Journal of Time Series Analysis

Table of Contents

Volume 26 Issue 2 (March 2005)

157-321

ORIGINAL ARTICLES

A Note on the Specification and Estimation of ARMAX Systems

  • Author: D. S. Poskitt
  • Pub Online: Feb 17, 2005
  • DOI: 10.1111/j.1467-9892.2005.00397.x (p 157-183)

Blockwise empirical entropy tests for time series regressions

  • Author: Francesco Bravo
  • Pub Online: Feb 17, 2005
  • DOI: 10.1111/j.1467-9892.2005.00398.x (p 185-210)

Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations

  • Author: Stilian Stoev, Murad S. Taqqu
  • Pub Online: Feb 17, 2005
  • DOI: 10.1111/j.1467-9892.2005.00399.x (p 211-249)

Local Likelihood for non‐parametric ARCH(1) models

  • Author: Francesco Audrino
  • Pub Online: Feb 17, 2005
  • DOI: 10.1111/j.1467-9892.2005.00400.x (p 251-278)

Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence

  • Author: Morten Ørregaard Nielsen
  • Pub Online: Feb 17, 2005
  • DOI: 10.1111/j.1467-9892.2005.00401.x (p 279-304)

Assessing Persistence In Discrete Nonstationary Time‐Series Models

  • Author: B. P. M. McCabe, G. M. Martin, A. R. Tremayne
  • Pub Online: Feb 17, 2005
  • DOI: 10.1111/j.1467-9892.2005.00402.x (p 305-317)

BOOK REVIEW

The Econometric Analysis of Seasonal Time Series

  • Author: Philip Hans Franses
  • Pub Online: Feb 17, 2005
  • DOI: 10.1111/j.1467-9892.2005.00403.x (p 319-321)

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