Journal of Time Series Analysis

Table of Contents

Volume 26 Issue 3 (May 2005)



Polynomial Trend Regression With Long‐memory Errors

  • Author: Hwai‐Chung Ho, Nan‐Jung Hsu
  • Pub Online: Apr 13, 2005
  • DOI: 10.1111/j.1467-9892.2005.00405.x (p 323-354)

Examination of Some More Powerful Modifications of the Dickey–Fuller Test

  • Author: Stephen Leybourne, Tae‐Hwan Kim, Paul Newbold
  • Pub Online: Apr 13, 2005
  • DOI: 10.1111/j.1467-9892.2004.00406.x (p 355-369)

Estimation of Nonparametric Autoregressive Time Series Models Under Dynamical Constraints

  • Author: R. J. Biscay, Marc Lavielle, Carenne Ludeña
  • Pub Online: Apr 13, 2005
  • DOI: 10.1111/j.1467-9892.2004.00407.x (p 371-397)

Extreme Spectra of Var Models and Orders of Near‐Cointegration

  • Author: E. E. Ioannidis, G. A. Chronis
  • Pub Online: Apr 13, 2005
  • DOI: 10.1111/j.1467-9892.2004.00408.x (p 399-421)

Extension of Autocovariance Coefficients Sequence for Periodically Correlated Processes

  • Author: Sophie Lambert‐Lacroix
  • Pub Online: Apr 13, 2005
  • DOI: 10.1111/j.1467-9892.2004.00409.x (p 423-435)

Implicit Bayesian Inference Using Option Prices

  • Author: Gael M. Martin, Catherine S. Forbes, Vance L. Martin
  • Pub Online: Apr 13, 2005
  • DOI: 10.1111/j.1467-9892.2005.00410.x (p 437-462)

Fractional Invariance Principle

  • Author: Yuzo Hosoya
  • Pub Online: Apr 13, 2005
  • DOI: 10.1111/j.1467-9892.2004.00411.x (p 463-486)


Book Review

  • Author: Paul Fearnhead
  • Pub Online: Apr 13, 2005
  • DOI: 10.1111/j.1467-9892.2005.00404.x (p 487-488)

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