Journal of Time Series Analysis

© John Wiley & Sons Ltd

Cover image for Vol. 33 Issue 3

May 2012

Volume 33, Issue 3

Pages 365–531

  1. Original Articles

    1. Top of page
    2. Original Articles
    3. Book Review
    1. Testing for parameter stability in nonlinear autoregressive models (pages 365–385)

      Claudia Kirch and Joseph Tadjuidje Kamgaing

      Article first published online: 13 MAR 2012 | DOI: 10.1111/j.1467-9892.2011.00764.x

    2. Nonlinear spectral density estimation: thresholding the correlogram (pages 386–397)

      Efstathios Paparoditis and Dimitris N. Politis

      Article first published online: 13 MAR 2012 | DOI: 10.1111/j.1467-9892.2011.00771.x

    3. Periodic autoregressive model identification using genetic algorithms (pages 398–405)

      Eugen Ursu and Kamil Feridun Turkman

      Article first published online: 19 JAN 2012 | DOI: 10.1111/j.1467-9892.2011.00772.x

    4. On robust tail index estimation for linear long-memory processes (pages 406–423)

      Jan Beran, Bikramjit Das and Dieter Schell

      Article first published online: 13 MAR 2012 | DOI: 10.1111/j.1467-9892.2011.00774.x

    5. Non-parametric testing for seasonally and periodically integrated processes (pages 424–437)

      Tomás del Barrio Castro and Denise R. Osborn

      Article first published online: 19 JAN 2012 | DOI: 10.1111/j.1467-9892.2011.00775.x

    6. Measuring nonlinear dependence in time-series, a distance correlation approach (pages 438–457)

      Zhou Zhou

      Article first published online: 13 MAR 2012 | DOI: 10.1111/j.1467-9892.2011.00780.x

    7. Estimation of regression and dynamic dependence paremeters for non-stationary multinomial time series (pages 458–467)

      J. C. Loredo-Osti and Brajendra C. Sutradhar

      Article first published online: 14 MAR 2012 | DOI: 10.1111/j.1467-9892.2012.00781.x

    8. Conditional variance estimation in regression models with long memory (pages 468–483)

      Rafal Kulik and Cornelia Wichelhaus

      Article first published online: 14 MAR 2012 | DOI: 10.1111/j.1467-9892.2012.00782.x

    9. A similarity-based approach to time-varying coefficient non-stationary autoregression (pages 484–502)

      Offer Lieberman

      Article first published online: 13 MAR 2012 | DOI: 10.1111/j.1467-9892.2012.00783.x

    10. Testing for parameter constancy in general causal time-series models (pages 503–518)

      William Charky Kengne

      Article first published online: 14 MAR 2012 | DOI: 10.1111/j.1467-9892.2012.00785.x

    11. Weak convergence to a modified fractional Brownian motion (pages 519–529)

      Javier Hualde

      Article first published online: 13 MAR 2012 | DOI: 10.1111/j.1467-9892.2012.00786.x

  2. Book Review

    1. Top of page
    2. Original Articles
    3. Book Review
    1. The Oxford Handbook of Economic Forecasts (pages 530–531)

      Alastair R. Hall

      Article first published online: 19 JAN 2012 | DOI: 10.1111/j.1467-9892.2011.00776.x

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