Journal of Time Series Analysis

Table of Contents

Volume 27 Issue 2 (March 2006)



Computer Algebra Derivation of the Bias of Linear Estimators of Autoregressive Models

  • Author: Y. Zhang, A. I. McLeod
  • Pub Online: Sep 05, 2005
  • DOI: 10.1111/j.1467-9892.2005.00459.x (p 157-165)

On the Evaluation of the Information Matrix for Multiplicative Seasonal Time‐Series Models

  • Author: E. J. Godolphin, S. R. Bane
  • Pub Online: Sep 05, 2005
  • DOI: 10.1111/j.1467-9892.2005.00461.x (p 167-190)

Testing Monthly Seasonal Unit Roots With Monthly and Quarterly Information

  • Author: Gabriel Pons
  • Pub Online: Oct 20, 2005
  • DOI: 10.1111/j.1467-9892.2005.00463.x (p 191-209)

Consistent estimation of the memory parameter for nonlinear time series

  • Author: Violetta Dalla, Liudas Giraitis, Javier Hidalgo
  • Pub Online: Oct 07, 2005
  • DOI: 10.1111/j.1467-9892.2005.00464.x (p 211-251)

Bernstein polynomial estimation of a spectral density

  • Author: Yoshihide Kakizawa
  • Pub Online: Oct 04, 2005
  • DOI: 10.1111/j.1467-9892.2005.00465.x (p 253-287)

Inference in Autoregression under Heteroskedasticity

  • Author: Peter C. B. Phillips, Ke‐Li Xu
  • Pub Online: Oct 04, 2005
  • DOI: 10.1111/j.1467-9892.2005.00466.x (p 289-308)

Some Notes on Mutual Information Between Past and Future

  • Author: Lei M. Li
  • Pub Online: Nov 17, 2005
  • DOI: 10.1111/j.1467-9892.2005.00469.x (p 309-322)

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