Journal of Time Series Analysis

Table of Contents

Volume 25 Issue 2 (March 2004)



Partial Likelihood Inference For Time Series Following Generalized Linear Models

  • Author: Konstantinos Fokianos, Benjamin Kedem
  • Pub Online: Mar 01, 2004
  • DOI: 10.1046/j.0143-9782.2003.00344.x (p 173-197)

Kernel matching scheme for block bootstrap of time series data

  • Author: Tae Yoon Kim, Sun Young Hwang
  • Pub Online: Mar 01, 2004
  • DOI: 10.1046/j.0143-9782.2003.00345.x (p 199-216)

Subsampling the mean of heavy‐tailed dependent observations

  • Author: Piotr Kokoszka, Michael Wolf
  • Pub Online: Mar 01, 2004
  • DOI: 10.1046/j.0143-9782.2003.00346.x (p 217-234)

A class of modified high‐order autoregressive models with improved resolution of low‐frequency cycles

  • Author: Alex S. Morton, Granville Tunnicliffe‐Wilson
  • Pub Online: Mar 01, 2004
  • DOI: 10.1046/j.0143-9782.2003.00347.x (p 235-250)

Inference for Autocorrelations in the Possible Presence of a Unit Root

  • Author: Dimitris N. Politis, Joseph P. Romano, Michael Wolf
  • Pub Online: Mar 01, 2004
  • DOI: 10.1046/j.0143-9782.2003.00348.x (p 251-263)

On the Autocorrelation Properties of Long‐Memory GARCH Processes

  • Author: Menelaos Karanasos, Zacharias Psaradakis, Martin Sola
  • Pub Online: Mar 01, 2004
  • DOI: 10.1046/j.0143-9782.2003.00349.x (p 265-282)

M ‐Estimation for regressions with integrated regressors and arma errors

  • Author: Dong Wan Shin, Oesook Lee
  • Pub Online: Mar 01, 2004
  • DOI: 10.1046/j.0143-9782.2003.00350.x (p 283-299)

Assessment of Local Influence in GARCH Processes

  • Author: Xibin Zhang
  • Pub Online: Mar 01, 2004
  • DOI: 10.1046/j.0143-9782.2003.00351.x (p 301-313)


Book review

  • Author: Terence C. Mills
  • Pub Online: Mar 01, 2004
  • DOI: 10.1111/j.0143-9782.2004.00352.x (p 315-316)


Some comments on specification tests in nonparametric absolutely regular processes

  • Author: Holger Dette, Ingrid Spreckelsen
  • Pub Online: Mar 01, 2004
  • DOI: 10.1111/j.1467-9892.2004.00343.x (p 159-172)

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