Journal of Time Series Analysis

Cover image for Vol. 25 Issue 4

July 2004

Volume 25, Issue 4

Pages 443–623

  1. Original Articles

    1. Top of page
    2. Original Articles
    1. Bootstrap predictive inference for ARIMA processes (pages 449–465)

      Lorenzo Pascual, Juan Romo and Esther Ruiz

      Version of Record online: 10 JUN 2004 | DOI: 10.1111/j.1467-9892.2004.01713.x

    2. Bayesian selection of threshold autoregressive models (pages 467–482)

      Edward P. Campbell

      Version of Record online: 10 JUN 2004 | DOI: 10.1111/j.1467-9892.2004.01726.x

    3. Estimation and testing for the parameters of ARCH(q) under ordered restriction (pages 483–499)

      Dehui Wang, Lixin Song and Ningzhong Shi

      Version of Record online: 10 JUN 2004 | DOI: 10.1111/j.1467-9892.2004.01763.x

    4. On testing for separable correlations of multivariate time series (pages 501–528)

      Yasumasa Matsuda and Yoshihiro Yajima

      Version of Record online: 10 JUN 2004 | DOI: 10.1111/j.1467-9892.2004.01795.x

    5. Analysis of the correlation structure of square time series (pages 529–550)

      Wilfredo Palma and Mauricio Zevallos

      Version of Record online: 10 JUN 2004 | DOI: 10.1111/j.1467-9892.2004.01797.x

    6. Kernel deconvolution of stochastic volatility models (pages 563–582)

      Fabienne Comte

      Version of Record online: 10 JUN 2004 | DOI: 10.1111/j.1467-9892.2004.01825.x

SEARCH

SEARCH BY CITATION