Journal of Time Series Analysis

Table of Contents

Volume 22 Issue 1 (January 2001)

1-126

Original Article

An Extension Problem For Discrete‐Time Periodically Correlated Stochastic Processes

  • Author: D. Alpay, A. Chevreuil, Ph. Loubaton
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00209 (p 1-11)

Nonparametric Tests of Change‐Points with Tapered Data

  • Author: Yves Rozenholc
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00210 (p 13-43)

Properties of Predictors in Overdifferenced Nearly Nonstationary Autoregression

  • Author: Ismael Sanchez, Daniel Pena
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00211 (p 45-66)

Fractional Bayesian Lag Length Inference in Multivariate Autoregressive Processes

  • Author: Mattias Villani
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00212 (p 67-86)

Testing the Null Hypothesis of Stationarity Against an Autoregressive Unit Root Alternative

  • Author: Zhijie Xiao
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00213 (p 87-105)

Autocovariance Structure of Markov Regime Switching Models and Model Selection

  • Author: Jing Zhang, Robert A. Stine
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00214 (p 107-124)

BOOK REVIEW

Book Review

  • Author:
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/1467-9892.00215 (p 125-126)

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