAR 2002 | DOI: 10.1111/1467-9892.00247

    4. On Prediction Intervals for Conditionally Heteroscedastic Processes (pages 725–731)

      Paul Kabaila and Zhisong He

      Version of Record online: 13 MAR 2002 | DOI: 10.1111/1467-9892.00250

    5. Model Selection in Threshold Models (pages 733–754)

      George Kapetanios

      Version of Record online: 13 MAR 2002 | DOI: 10.1111/1467-9892.00251

  2. Index

    1. Top of page
    2. Original Article
    3. Index
    1. Index to Volume: 22 2001 (pages 755–756)

      Version of Record online: 28 JUN 2008 | DOI: 10.1111/1467-9892.00252

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