Journal of Time Series Analysis

Cover image for Vol. 24 Issue 5

September 2003

Volume 24, Issue 5

Pages 539–612

  1. Original Articles

    1. Top of page
    2. Original Articles
    1. Testing for Linear Trend with Application to Relative Primary Commodity Prices (pages 539–551)

      Tae-Hwan Kim, Stephan Pfaffenzeller, Tony Rayner and Paul Newbold

      Version of Record online: 26 SEP 2003 | DOI: 10.1111/1467-9892.00321

    2. Decomposition of Time Series Dynamic Linear Models (pages 513–527)

      E. J. G ODOLPHIN and S. E. JOHNSON

      Version of Record online: 26 SEP 2003 | DOI: 10.1111/1467-9892.00319

    3. Tests for non-correlation of two cointegrated ARMA time series (pages 553–577)

      DINH TUAN PHAM, ROCH ROY and LYNE CÉDRAS

      Version of Record online: 26 SEP 2003 | DOI: 10.1111/1467-9892.00322

    4. Extremes of Some Sub-Sampled Time Series (pages 579–590)

      M. G. SCOTTO, K. F. TURKMAN and C. W. ANDERSON

      Version of Record online: 26 SEP 2003 | DOI: 10.1111/1467-9892.00320

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