Journal of Time Series Analysis

Table of Contents

Volume 23 Issue 1 (January 2002)

1-126

ORIGINAL ARTICLES

Approximate Conditional Unit Root Inference

  • Author: HENRIK HANSEN, ANDERS RAHBEK
  • Pub Online: Aug 02, 2007
  • DOI: 10.1111/1467-9892.01505 (p 1-28)

Weighted Estimation of Harmonic Components in a Musical Sound Signal

  • Author: RAFAEL A. IRIZARRY
  • Pub Online: Mar 12, 2002
  • DOI: 10.1111/1467-9892.01515 (p 29-48)

Exact Maximum Likelihood Estimation of an ARMA(1, 1) Model with Incomplete Data

  • Author: CHUNSHENG MA
  • Pub Online: Mar 12, 2002
  • DOI: 10.1111/1467-9892.01639 (p 49-56)

Pooled Log Periodogram Regression

  • Author: KATSUMI SHIMOTSU, PETER C. B. PHILLIPS
  • Pub Online: Mar 12, 2002
  • DOI: 10.1111/1467-9892.00575 (p 57-93)

The Use of Aggregate Time Series in Testing for Gaussianity

  • Author: PAULO TELES, WILLIAM W. S. WEI
  • Pub Online: Mar 12, 2002
  • DOI: 10.1111/1467-9892.01506 (p 95-116)

The Variance Ratio Test with Stable Paretian Errors

  • Author: Y. K. TSE, X. B. ZHANG
  • Pub Online: Mar 12, 2002
  • DOI: 10.1111/1467-9892.01664 (p 117-126)

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