Journal of Time Series Analysis

Cover image for Vol. 27 Issue 6

November 2006

Volume 27, Issue 6

Pages 793–946, i–ii

  1. Original articles

    1. Top of page
    2. Original articles
    3. Book Review
    4. Index
    5. Corrigendum
    1. Optimal Detection of Exponential Component in Autoregressive Models (pages 793–810)

      Jelloul Allal and Saïd El Melhaoui

      Version of Record online: 30 MAY 2006 | DOI: 10.1111/j.1467-9892.2006.00489.x

    2. Time Deformation, Continuous Euler Processes and Forecasting (pages 811–829)

      Chu-Ping C. Vijverberg

      Version of Record online: 16 JUN 2006 | DOI: 10.1111/j.1467-9892.2006.00490.x

    3. Moving Average Representations for Multivariate Stationary Processes (pages 831–841)

      A. R. Soltani and M. Mohammadpour

      Version of Record online: 25 JUL 2006 | DOI: 10.1111/j.1467-9892.2006.00503.x

    4. Gaussian Maximum Likelihood Estimation For ARMA Models. I. Time Series (pages 857–875)

      Qiwei Yao and Peter J. Brockwell

      Version of Record online: 27 JUN 2006 | DOI: 10.1111/j.1467-9892.2006.00492.x

    5. Integer-Valued GARCH Process (pages 923–942)

      René Ferland, Alain Latour and Driss Oraichi

      Version of Record online: 22 AUG 2006 | DOI: 10.1111/j.1467-9892.2006.00496.x

  2. Book Review

    1. Top of page
    2. Original articles
    3. Book Review
    4. Index
    5. Corrigendum
  3. Index

    1. Top of page
    2. Original articles
    3. Book Review
    4. Index
    5. Corrigendum
  4. Corrigendum

    1. Top of page
    2. Original articles
    3. Book Review
    4. Index
    5. Corrigendum
    1. You have free access to this content
      CORRIGENDUM (pages i–ii)

      Version of Record online: 9 OCT 2006 | DOI: 10.1111/j.1467-9892.2006.00512.x

      This article corrects:

      Uniform Limit Theory for Stationary Autoregression

      Vol. 27, Issue 1, 51–60, Version of Record online: 10 JAN 2006

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