Journal of Time Series Analysis

Cover image for Vol. 30 Issue 5

September 2009

Volume 30, Issue 5

Pages 467–575

  1. Original articles

    1. Top of page
    2. Original articles
    3. Book Review
    1. Maximum entropy for periodically correlated processes from nonconsecutive autocovariance coefficients (pages 467–486)

      Georgi N. Boshnakov and Sophie Lambert-Lacroix

      Version of Record online: 21 AUG 2009 | DOI: 10.1111/j.1467-9892.2009.00619.x

    2. On multiple portmanteau tests (pages 487–504)

      Naoya Katayama

      Version of Record online: 21 AUG 2009 | DOI: 10.1111/j.1467-9892.2009.00621.x

    3. Autoregressive processes with data-driven regime switching (pages 505–533)

      Joseph Tadjuidje Kamgaing, Hernando Ombao and Richard A. Davis

      Version of Record online: 21 AUG 2009 | DOI: 10.1111/j.1467-9892.2009.00622.x

    4. The application of the Kalman filter to nonstationary time series through time deformation (pages 559–574)

      Zhu Wang, Wayne A. Woodward and Henry L. Gray

      Version of Record online: 21 AUG 2009 | DOI: 10.1111/j.1467-9892.2009.00628.x

  2. Book Review

    1. Top of page
    2. Original articles
    3. Book Review

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