Journal of Time Series Analysis

Table of Contents

Volume 24 Issue 1 (January 2003)

1-126

ORIGINAL ARTICLES

Optimal sampling for density estimation in continuous time

  • Author: D. Blanke, B. Pumo
  • Pub Online: Feb 21, 2003
  • DOI: 10.1111/1467-9892.00290 (p 1-23)

Maximum likelihood estimation in space time bilinear models

  • Author: YUQING DAI, L. BILLARD
  • Pub Online: Feb 21, 2003
  • DOI: 10.1111/1467-9892.00291 (p 25-44)

On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations

  • Author: A. S. Hurn, K. A. Lindsay, V. L. Martin
  • Pub Online: Feb 21, 2003
  • DOI: 10.1111/1467-9892.00292 (p 45-63)

Testing for serial dependence in time series models of counts

  • Author: Robert C. Jung, A. R. Tremayne
  • Pub Online: Feb 21, 2003
  • DOI: 10.1111/1467-9892.00293 (p 65-84)

Filtering and smoothing of state vector for diffuse state‐space models

  • Author: S. J. Koopman, J. Durbin
  • Pub Online: Feb 21, 2003
  • DOI: 10.1111/1467-9892.00294 (p 85-98)

Bootstrapping unit root tests for integrated processes

  • Author: Anders Rygh Swensen
  • Pub Online: Feb 21, 2003
  • DOI: 10.1111/1467-9892.00295 (p 99-126)

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