Journal of Time Series Analysis

Table of Contents

Volume 25 Issue 1 (January 2004)



Time Dependence and Moments of a Family of Time‐Varying Parameter Garch in Mean Models

  • Author: Stelios Arvanitis, Antonis Demos
  • Pub Online: Jan 12, 2004
  • DOI: 10.1046/j.0143-9782.2003.01771.x (p 1-25)

Seasonal Unit Root Tests Under Structural Breaks

  • Author: Uwe Hassler, Paulo M. M. Rodrigues
  • Pub Online: Jan 12, 2004
  • DOI: 10.1111/j.1467-9892.2004.00336.x (p 33-53)

Estimation of the location and exponent of the spectral singularity of a long memory process

  • Author: Javier Hidalgo, Philippe Soulier
  • Pub Online: Jan 12, 2004
  • DOI: 10.1111/j.1467-9892.2004.00337.x (p 55-81)

A small‐sample overlapping variance‐ratio test

  • Author: Y. K. Tse, K. W. Ng, Xibin Zhang
  • Pub Online: Jan 12, 2004
  • DOI: 10.1046/j.0143-9782.2003.01804.x (p 127-135)

Improved prediction intervals for stochastic process models

  • Author: Paolo Vidoni
  • Pub Online: Jan 12, 2004
  • DOI: 10.1111/j.1467-9892.2004.00341.x (p 137-154)

Error Correction Models for Fractionally Cointegrated Time Series

  • Author: Ingolf Dittmann
  • Pub Online: Jan 12, 2004
  • DOI: 10.1111/j.1467-9892.2004.00335.x (p 27-32)

Improvement of the Likelihood Ratio Test Statistic in ARMA Models

  • Author: Bernardo M. Lagos, Pedro A. Morettin
  • Pub Online: Jan 12, 2004
  • DOI: 10.1111/j.1467-9892.2004.00338.x (p 83-101)

The Stationary Marginal Distribution of a Threshold AR(1) Process

  • Pub Online: Jan 12, 2004
  • DOI: 10.1111/j.1467-9892.2004.00339.x (p 103-125)

Book Reviews

Book Reviews

  • Author: B. L. S. Prakasa Rao
  • Pub Online: Jan 12, 2004
  • DOI: 10.1111/j.1467-9892.2004.342_1.x (p 155-157)

Book Reviews

  • Author: T. Subba Rao
  • Pub Online: Jan 12, 2004
  • DOI: 10.1111/j.1467-9892.2004.342_3.x (p 157-158)

Book Reviews

  • Author: M. B. Priestley
  • Pub Online: Jan 12, 2004
  • DOI: 10.1111/j.1467-9892.2004.342_2.x (p 157-157)

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