Journal of Time Series Analysis

Cover image for Vol. 32 Issue 5

September 2011

Volume 32, Issue 5

Pages 447–585

  1. Original Articles

    1. Top of page
    2. Original Articles
    3. Book Review
    1. Testing non-parametric hypotheses for stationary processes by estimating minimal distances (pages 447–461)

      Holger Dette, Tatjana Kinsvater and Mathias Vetter

      Version of Record online: 3 DEC 2010 | DOI: 10.1111/j.1467-9892.2010.00703.x

    2. Forecasting linear dynamical systems using subspace methods (pages 462–468)

      Alfredo García-Hiernaux

      Version of Record online: 3 DEC 2010 | DOI: 10.1111/j.1467-9892.2010.00704.x

    3. Robust estimation for the covariance matrix of multi-variate time series (pages 469–481)

      Byungsoo Kim and Sangyeol Lee

      Version of Record online: 3 DEC 2010 | DOI: 10.1111/j.1467-9892.2010.00705.x

    4. Stability conditions for heteroscedastic factor models with conditionally autoregressive betas (pages 482–497)

      George A Christodoulakis and Stephen E Satchell

      Version of Record online: 10 JAN 2011 | DOI: 10.1111/j.1467-9892.2010.00706.x

    5. Mean shift testing in correlated data (pages 498–511)

      Michael Robbins, Colin Gallagher, Robert Lund and Alexander Aue

      Version of Record online: 24 JAN 2011 | DOI: 10.1111/j.1467-9892.2010.00707.x

    6. Analysis of accumulated rounding errors in autoregressive processes (pages 518–530)

      Weiming Li and Z. D. Bai

      Version of Record online: 27 JAN 2011 | DOI: 10.1111/j.1467-9892.2010.00710.x

    7. Solutions of Yule-Walker equations for singular AR processes (pages 531–538)

      Weitian Chen, Brian D.O. Anderson, Manfred Deistler and Alexander Filler

      Version of Record online: 27 JAN 2011 | DOI: 10.1111/j.1467-9892.2010.00711.x

    8. On limiting spectral distribution of large sample covariance matrices by VARMA(p,q) (pages 539–546)

      Cheng Wang, Baisuo Jin and Baiqi Miao

      Version of Record online: 1 MAR 2011 | DOI: 10.1111/j.1467-9892.2010.00712.x

    9. Testing for structural change of AR model to threshold AR model (pages 547–565)

      István Berkes, Lajos Horváth, Shiqing Ling and Johannes Schauer

      Version of Record online: 24 JAN 2011 | DOI: 10.1111/j.1467-9892.2010.00714.x

    10. Multi-variate time-series simulation (pages 566–579)

      Yuzhi Cai

      Version of Record online: 1 FEB 2011 | DOI: 10.1111/j.1467-9892.2010.00715.x

    11. On processes with hyperbolically decaying autocorrelations (pages 580–584)

      Łukasz Dębowski

      Version of Record online: 1 FEB 2011 | DOI: 10.1111/j.1467-9892.2010.00716.x

  2. Book Review

    1. Top of page
    2. Original Articles
    3. Book Review
    1. Modeling Ordered Choices, A Primer (page 585)

      Konstantinos Fokianos

      Version of Record online: 27 JAN 2011 | DOI: 10.1111/j.1467-9892.2010.00713.x

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