Journal of Time Series Analysis

Table of Contents

Volume 25 Issue 6 (November 2004)

785-945

ORIGINAL ARTICLES

Reversible Jump Markov Chain Monte Carlo Strategies for Bayesian Model Selection in Autoregressive Processes

  • Author: J. Vermaak, C. Andrieu, A. Doucet, S. J. Godsill
  • Pub Online: Oct 11, 2004
  • DOI: 10.1111/j.1467-9892.2004.00380.x (p 785-809)

On The Peña–Box Model

  • Author: Yu‐Pin Hu, Rouh‐Jane Chou
  • Pub Online: Oct 11, 2004
  • DOI: 10.1111/j.1467-9892.2004.00381.x (p 811-830)

Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series

  • Author: Vidar Hjellvik, Rong Chen, Dag Tjøstheim
  • Pub Online: Oct 11, 2004
  • DOI: 10.1111/j.1467-9892.2004.00382.x (p 831-872)

Time‐scale transformations of discrete time processes

  • Author: Òscar Jordà, Massimiliano Marcellino
  • Pub Online: Oct 11, 2004
  • DOI: 10.1111/j.1467-9892.2004.00383.x (p 873-894)

Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models

  • Author: Mark J. Jensen
  • Pub Online: Oct 11, 2004
  • DOI: 10.1111/j.1467-9892.2004.00384.x (p 895-922)

A Joint Regression Variable and Autoregressive Order Selection Criterion

  • Author: Peide Shi, Chih‐Ling Tsai
  • Pub Online: Oct 11, 2004
  • DOI: 10.1111/j.1467-9892.2004.00385.x (p 923-941)

Index

Journal of Time Series Analysis

  • Author:
  • Pub Online: Oct 11, 2004
  • DOI: 10.1111/j.1467-9892.2004.00386.x (p 943-945)

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