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. Partial Likelihood Inference For Time Series Following Generalized Linear Models (pages 173–197)

      Konstantinos Fokianos and Benjamin Kedem

      Version of Record online: 1 MAR 2004 | DOI: 10.1046/j.0143-9782.2003.00344.x

    2. Kernel matching scheme for block bootstrap of time series data (pages 199–216)

      Tae Yoon Kim and Sun Young Hwang

      Version of Record online: 1 MAR 2004 | DOI: 10.1046/j.0143-9782.2003.00345.x

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

      Piotr Kokoszka and Michael Wolf

      Version of Record online: 1 MAR 2004 | DOI: 10.1046/j.0143-9782.2003.00346.x

    4. A class of modified high-order autoregressive models with improved resolution of low-frequency cycles (pages 235–250)

      Alex S. Morton and Granville Tunnicliffe-Wilson

      Version of Record online: 1 MAR 2004 | DOI: 10.1046/j.0143-9782.2003.00347.x

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

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

      Version of Record online: 1 MAR 2004 | DOI: 10.1046/j.0143-9782.2003.00348.x

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

      Menelaos Karanasos, Zacharias Psaradakis and Martin Sola

      Version of Record online: 1 MAR 2004 | DOI: 10.1046/j.0143-9782.2003.00349.x

    7. M-Estimation for regressions with integrated regressors and arma errors (pages 283–299)

      Dong Wan Shin and Oesook Lee

      Version of Record online: 1 MAR 2004 | DOI: 10.1046/j.0143-9782.2003.00350.x

    8. Assessment of Local Influence in GARCH Processes (pages 301–313)

      Xibin Zhang

      Version of Record online: 1 MAR 2004 | DOI: 10.1046/j.0143-9782.2003.00351.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

      Version of Record 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
    1. Some comments on specification tests in nonparametric absolutely regular processes (pages 159–172)

      Holger Dette and Ingrid Spreckelsen

      Version of Record online: 1 MAR 2004 | DOI: 10.1111/j.1467-9892.2004.00343.x

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