Journal of Time Series Analysis

Table of Contents

Volume 23 Issue 6 (November 2002)

629-754

Articles

Selecting the forgetting factor in subset autoregressive modelling

  • Author: T. J. Brailsford, Jack H. W. Penm, R. D. Terrell
  • Pub Online: Dec 09, 2002
  • DOI: 10.1111/1467-9892.00283 (p 629-649)

Temporal aggregation and spurious instantaneous causality in multiple time series models

  • Author: JÖRG BREITUNG, NORMAN R. SWANSON
  • Pub Online: Dec 09, 2002
  • DOI: 10.1111/1467-9892.00284 (p 651-665)

Comparison of unit root tests for time series with level shifts

  • Author: MARKKU LANNE, HELMUT LÜTKEPOHL, PENTTI SAIKKONEN
  • Pub Online: Dec 09, 2002
  • DOI: 10.1111/1467-9892.00285 (p 667-685)

Bayesian methods for change‐point detection in long‐range dependent processes

  • Author: Bonnie K. Ray, Ruey S. Tsay
  • Pub Online: Dec 09, 2002
  • DOI: 10.1111/1467-9892.00286 (p 687-705)

Asymptotic laws of successive least squares estimates for seasonal arima models and application

  • Author: B. Truong‐van, P. Varachaud
  • Pub Online: Dec 09, 2002
  • DOI: 10.1111/1467-9892.00287 (p 707-731)

A State space approach to bootstrapping conditional forecasts in arma models

  • Author: KENT D. WALL, DAVID S. STOFFER
  • Pub Online: Dec 09, 2002
  • DOI: 10.1111/1467-9892.00288 (p 733-751)

Index

Journal of Time Series Analysis

  • Author:
  • Pub Online: Dec 09, 2002
  • DOI: 10.1111/1467-9892.00289 (p 753-754)

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