Journal of Time Series Analysis

Cover image for Vol. 25 Issue 6

November 2004

Volume 25, Issue 6

Pages 785–945

  1. Original articles

    1. Top of page
    2. Original articles
    3. Index
    1. Reversible Jump Markov Chain Monte Carlo Strategies for Bayesian Model Selection in Autoregressive Processes (pages 785–809)

      J. Vermaak, C. Andrieu, A. Doucet and S. J. Godsill

      Version of Record online: 11 OCT 2004 | DOI: 10.1111/j.1467-9892.2004.00380.x

    2. On The Peña–Box Model (pages 811–830)

      Yu-Pin Hu and Rouh-Jane Chou

      Version of Record online: 11 OCT 2004 | DOI: 10.1111/j.1467-9892.2004.00381.x

    3. Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series (pages 831–872)

      Vidar Hjellvik, Rong Chen and Dag Tjøstheim

      Version of Record online: 11 OCT 2004 | DOI: 10.1111/j.1467-9892.2004.00382.x

    4. Time-scale transformations of discrete time processes (pages 873–894)

      Òscar Jordà and Massimiliano Marcellino

      Version of Record online: 11 OCT 2004 | DOI: 10.1111/j.1467-9892.2004.00383.x

    5. A Joint Regression Variable and Autoregressive Order Selection Criterion (pages 923–941)

      Peide Shi and Chih-Ling Tsai

      Version of Record online: 11 OCT 2004 | DOI: 10.1111/j.1467-9892.2004.00385.x

  2. Index

    1. Top of page
    2. Original articles
    3. Index

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