Journal of Time Series Analysis

Cover image for Vol. 31 Issue 1

January 2010

Volume 31, Issue 1

Pages 1–64

  1. Original Articles

    1. Top of page
    2. Original Articles
    3. Book Review
    1. Treating missing values in INAR(1) models: An application to syndromic surveillance data (pages 12–19)

      Jonas Andersson and Dimitris Karlis

      Version of Record online: 17 NOV 2009 | DOI: 10.1111/j.1467-9892.2009.00636.x

    2. On the properties of the periodogram of a stationary long-memory process over different epochs with applications (pages 20–36)

      Valdério A. Reisen, Eric Moulines, Philippe Soulier and Glaura C. Franco

      Version of Record online: 16 DEC 2009 | DOI: 10.1111/j.1467-9892.2009.00637.x

    3. Postmodel selection estimators of variance function for nonlinear autoregression (pages 50–63)

      Piotr Borkowski and Jan Mielniczuk

      Version of Record online: 16 DEC 2009 | DOI: 10.1111/j.1467-9892.2009.00639.x

  2. Book Review

    1. Top of page
    2. Original Articles
    3. Book Review
    1. Handbook of Financial Time Series (page 64)

      Suhasini Subba Rao

      Version of Record online: 19 NOV 2009 | DOI: 10.1111/j.1467-9892.2009.00640.x

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