Journal of Time Series Analysis

Cover image for Vol. 34 Issue 3

May 2013

Volume 34, Issue 3

Pages 285–422

  1. Original Article

    1. Top of page
    2. Original Article
    3. Original Articles
    4. Original Article
    5. Book Review
  2. Original Articles

    1. Top of page
    2. Original Article
    3. Original Articles
    4. Original Article
    5. Book Review
    1. Nonparametric regression with rescaled time series errors (pages 345–361)

      José E. Figueroa-López and Michael Levine

      Article first published online: 25 APR 2013 | DOI: 10.1111/jtsa.12017

    2. High-frequency sampling and kernel estimation for continuous-time moving average processes (pages 385–404)

      Peter J. Brockwell, Vincenzo Ferrazzano and Claudia Klüppelberg

      Article first published online: 17 MAR 2013 | DOI: 10.1111/jtsa.12022

  3. Original Article

    1. Top of page
    2. Original Article
    3. Original Articles
    4. Original Article
    5. Book Review
    1. Modelling long-run trends and cycles in financial time series data (pages 405–421)

      Guglielmo Maria Caporale, Juncal Cuñado and Luis A. Gil-Alana

      Article first published online: 5 DEC 2012 | DOI: 10.1111/jtsa.12010

  4. Book Review

    1. Top of page
    2. Original Article
    3. Original Articles
    4. Original Article
    5. Book Review

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