Journal of Time Series Analysis

Cover image for Journal of Time Series Analysis

September 2002

Volume 23, Issue 5

Pages 503–628

  1. Original Article

    1. Top of page
    2. Original Article
    3. Book Review
    1. A note on calculating autocovariances of long-memory processes (pages 503–508)

      STEFANO BERTELLI and MASSIMILIANO CAPORIN

      Version of Record online: 11 OCT 2002 | DOI: 10.1111/1467-9892.00275

    2. Nonlinear error correction models (pages 509–522)

      ALVARO ESCRIBANO and SANTIAGO MIRA

      Version of Record online: 11 OCT 2002 | DOI: 10.1111/1467-9892.00276

    3. Nonlinear functionals of the periodogram (pages 523–553)

      GILLES FAY, ERIC MOULINES and PHILIPPE SOULIER

      Version of Record online: 11 OCT 2002 | DOI: 10.1111/1467-9892.00277

    4. Properties of the nonparametric autoregressive bootstrap (pages 555–585)

      J. FRANKE, J.-P. KREISS, E. MAMMEN and M. H. NEUMANN

      Version of Record online: 11 OCT 2002 | DOI: 10.1111/1467-9892.00278

    5. Adjusting forecast intervals in arch-m models (pages 587–598)

      JESÚS MIGUEL and PILAR OLAVE

      Version of Record online: 11 OCT 2002 | DOI: 10.1111/1467-9892.00279

    6. Time-varying autoregressions with model order uncertainty (pages 599–618)

      RAQUEL PRADO and GABRIEL HUERTA

      Version of Record online: 11 OCT 2002 | DOI: 10.1111/1467-9892.00280

    7. A note on maximum autoregressive processes of order one (pages 619–626)

      M. ZAREPOUR and D. BANJEVIC

      Version of Record online: 11 OCT 2002 | DOI: 10.1111/1467-9892.00281

  2. Book Review

    1. Top of page
    2. Original Article
    3. Book Review
    1. The Estimation and Tracking of Frequency (pages 627–628)

      P. Whittle

      Version of Record online: 11 OCT 2002 | DOI: 10.1111/1467-9892.00282

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