Journal of Time Series Analysis

Table of Contents

Volume 22 Issue 5 (September 2001)

505-629

Original Article

Maximum Likelihood Estimates of a Class of One‐Dimensional Stochastic Differential Equation Models From Discrete Data

  • Author: Eugene M. Cleur
  • Pub Online: Mar 13, 2002
  • DOI: 10.1111/1467-9892.00238 (p 505-515)

Parameter Estimation of Stochastic Processes with Long‐range Dependence and Intermittency

  • Author: Jiti Gao, Vo Anh, Chris Heyde, Quang Tieng
  • Pub Online: Mar 13, 2002
  • DOI: 10.1111/1467-9892.00239 (p 517-535)

Elimination of Third‐series Effect and Defining Partial Measures of Causality

  • Author: Yuzo Hosoya
  • Pub Online: Mar 13, 2002
  • DOI: 10.1111/1467-9892.00240 (p 537-554)

Prediction in ARMA Models with GARCH in Mean Effects

  • Author: Menelaos Karanasos
  • Pub Online: Mar 13, 2002
  • DOI: 10.1111/1467-9892.00241 (p 555-576)

Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors

  • Author: Zacharias Psaradakis
  • Pub Online: Mar 13, 2002
  • DOI: 10.1111/1467-9892.00242 (p 577-594)

recursive Mean Adjustment for Unit Root Tests

  • Author: Dong Wan Shin, Beong Soo So
  • Pub Online: Mar 13, 2002
  • DOI: 10.1111/1467-9892.00243 (p 595-612)

Estimation of Hidden Frequencies for 2D Stationary Processes

  • Author: Hao Zhang,  V. Mandrekar
  • Pub Online: Mar 13, 2002
  • DOI: 10.1111/1467-9892.00244 (p 613-629)

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