Journal of Time Series Analysis

Cover image for Vol. 29 Issue 3

May 2008

Volume 29, Issue 3

Pages 421–617

  1. Original articles

    1. Top of page
    2. Original articles
    1. A superharmonic prior for the autoregressive process of the second-order (pages 444–452)

      Fuyuhiko Tanaka and Fumiyasu Komaki

      Version of Record online: 21 APR 2008 | DOI: 10.1111/j.1467-9892.2007.00561.x

    2. Stability of nonlinear AR-GARCH models (pages 453–475)

      Mika Meitz and Pentti Saikkonen

      Version of Record online: 21 APR 2008 | DOI: 10.1111/j.1467-9892.2007.00562.x

    3. Test for the null hypothesis of cointegration with reduced size distortion (pages 476–500)

      Eiji Kurozumi and Yoichi Arai

      Version of Record online: 21 APR 2008 | DOI: 10.1111/j.1467-9892.2007.00564.x

    4. Design of quadratic estimators using covariance information in linear discrete-time stochastic systems (pages 501–512)

      Seiichi Nakamori, Aurora Hermoso-Carazo and Josefa Linares-Pérez

      Version of Record online: 21 APR 2008 | DOI: 10.1111/j.1467-9892.2007.00566.x

    5. Improved inference for first-order autocorrelation using likelihood analysis (pages 513–532)

      M. Rekkas, Y. Sun and A. Wong

      Version of Record online: 21 APR 2008 | DOI: 10.1111/j.1467-9892.2007.00567.x

    6. A complete VARMA modelling methodology based on scalar components (pages 533–554)

      George Athanasopoulos and Farshid Vahid

      Version of Record online: 21 APR 2008 | DOI: 10.1111/j.1467-9892.2007.00568.x

    7. Using least squares to generate forecasts in regressions with serial correlation (pages 555–580)

      Sergio G. Koreisha and Yue Fang

      Version of Record online: 21 APR 2008 | DOI: 10.1111/j.1467-9892.2007.00569.x

    8. Portmanteau tests for ARMA models with infinite variance (pages 600–617)

      J.-W. Lin and A. I. McLeod

      Version of Record online: 21 APR 2008 | DOI: 10.1111/j.1467-9892.2007.00572.x

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