Journal of Time Series Analysis

Table of Contents

Volume 27 Issue 5 (September 2006)

637-791

ORIGINAL ARTICLES

Efficient Frequency Estimation from a Particular Almost Periodic Function with Application to Laser Vibrometry

  • Author: Céline Lévy‐Leduc
  • Pub Online: Apr 07, 2006
  • DOI: 10.1111/j.1467-9892.2006.00480.x (p 637-669)

Spurious Regression Under Broken‐Trend Stationarity

  • Author: Antonio E. Noriega, Daniel Ventosa‐Santaulària
  • Pub Online: Apr 07, 2006
  • DOI: 10.1111/j.1467-9892.2006.00482.x (p 671-684)

Additive Outlier Detection Via Extreme‐Value Theory

  • Author: Peter Burridge, A. M. Robert Taylor
  • Pub Online: Apr 21, 2006
  • DOI: 10.1111/j.1467-9892.2006.00483.x (p 685-701)

Tests for Long‐Run Granger Non‐Causality in Cointegrated Systems

  • Author: Taku Yamamoto, Eiji Kurozumi
  • Pub Online: May 10, 2006
  • DOI: 10.1111/j.1467-9892.2006.00484.x (p 703-723)

Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning

  • Author: Rong Zhu, Harry Joe
  • Pub Online: May 10, 2006
  • DOI: 10.1111/j.1467-9892.2006.00485.x (p 725-738)

Power of a Unit‐Root Test and the Initial Condition

  • Author: David I. Harvey, Stephen J. Leybourne
  • Pub Online: May 30, 2006
  • DOI: 10.1111/j.1467-9892.2006.00486.x (p 739-752)

Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching

  • Author: Zacharias Psaradakis, Nicola Spagnolo
  • Pub Online: May 10, 2006
  • DOI: 10.1111/j.1467-9892.2006.00487.x (p 753-766)

On Hypotheses Testing for the Selection of Spatio‐Temporal Models

  • Author: Ana Mónica C. Antunes, Tata Subba Rao
  • Pub Online: May 10, 2006
  • DOI: 10.1111/j.1467-9892.2006.00488.x (p 767-791)

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