Journal of Time Series Analysis

Table of Contents

Volume 26 Issue 6 (November 2005)



Stationary Autoregressive Models via a Bayesian Nonparametric Approach

  • Author: Ramsés H. Mena, Stephen G. Walker
  • Pub Online: Oct 20, 2005
  • DOI: 10.1111/j.1467-9892.2005.00429.x (p 789-805)

Explosive Random‐Coefficient AR(1) Processes and Related Asymptotics for Least‐Squares Estimation

  • Author: S. Y. Hwang, I. V. Basawa
  • Pub Online: Oct 20, 2005
  • DOI: 10.1111/j.1467-9892.2005.00432.x (p 807-824)

Maximum Likelihood Estimation for a First‐Order Bifurcating Autoregressive Process with Exponential Errors

  • Author: J. Zhou, I. V. Basawa
  • Pub Online: Oct 20, 2005
  • DOI: 10.1111/j.1467-9892.2005.00440.x (p 825-842)

On Parameter Estimation for Exponential Dispersion Arma Models

  • Author: Peter X.‐K. Song, Dingan Feng
  • Pub Online: Oct 20, 2005
  • DOI: 10.1111/j.1467-9892.2005.00446.x (p 843-862)

Efficient Estimation of Seasonal Long‐Range‐Dependent Processes

  • Author: Wilfredo Palma, Ngai Hang Chan
  • Pub Online: Oct 20, 2005
  • DOI: 10.1111/j.1467-9892.2005.00447.x (p 863-892)

Bootstrap Approximation to Prediction MSE for State–Space Models with Estimated Parameters

  • Author: Danny Pfeffermann, Richard Tiller
  • Pub Online: Oct 20, 2005
  • DOI: 10.1111/j.1467-9892.2005.00448.x (p 893-916)

Random Walks with Drift – A Sequential Approach

  • Author: Ansgar Steland
  • Pub Online: Oct 20, 2005
  • DOI: 10.1111/j.1467-9892.2005.00450.x (p 917-942)

Online Early Announcement

Online Early Announcement

  • Author:
  • Pub Online: Oct 20, 2005
  • DOI: 10.1111/j.1467-9892.2005.00ann.x (p 943-943)


Journal of Time Series Analysis

  • Author:
  • Pub Online: Oct 20, 2005
  • DOI: 10.1111/j.1467-9892.2005.volindex.x (p 945-946)

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