Journal of Time Series Analysis

Cover image for Vol. 30 Issue 1

January 2009

Volume 30, Issue 1

Pages 1–166

  1. Original articles

    1. Top of page
    2. Original articles
    1. Efficient order selection algorithms for integer-valued ARMA processes (pages 1–18)

      Víctor Enciso-Mora, Peter Neal and T. Subba Rao

      Version of Record online: 28 DEC 2008 | DOI: 10.1111/j.1467-9892.2008.00592.x

    2. Quasi-maximum likelihood estimation of periodic GARCH and periodic ARMA-GARCH processes (pages 19–46)

      Abdelhakim Aknouche and Abdelouahab Bibi

      Version of Record online: 25 NOV 2008 | DOI: 10.1111/j.1467-9892.2008.00598.x

    3. Transformations and seasonal adjustment (pages 47–69)

      Tommaso Proietti and Marco Riani

      Version of Record online: 28 DEC 2008 | DOI: 10.1111/j.1467-9892.2008.00600.x

    4. A new state–space methodology to disaggregate multivariate time series (pages 97–124)

      Víctor Gómez and Félix Aparicio-Pérez

      Version of Record online: 28 DEC 2008 | DOI: 10.1111/j.1467-9892.2008.00602.x

    5. Second-order properties of locally stationary processes (pages 145–166)

      Kenichiro Tamaki

      Version of Record online: 28 DEC 2008 | DOI: 10.1111/j.1467-9892.2008.00605.x

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