Journal of Time Series Analysis

Table of Contents

Volume 23 Issue 3 (May 2002)

251-375

ORIGINAL ARTICLES

Semiparametric robust tests on seasonal or cyclical long memory time series

  • Author: JOSU ARTECHE
  • Pub Online: May 28, 2002
  • DOI: 10.1111/1467-9892.00264 (p 251-285)

Efficient use of higher‐lag autocorrelations for estimating autoregressive processes

  • Author: LAURENCE BROZE, CHRISTIAN FRANCQ, JEAN‐MICHEL ZAKOÏAN
  • Pub Online: May 28, 2002
  • DOI: 10.1111/1467-9892.00265 (p 287-312)

Prediction and nonparametric estimation for time series with heavy tails

  • Author: PETER HALL, LIANG PENG, QIWEI YAO
  • Pub Online: May 28, 2002
  • DOI: 10.1111/1467-9892.00266 (p 313-331)

Cointegration in frequency domain

  • Author: D. LEVY
  • Pub Online: May 28, 2002
  • DOI: 10.1111/1467-9892.00267 (p 333-339)

Robust estimates for arch processes

  • Author: NORA MULER, VICTOR J. YOHAI
  • Pub Online: May 28, 2002
  • DOI: 10.1111/1467-9892.00268 (p 341-375)

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