Journal of Time Series Analysis

Table of Contents

Volume 22 Issue 3 (May 2001)

253-377

Original Article

A Hierarchical Approach to Covariance Function Estimation for Time Series

  • Author: Michael J. Daniels, Noel Cressie
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00222 (p 253-266)

Cross‐validation Criteria for Setar Model Selection

  • Author: Jan G. De Gooijer
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00223 (p 267-281)

The Effect of Linear Time Trends on the KPSS Test for Cointegration

  • Author: Uwe Hassler
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00224 (p 283-292)

Robust Automatic Bandwidth for Long Memory

  • Author: Marc Henry
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00225 (p 293-316)

Can One Use the Durbin–Levinson Algorithm to Generate Infinite Variance Fractional ARIMA Time Series?

  • Author: Piotr S. Kokoszka, Murad S. Taqqu
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00226 (p 317-337)

On the Distributional Properties of GARCH Processes

  • Author: M. Pawlak, W. Schmid
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00227 (p 339-352)

S‐Estimation in the Linear Regression Model with Long‐memory Error Terms Under Trend

  • Author: Philipp Sibbertsen
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00228 (p 353-363)

Predictions in time Series Using Multivariate Regression Models

  • Author: Frantisek Stulajter
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00229 (p 365-373)

BOOK REVIEW

Book Reviews

  • Author:
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/1467-9892.00230 (p 375-377)

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