Journal of Time Series Analysis

Cover image for Vol. 29 Issue 5

September 2008

Volume 29, Issue 5

Pages 741–945

  1. Original articles

    1. Top of page
    2. Original articles
    1. On residual empirical processes of GARCH-SM models: application to conditional symmetry tests (pages 762–782)

      Naâmane Laïb, Mohamed Lemdani and Elias Ould-Saïd

      Article first published online: 22 JUL 2008 | DOI: 10.1111/j.1467-9892.2008.00580.x

    2. Local asymptotic normality and efficient estimation for INAR(p) models (pages 783–801)

      Feike C. Drost, Ramon Van Den Akker and Bas J. M. Werker

      Article first published online: 22 JUL 2008 | DOI: 10.1111/j.1467-9892.2008.00581.x

    3. Break Detection for a Class of Nonlinear Time Series Models (pages 834–867)

      Richard A. Davis, Thomas C. M. Lee and Gabriel A. Rodriguez-Yam

      Article first published online: 14 AUG 2008 | DOI: 10.1111/j.1467-9892.2008.00585.x

    4. A wavelet-Fisz approach to spectrum estimation (pages 868–880)

      Piotr Fryzlewicz, Guy P. Nason and Rainer Von Sachs

      Article first published online: 14 AUG 2008 | DOI: 10.1111/j.1467-9892.2008.00586.x

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