Journal of Time Series Analysis

Cover image for Vol. 33 Issue 1

January 2012

Volume 33, Issue 1

Pages 1–176

  1. Original Articles

    1. Top of page
    2. Original Articles
    3. Book Reviews
    1. Frequency and phase estimation in time series with quasi periodic components (pages 13–31)

      Konstantinos Paraschakis and Rainer Dahlhaus

      Version of Record online: 25 APR 2011 | DOI: 10.1111/j.1467-9892.2011.00736.x

    2. Unit root bootstrap tests under infinite variance (pages 32–47)

      Marta Moreno and Juan Romo

      Version of Record online: 16 JUN 2011 | DOI: 10.1111/j.1467-9892.2011.00737.x

    3. Efficient estimation and particle filter for max-stable processes (pages 61–80)

      Tsuyoshi Kunihama, Yasuhiro Omori and Zhengjun Zhang

      Version of Record online: 31 MAY 2011 | DOI: 10.1111/j.1467-9892.2011.00740.x

    4. Weighted scatter estimation method of the GO-GARCH models (pages 81–95)

      Lingyu Zheng and William W. S. Wei

      Version of Record online: 30 JUN 2011 | DOI: 10.1111/j.1467-9892.2011.00741.x

    5. Subsampling inference for the mean of heavy-tailed long-memory time series (pages 96–111)

      Agnieszka Jach, Tucker McElroy and Dimitris N. Politis

      Version of Record online: 30 MAY 2011 | DOI: 10.1111/j.1467-9892.2011.00742.x

    6. Maximum entropy models for general lag patterns (pages 112–120)

      Georgi N. Boshnakov and Bisher M. Iqelan

      Version of Record online: 29 JUN 2011 | DOI: 10.1111/j.1467-9892.2011.00744.x

    7. Statistical tests for a single change in mean against long-range dependence (pages 131–151)

      Changryong Baek and Vladas Pipiras

      Version of Record online: 30 JUN 2011 | DOI: 10.1111/j.1467-9892.2011.00747.x

    8. High-frequency sampling of a continuous-time ARMA process (pages 152–160)

      Peter J. Brockwell, Vincenzo Ferrazzano and Claudia Klüppelberg

      Version of Record online: 16 JUN 2011 | DOI: 10.1111/j.1467-9892.2011.00748.x

    9. Limit theory for a general class of GARCH models with just barely infinite variance (pages 161–174)

      Rong-Mao Zhang and Zheng-Yan Lin

      Version of Record online: 27 JUL 2011 | DOI: 10.1111/j.1467-9892.2011.00749.x

  2. Book Reviews

    1. Top of page
    2. Original Articles
    3. Book Reviews
    1. Non–Parametric Econometrics (page 175)

      Piotr S. Kokoszka

      Version of Record online: 7 JUN 2011 | DOI: 10.1111/j.1467-9892.2011.00743.x

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