Journal of Time Series Analysis

Table of Contents

Volume 26 Issue 5 (September 2005)

631-786

ORIGINAL ARTICLES

Comparing the CCA Subspace Method to Pseudo Maximum Likelihood Methods in the case of No Exogenous Inputs

  • Author: Dietmar Bauer
  • Pub Online: Aug 11, 2005
  • DOI: 10.1111/j.1467-9892.2005.00441.x (p 631-668)

Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes

  • Author: Eckhard Liebscher
  • Pub Online: Aug 11, 2005
  • DOI: 10.1111/j.1467-9892.2005.00412.x (p 669-689)

Quasi‐Maximum Likelihood Estimation for a Class of Continuous‐time Long‐memory Processes

  • Author: Henghsiu Tsai, K. S. Chan
  • Pub Online: Aug 11, 2005
  • DOI: 10.1111/j.1467-9892.2005.00422.x (p 691-713)

Using the Penalized Likelihood Method for Model Selection with Nuisance Parameters Present only under the Alternative: An Application to Switching Regression Models

  • Author: Arie Preminger, David Wettstein
  • Pub Online: Aug 11, 2005
  • DOI: 10.1111/j.1467-9892.2005.00443.x (p 715-741)

Parameter Estimation and Subset Selection for Separable lower Triangular Bilinear Models

  • Author: Hai‐Bin Wang
  • Pub Online: Aug 11, 2005
  • DOI: 10.1111/j.1467-9892.2005.00421.x (p 743-757)

On the use of Sub‐sample Unit Root Tests to Detect Changes in Persistence

  • Author: A. M. Robert Taylor
  • Pub Online: Aug 11, 2005
  • DOI: 10.1111/j.1467-9892.2005.00442.x (p 759-778)

Erratum

Erratum: Book Review

  • Author:
  • Pub Online: Aug 11, 2005
  • DOI: 10.1111/j.1467-9892.2005.00451.x (p 787-787)

Book Reviews

Book Reviews

  • Author: Robert H. Shumway
  • Pub Online: Aug 11, 2005
  • DOI: 10.1111/j.1467-9892.2005.00414.x (p 779-780)

Book Reviews

  • Author: C. T. J. Dodson
  • Pub Online: Aug 11, 2005
  • DOI: 10.1111/j.1467-9892.2005.00426.x (p 780-782)

Book Reviews

  • Author: Terence C. Mills
  • Pub Online: Aug 11, 2005
  • DOI: 10.1111/j.1467-9892.2005.00417.x (p 782-783)

Book Reviews

  • Author: Richard E. Chandler
  • Pub Online: Aug 11, 2005
  • DOI: 10.1111/j.1467-9892.2005.00415.x (p 783-784)

Book Reviews

  • Author: Mohsen Pourahmadi
  • Pub Online: Aug 11, 2005
  • DOI: 10.1111/j.1467-9892.2005.00416.x (p 784-785)

Book Reviews

  • Author: Gyorgy Terdik
  • Pub Online: Aug 11, 2005
  • DOI: 10.1111/j.1467-9892.2005.00427.x (p 786-786)

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