Journal of Time Series Analysis

Table of Contents

Volume 23 Issue 4 (July 2002)

401-501

ORIGINAL ARTICLES

Lag length estimation in large dimensional systems

  • Author: JESÚS GONZALO, JEAN‐YVES PITARAKIS
  • Pub Online: May 28, 2002
  • DOI: 10.1111/1467-9892.00270 (p 401-423)

Bayesian analysis of switching ARCH models

  • Author: SYLVIA KAUFMANN, SYLVIA FRÜHWIRTH‐SCHNATTER
  • Pub Online: May 28, 2002
  • DOI: 10.1111/1467-9892.00271 (p 425-458)

Nonlinear modelling of periodic threshold autoregressions using Tsmars

  • Author: PETER A. W. LEWIS, BONNIE K. RAY
  • Pub Online: May 28, 2002
  • DOI: 10.1111/1467-9892.00269 (p 459-471)

An algorithm for the exact likelihood of a stationary vector autoregressive‐moving average model

  • Author: JOSÉ ALBERTO MAURICIO
  • Pub Online: May 28, 2002
  • DOI: 10.1111/1467-9892.00273 (p 473-486)

Deconvolution of fractional brownian motion

  • Author: VLADAS PIPIRAS, MURAD S. TAQQU
  • Pub Online: May 28, 2002
  • DOI: 10.1111/1467-9892.00274 (p 487-501)

Related Topics

Related Publications

Related Content

Site Footer

Address:

This website is provided by John Wiley & Sons Limited, The Atrium, Southern Gate, Chichester, West Sussex PO19 8SQ (Company No: 00641132, VAT No: 376766987)

Published features on StatisticsViews.com are checked for statistical accuracy by a panel from the European Network for Business and Industrial Statistics (ENBIS)   to whom Wiley and StatisticsViews.com express their gratitude. This panel are: Ron Kenett, David Steinberg, Shirley Coleman, Irena Ograjenšek, Fabrizio Ruggeri, Rainer Göb, Philippe Castagliola, Xavier Tort-Martorell, Bart De Ketelaere, Antonio Pievatolo, Martina Vandebroek, Lance Mitchell, Gilbert Saporta, Helmut Waldl and Stelios Psarakis.