Journal of Time Series Analysis

Cover image for Vol. 34 Issue 6

November 2013

Volume 34, Issue 6

Pages 605–746

  1. Editorial

    1. Top of page
    2. Editorial
    3. Original Articles
    4. Book Reviews
    1. Editorial Announcement (page 605)

      Robert Taylor

      Version of Record online: 22 OCT 2013 | DOI: 10.1111/jtsa.12048

  2. Original Articles

    1. Top of page
    2. Editorial
    3. Original Articles
    4. Book Reviews
    1. ON MIXTURE MEMORY GARCH MODELS (pages 606–624)

      Muyi Li, Wai Keung Li and Guodong Li

      Version of Record online: 24 AUG 2013 | DOI: 10.1111/jtsa.12037

    2. A NON-GAUSSIAN FAMILY OF STATE-SPACE MODELS WITH EXACT MARGINAL LIKELIHOOD (pages 625–645)

      Dani Gamerman, Thiago Rezende dos Santos and Glaura C. Franco

      Version of Record online: 22 OCT 2013 | DOI: 10.1111/jtsa.12039

    3. BOOTSTRAP FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS (pages 646–667)

      Thorsten Fink and Jens-Peter Kreiss

      Version of Record online: 13 SEP 2013 | DOI: 10.1111/jtsa.12041

    4. TWO-STEP ESTIMATION OF A MULTI-VARIATE LÉVY PROCESS (pages 668–690)

      Habib Esmaeili and Claudia Klüppelberg

      Version of Record online: 22 OCT 2013 | DOI: 10.1111/jtsa.12042

  3. Book Reviews

    1. Top of page
    2. Editorial
    3. Original Articles
    4. Book Reviews

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