Journal of Time Series Analysis

Table of Contents

Volume 24 Issue 5 (September 2003)

539-612

ORIGINAL ARTICLES

Testing for Linear Trend with Application to Relative Primary Commodity Prices

  • Author: Tae‐Hwan Kim, Stephan Pfaffenzeller, Tony Rayner, Paul Newbold
  • Pub Online: Sep 26, 2003
  • DOI: 10.1111/1467-9892.00321 (p 539-551)

A note on estimation by least squares for harmonic component models

  • Author: A. M. Walker
  • Pub Online: Sep 26, 2003
  • DOI: 10.1111/1467-9892.00325 (p 613-629)

Simulating a class of stationary Gaussian processes using the Davies–Harte algorithm, with application to long memory processes

  • Author: PETER F. CRAIGMILE
  • Pub Online: Sep 26, 2003
  • DOI: 10.1111/1467-9892.00318 (p 505-511)

Decomposition of Time Series Dynamic Linear Models

  • Author: E. J. G ODOLPHIN, S. E. JOHNSON
  • Pub Online: Sep 26, 2003
  • DOI: 10.1111/1467-9892.00319 (p 513-527)

Tests for non‐correlation of two cointegrated ARMA time series

  • Author: DINH TUAN PHAM, ROCH ROY, LYNE CÉDRAS
  • Pub Online: Sep 26, 2003
  • DOI: 10.1111/1467-9892.00322 (p 553-577)

Extremes of Some Sub‐Sampled Time Series

  • Author: M. G. SCOTTO, K. F. TURKMAN, C. W. ANDERSON
  • Pub Online: Sep 26, 2003
  • DOI: 10.1111/1467-9892.00320 (p 579-590)

Locally Optimal Tests Against Unit Roots in Seasonal Time Series Processes

  • Author: A. M. ROBERT TAYLOR
  • Pub Online: Sep 26, 2003
  • DOI: 10.1111/1467-9892.00324 (p 591-612)

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