Journal of Time Series Analysis

Table of Contents

Volume 22 Issue 2 (March 2001)

127-252

Original Article

Testing for the Presence of a Random Walk in Series with Structural Breaks

  • Author: Fabio Busetti, Andrew Harvey
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00216 (p 127-150)

Functional Coefficient Autoregressive Models: Estimation and Tests of Hypotheses

  • Author: Rong Chen, Lon‐Mu Liu
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00217 (p 151-173)

Stochastic Regression Model with Dependent Disturbances

  • Author: Kokyo Choy, Masanobu Taniguchi
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00218 (p 175-196)

Conditional Heteroskedasticity Driven by Hidden Markov Chains

  • Author: Christian Francq, Michel Roussignol, Jean‐Michel Zakoian
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00219 (p 197-220)

Broadband Semiparametric Estimation of the Memory Parameter of a Long‐Memory Time Series Using Fractional Exponential Models

  • Author: Clifford M. Hurvich, Julia Brodsky
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00220 (p 221-249)

BOOK REVIEW

Book Review

  • Author:
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/1467-9892.00221 (p 251-252)

Related Topics

Related Publications

Related Content

Site Footer

Address:

This website is provided by John Wiley & Sons Limited, The Atrium, Southern Gate, Chichester, West Sussex PO19 8SQ (Company No: 00641132, VAT No: 376766987)

Published features on StatisticsViews.com are checked for statistical accuracy by a panel from the European Network for Business and Industrial Statistics (ENBIS)   to whom Wiley and StatisticsViews.com express their gratitude. This panel are: Ron Kenett, David Steinberg, Shirley Coleman, Irena Ograjenšek, Fabrizio Ruggeri, Rainer Göb, Philippe Castagliola, Xavier Tort-Martorell, Bart De Ketelaere, Antonio Pievatolo, Martina Vandebroek, Lance Mitchell, Gilbert Saporta, Helmut Waldl and Stelios Psarakis.