Journal of Time Series Analysis

Table of Contents

Volume 23 Issue 5 (September 2002)

503-628

Original Article

A note on calculating autocovariances of long‐memory processes

  • Author: STEFANO BERTELLI, MASSIMILIANO CAPORIN
  • Pub Online: Oct 11, 2002
  • DOI: 10.1111/1467-9892.00275 (p 503-508)

Nonlinear error correction models

  • Author: ALVARO ESCRIBANO, SANTIAGO MIRA
  • Pub Online: Oct 11, 2002
  • DOI: 10.1111/1467-9892.00276 (p 509-522)

Nonlinear functionals of the periodogram

  • Author: GILLES FAY, ERIC MOULINES, PHILIPPE SOULIER
  • Pub Online: Oct 11, 2002
  • DOI: 10.1111/1467-9892.00277 (p 523-553)

Properties of the nonparametric autoregressive bootstrap

  • Author: J. FRANKE, J.‐P. KREISS, E. MAMMEN, M. H. NEUMANN
  • Pub Online: Oct 11, 2002
  • DOI: 10.1111/1467-9892.00278 (p 555-585)

Adjusting forecast intervals in arch‐m models

  • Author: JESÚS MIGUEL, PILAR OLAVE
  • Pub Online: Oct 11, 2002
  • DOI: 10.1111/1467-9892.00279 (p 587-598)

Time‐varying autoregressions with model order uncertainty

  • Author: RAQUEL PRADO, GABRIEL HUERTA
  • Pub Online: Oct 11, 2002
  • DOI: 10.1111/1467-9892.00280 (p 599-618)

A note on maximum autoregressive processes of order one

  • Author: M. ZAREPOUR, D. BANJEVIC
  • Pub Online: Oct 11, 2002
  • DOI: 10.1111/1467-9892.00281 (p 619-626)

BOOK REVIEW

The Estimation and Tracking of Frequency

  • Author: P. Whittle
  • Pub Online: Oct 11, 2002
  • DOI: 10.1111/1467-9892.00282 (p 627-628)

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