Journal of Time Series Analysis

Table of Contents

Volume 26 Issue 4 (July 2005)



Parameter Estimation for Periodically Stationary Time Series

  • Author: Paul L. Anderson, Mark M. Meerschaert
  • Pub Online: Jun 07, 2005
  • DOI: 10.1111/j.1467-9892.2005.00428.x (p 489-518)

Influence of Missing Values on the Prediction of a Stationary Time Series

  • Author: Pascal Bondon
  • Pub Online: Jun 07, 2005
  • DOI: 10.1111/j.1467-9892.2005.00433.x (p 519-525)

The Effect of the Estimation on Goodness‐of‐Fit Tests in Time Series Models

  • Author: Yue Fang
  • Pub Online: Jun 20, 2005
  • DOI: 10.1111/j.1467-9892.2005.00418.x (p 527-541)

Testing the Fit of a Vector Autoregressive Moving Average Model

  • Author: Efstathios Paparoditis
  • Pub Online: Jun 07, 2005
  • DOI: 10.1111/j.1467-9892.2005.00419.x (p 543-568)

Mixed Portmanteau Tests for Time‐Series Models

  • Author: Heung Wong, Shiqing Ling
  • Pub Online: Jun 07, 2005
  • DOI: 10.1111/j.1467-9892.2005.00420.x (p 569-579)

Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series

  • Author: J. Arteche, C. Velasco
  • Pub Online: Jun 07, 2005
  • DOI: 10.1111/j.1467-9892.2005.00431.x (p 581-611)

Temporal Aggregation of Stationary And Nonstationary Discrete‐Time Processes

  • Author: Henghsiu Tsai, K. S. Chan
  • Pub Online: Jun 20, 2005
  • DOI: 10.1111/j.1467-9892.2005.00430.x (p 613-624)

Book Reviews

Book Review: The Estimation and Tracking of Frequency

  • Author: P. Whittle
  • Pub Online: Jun 07, 2005
  • DOI: 10.1111/j.1467-9892.2005.00434.x (p 625-626)

Book Review: Seasonal Adjustment with the X‐11 Method

  • Author: G. Janacek
  • Pub Online: Jun 07, 2005
  • DOI: 10.1111/j.1467-9892.2005.00423.x (p 626-627)

Book Review: Measuring Business Cycles in Economic Time Series

  • Author: G. Janacek
  • Pub Online: Jun 07, 2005
  • DOI: 10.1111/j.1467-9892.2005.00424.x (p 627-628)

Book Review: Advanced Linear Modelling

  • Author: T. Subba Rao
  • Pub Online: Jun 07, 2005
  • DOI: 10.1111/j.1467-9892.2005.00425.x (p 628-629)

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