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. 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

    2. 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

    3. 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