Journal of Time Series Analysis

Table of Contents

Volume 27 Issue 3 (May 2006)



Local Asymptotic Distributions of Stationarity Tests

  • Author: Nunzio Cappuccio, Diego Lubian
  • Pub Online: Nov 17, 2005
  • DOI: 10.1111/j.1467-9892.2005.00471.x (p 323-345)

Dynamics of Model Overfitting Measured in terms of Autoregressive Roots

  • Author: Clive W. J. Granger, Yongil Jeon
  • Pub Online: Mar 23, 2006
  • DOI: 10.1111/j.1467-9892.2006.00468.x (p 347-365)

Impact of the Sampling Rate on the Estimation of the Parameters of Fractional Brownian Motion

  • Author: Zhengyuan Zhu, Murad S. Taqqu
  • Pub Online: Nov 17, 2005
  • DOI: 10.1111/j.1467-9892.2005.00470.x (p 367-380)

A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks

  • Author: Ralf Becker, Walter Enders, Junsoo Lee
  • Pub Online: Mar 23, 2006
  • DOI: 10.1111/j.1467-9892.2006.00478.x (p 381-409)

Inference for p th‐order random coefficient integer‐valued autoregressive processes

  • Author: Haitao Zheng, Ishwar V. Basawa, Somnath Datta
  • Pub Online: Mar 14, 2006
  • DOI: 10.1111/j.1467-9892.2006.00472.x (p 411-440)

A Modified Nonparametric Prewhitened Covariance Estimator

  • Author: Masayuki Hirukawa
  • Pub Online: Mar 14, 2006
  • DOI: 10.1111/j.1467-9892.2006.00477.x (p 441-476)

Related Topics

Related Publications

Related Content

Site Footer


This website is provided by John Wiley & Sons Limited, The Atrium, Southern Gate, Chichester, West Sussex PO19 8SQ (Company No: 00641132, VAT No: 376766987)

Published features on are checked for statistical accuracy by a panel from the European Network for Business and Industrial Statistics (ENBIS)   to whom Wiley and express their gratitude. This panel are: Ron Kenett, David Steinberg, Shirley Coleman, Irena Ograjenšek, Fabrizio Ruggeri, Rainer Göb, Philippe Castagliola, Xavier Tort-Martorell, Bart De Ketelaere, Antonio Pievatolo, Martina Vandebroek, Lance Mitchell, Gilbert Saporta, Helmut Waldl and Stelios Psarakis.