Journal of Time Series Analysis

Cover image for Vol. 25 Issue 2

March 2004

Volume 25, Issue 2

Pages 173–172

  1. Original Articles

    1. Top of page
    2. Original Articles
    3. Book Review
    4. Original Articles
    1. Kernel matching scheme for block bootstrap of time series data (pages 199–216)

      Tae Yoon Kim and Sun Young Hwang

      Article first published online: 1 MAR 2004 | DOI: 10.1046/j.0143-9782.2003.00345.x

    2. Subsampling the mean of heavy-tailed dependent observations (pages 217–234)

      Piotr Kokoszka and Michael Wolf

      Article first published online: 1 MAR 2004 | DOI: 10.1046/j.0143-9782.2003.00346.x

    3. Inference for Autocorrelations in the Possible Presence of a Unit Root (pages 251–263)

      Dimitris N. Politis, Joseph P. Romano and Michael Wolf

      Article first published online: 1 MAR 2004 | DOI: 10.1046/j.0143-9782.2003.00348.x

    4. On the Autocorrelation Properties of Long-Memory GARCH Processes (pages 265–282)

      Menelaos Karanasos, Zacharias Psaradakis and Martin Sola

      Article first published online: 1 MAR 2004 | DOI: 10.1046/j.0143-9782.2003.00349.x

  2. Book Review

    1. Top of page
    2. Original Articles
    3. Book Review
    4. Original Articles
    1. Book review (pages 315–316)

      Terence C. Mills

      Article first published online: 1 MAR 2004 | DOI: 10.1111/j.0143-9782.2004.00352.x

  3. Original Articles

    1. Top of page
    2. Original Articles
    3. Book Review
    4. Original Articles

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