Journal of Time Series Analysis

Table of Contents

Volume 27 Issue 6 (November 2006)

793-946, i-ii


Optimal Detection of Exponential Component in Autoregressive Models

  • Author: Jelloul Allal, Saïd El Melhaoui
  • Pub Online: May 30, 2006
  • DOI: 10.1111/j.1467-9892.2006.00489.x (p 793-810)

Time Deformation, Continuous Euler Processes and Forecasting

  • Author: Chu‐Ping C. Vijverberg
  • Pub Online: Jun 16, 2006
  • DOI: 10.1111/j.1467-9892.2006.00490.x (p 811-829)

Moving Average Representations for Multivariate Stationary Processes

  • Author: A. R. Soltani, M. Mohammadpour
  • Pub Online: Jul 25, 2006
  • DOI: 10.1111/j.1467-9892.2006.00503.x (p 831-841)

Asymptotic Relative Efficiency of Goodness‐Of‐Fit Tests Based on Inverse and Ordinary Autocorrelations

  • Author: Ahmed El Ghini, Christian Francq
  • Pub Online: Jun 16, 2006
  • DOI: 10.1111/j.1467-9892.2006.00491.x (p 843-855)

Gaussian Maximum Likelihood Estimation For ARMA Models. I. Time Series

  • Author: Qiwei Yao, Peter J. Brockwell
  • Pub Online: Jun 27, 2006
  • DOI: 10.1111/j.1467-9892.2006.00492.x (p 857-875)

Efficient Semiparametric Estimation of the Periods in a Superposition of Periodic Functions with Unknown Shape

  • Author: Elisabeth Gassiat, Céline Lévy‐Leduc
  • Pub Online: Jul 25, 2006
  • DOI: 10.1111/j.1467-9892.2006.00493.x (p 877-910)

An approximate likelihood function for panel data with a mixed ARMA( p ,  q ) remainder disturbance model

  • Author: Wen‐Den Chen
  • Pub Online: Jun 16, 2006
  • DOI: 10.1111/j.1467-9892.2006.00495.x (p 911-921)

Integer‐Valued GARCH Process

  • Author: René Ferland, Alain Latour, Driss Oraichi
  • Pub Online: Aug 22, 2006
  • DOI: 10.1111/j.1467-9892.2006.00496.x (p 923-942)


Introductory Econometrics: Using Monte Carlo Simulation with Microsoft Excel  ®

  • Author: Terence C. Mills
  • Pub Online: Oct 09, 2006
  • DOI: 10.1111/j.1467-9892.2006.00505.x (p 943-944)


Journal of Time Series Analysis

  • Author:
  • Pub Online: Oct 09, 2006
  • DOI: 10.1111/j.1467-9892.2006.00516.x (p 945-946)



  • Author:
  • Pub Online: Oct 09, 2006
  • DOI: 10.1111/j.1467-9892.2006.00512.x (p i-ii)

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