Journal of Time Series Analysis

Table of Contents

Volume 24 Issue 6 (November 2003)



A Bayesian Approach to Event Prediction

  • Author: M. Antunes, M. A. Amaral Turkman, K. F. Turkman
  • Pub Online: Nov 26, 2003
  • DOI: 10.1111/j.1467-9892.2003.00326.x (p 631-646)

The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model

  • Author: Søren Johansen
  • Pub Online: Nov 26, 2003
  • DOI: 10.1111/j.1467-9892.2003.00328.x (p 663-678)

A Time‐Domain Semi‐parametric Estimate for Strongly Dependent Continuous‐Time Stationary Processes

  • Author: Takeshi Kato, Elias Masry
  • Pub Online: Nov 26, 2003
  • DOI: 10.1111/j.1467-9892.2003.00329.x (p 679-703)

Distribution of the estimated lyapunov exponents from noisy chaotic time series

  • Author: Dejian Lai, Guanrong Chen
  • Pub Online: Nov 26, 2003
  • DOI: 10.1111/j.1467-9892.2003.00330.x (p 705-720)

Multi‐variate t Autoregressions: Innovations, Prediction Variances and Exact Likelihood Equations

  • Author: B. Tarami, M. Pourahmadi
  • Pub Online: Nov 26, 2003
  • DOI: 10.1111/j.1467-9892.2003.00332.x (p 739-754)

Rank Based Dickey–Fuller Test Statistics

  • Author: Stergios B. Fotopoulos, Sung K. Ahn
  • Pub Online: Nov 26, 2003
  • DOI: 10.1111/j.1467-9892.2003.00327.x (p 647-662)

Non‐Gaussian Filter and Smoother Based on the Pearson Distribution System

  • Author: Yuichi Nagahara
  • Pub Online: Nov 26, 2003
  • DOI: 10.1111/j.1467-9892.2003.00331.x (p 721-738)


Journal of Time Series Analysis
Index to Volume 24 2003

  • Author:
  • Pub Online: Nov 26, 2003
  • DOI: 10.1111/j.1467-9892.2003.00333.x (p 755-756)

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