Journal of Time Series Analysis

Cover image for Vol. 27 Issue 1

January 2006

Volume 27, Issue 1

Pages 1–156

  1. Original Articles

    1. Top of page
    2. Original Articles
    1. Properties of higher order stochastic cycles (pages 1–17)

      Thomas M. Trimbur

      Version of Record online: 20 OCT 2005 | DOI: 10.1111/j.0143-9782.2005.00462.x

    2. Minimum α-divergence estimation for arch models (pages 19–39)

      S. Ajay Chandra and Masanobu Taniguchi

      Version of Record online: 10 JAN 2006 | DOI: 10.1111/j.1467-9892.2005.00444.x

    3. The effect of observations on Bayesian choice of an autoregressive model (pages 41–50)

      K. D. S. Young and L. I. Pettit

      Version of Record online: 10 JAN 2006 | DOI: 10.1111/j.1467-9892.2005.00449.x

    4. Uniform Limit Theory for Stationary Autoregression (pages 51–60)

      Liudas Giraitis and Peter C. B. Phillips

      Version of Record online: 10 JAN 2006 | DOI: 10.1111/j.1467-9892.2005.00452.x

      Corrected by:

      CORRIGENDUM

      Vol. 27, Issue 6, i–ii, Version of Record online: 9 OCT 2006

    5. Estimation in Random Coefficient Autoregressive Models (pages 61–76)

      Alexander Aue, Lajos Horváth and Josef Steinebach

      Version of Record online: 10 JAN 2006 | DOI: 10.1111/j.1467-9892.2005.00453.x

    6. Bayesian Model Uncertainty In Smooth Transition Autoregressions (pages 99–117)

      Hedibert F. Lopes and Esther Salazar

      Version of Record online: 15 SEP 2005 | DOI: 10.1111/j.1467-9892.2005.00455.x

    7. A Shrinked Forecast in Stationary Processes Favouring Percentage Error (pages 129–139)

      Heungsun Park and Key-Il Shin

      Version of Record online: 4 OCT 2005 | DOI: 10.1111/j.1467-9892.2005.00458.x

    8. A Bayesian Approach to Modelling Graphical Vector Autoregressions (pages 141–156)

      Jukka Corander and Mattias Villani

      Version of Record online: 5 SEP 2005 | DOI: 10.1111/j.1467-9892.2005.00460.x

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