Journal of Time Series Analysis

Table of Contents

Volume 27 Issue 1 (January 2006)



Properties of higher order stochastic cycles

  • Author: Thomas M. Trimbur
  • Pub Online: Oct 20, 2005
  • DOI: 10.1111/j.0143-9782.2005.00462.x (p 1-17)

Minimum α ‐divergence estimation for arch models

  • Author: S. Ajay Chandra, Masanobu Taniguchi
  • Pub Online: Jan 10, 2006
  • DOI: 10.1111/j.1467-9892.2005.00444.x (p 19-39)

The effect of observations on Bayesian choice of an autoregressive model

  • Author: K. D. S. Young, L. I. Pettit
  • Pub Online: Jan 10, 2006
  • DOI: 10.1111/j.1467-9892.2005.00449.x (p 41-50)

Uniform Limit Theory for Stationary Autoregression

  • Author: Liudas Giraitis, Peter C. B. Phillips
  • Pub Online: Jan 10, 2006
  • DOI: 10.1111/j.1467-9892.2005.00452.x (p 51-60)

Estimation in Random Coefficient Autoregressive Models

  • Author: Alexander Aue, Lajos Horváth, Josef Steinebach
  • Pub Online: Jan 10, 2006
  • DOI: 10.1111/j.1467-9892.2005.00453.x (p 61-76)

An Approximate Innovation Method For The Estimation Of Diffusion Processes From Discrete Data

  • Author: J. C. Jimenez, T. Ozaki
  • Pub Online: Oct 31, 2005
  • DOI: 10.1111/j.1467-9892.2005.00454.x (p 77-97)

Bayesian Model Uncertainty In Smooth Transition Autoregressions

  • Author: Hedibert F. Lopes, Esther Salazar
  • Pub Online: Sep 15, 2005
  • DOI: 10.1111/j.1467-9892.2005.00455.x (p 99-117)

Median‐unbiased Estimation and Exact Inference Methods for First‐order Autoregressive Models with Conditional Heteroscedasticity of Unknown Form

  • Author: Richard Luger
  • Pub Online: Aug 18, 2005
  • DOI: 10.1111/j.1467-9892.2005.00456.x (p 119-128)

A Shrinked Forecast in Stationary Processes Favouring Percentage Error

  • Author: Heungsun Park, Key‐Il Shin
  • Pub Online: Oct 04, 2005
  • DOI: 10.1111/j.1467-9892.2005.00458.x (p 129-139)

A Bayesian Approach to Modelling Graphical Vector Autoregressions

  • Author: Jukka Corander, Mattias Villani
  • Pub Online: Sep 05, 2005
  • DOI: 10.1111/j.1467-9892.2005.00460.x (p 141-156)

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