Journal of Time Series Analysis

Cover image for Vol. 33 Issue 2

March 2012

Volume 33, Issue 2

Pages 177–363

  1. Original Articles

    1. Top of page
    2. Original Articles
    1. Fast continuous-discrete DAF-filters (pages 193–210)

      Thomas Mazzoni

      Version of Record online: 27 JUL 2011 | DOI: 10.1111/j.1467-9892.2011.00751.x

    2. Improved multivariate portmanteau test (pages 211–222)

      Esam Mahdi and A. Ian McLeod

      Version of Record online: 24 AUG 2011 | DOI: 10.1111/j.1467-9892.2011.00752.x

    3. The autodependogram: a graphical device to investigate serial dependences (pages 233–254)

      Luca Bagnato, Antonio Punzo and Orietta Nicolis

      Version of Record online: 16 AUG 2011 | DOI: 10.1111/j.1467-9892.2011.00754.x

    4. Overlapped grouping periodogram test for detecting multiple hidden periodicities in mixed spectra (pages 255–268)

      Qiuzi H. Wen, Augustine Wong and Xiaolan L. Wang

      Version of Record online: 11 OCT 2011 | DOI: 10.1111/j.1467-9892.2011.00755.x

    5. A note on mean squared prediction error under the unit root model with deterministic trend (pages 276–286)

      Shu-Hui Yu, Chien-Chih Lin and Hung-Wen Cheng

      Version of Record online: 19 AUG 2011 | DOI: 10.1111/j.1467-9892.2011.00757.x

    6. Generalized information criterion (pages 287–297)

      Masanobu Taniguchi and Junichi Hirukawa

      Version of Record online: 1 SEP 2011 | DOI: 10.1111/j.1467-9892.2011.00759.x

    7. A single series representation of multiple independent ARMA processes (pages 304–311)

      Ross S. Bowden and Brenton R. Clarke

      Version of Record online: 29 NOV 2011 | DOI: 10.1111/j.1467-9892.2011.00766.x

    8. The restricted likelihood ratio test for autoregressive processes (pages 325–339)

      Willa W. Chen and Rohit S. Deo

      Version of Record online: 29 NOV 2011 | DOI: 10.1111/j.1467-9892.2011.00769.x

    9. The averaged periodogram estimator for a power law in coherency (pages 340–363)

      Rebecca J. Sela and Clifford M. Hurvich

      Version of Record online: 19 JAN 2012 | DOI: 10.1111/j.1467-9892.2011.00770.x