Journal of Time Series Analysis

Table of Contents

Volume 25 Issue 3 (May 2004)

335-372

ORIGINAL ARTICLES

Aggregation of random parameters Ornstein‐Uhlenbeck or AR processes: some convergence results

  • Author: Georges Oppenheim, Marie‐Claude Viano
  • Pub Online: May 14, 2004
  • DOI: 10.1111/j.1467-9892.2004.01775.x (p 335-350)

The adjustment of prediction intervals to account for errors in parameter estimation

  • Author: Paul Kabaila, Zhisong He
  • Pub Online: May 14, 2004
  • DOI: 10.1111/j.1467-9892.2004.01848.x (p 351-358)

Goodness‐of‐fit tests of normality for the innovations in ARMA models

  • Author: Gilles R. Ducharme, Pierre Lafaye de Micheaux
  • Pub Online: May 14, 2004
  • DOI: 10.1111/j.1467-9892.2004.01875.x (p 373-395)

A Note on the Filtering for Some Time Series Models

  • Author: S. Peiris, A. Thavaneswaran
  • Pub Online: May 14, 2004
  • DOI: 10.1111/j.1467-9892.2004.01898.x (p 397-407)

Asymmetric adjustment and smooth transitions: a combination of some unit root tests

  • Author: Robert Sollis
  • Pub Online: May 14, 2004
  • DOI: 10.1111/j.1467-9892.2004.01911.x (p 409-417)

Some Results on Cointegration with Random Coefficients in the Error Correction Form: Estimation and Testing

  • Author: P. W. Fong, W. K. Li
  • Pub Online: May 14, 2004
  • DOI: 10.1111/j.1467-9892.2004.01913.x (p 419-441)

Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model

  • Author: Maria Eduarda Da Silva, Vera Lúcia Oliveira
  • Pub Online: May 14, 2004
  • DOI: 10.1111/j.1467-9892.2004.01685.x (p 317-333)

Computation and Characterization of Autocorrelations and Partial Autocorrelations in Periodic ARMA Models

  • Author: Qin Shao, Robert Lund
  • Pub Online: May 14, 2004
  • DOI: 10.1111/j.1467-9892.2004.00356.x (p 359-372)

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