Journal of Time Series Analysis

Table of Contents

Volume 22 Issue 4 (July 2001)


Original Article

Estimation in the Mixture Transition Distribution Model

  • Author: Andre Berchtold
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00231 (p 379-397)

Recursive Relations for Multistep Prediction of a Stationary Time Series

  • Author: Pascal Bondon
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00232 (p 399-410)

Testing Stochastic Cycles in Macroeconomic Time Series

  • Author: L. A. Gil‐Alana
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00233 (p 411-430)

Averaged Periodogram Spectral Estimation with Long‐memory Conditional Heteroscedasticity

  • Author: Marc Henry
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00234 (p 431-459)

Bootstrapping Time Series Regressions with Integrated Processes

  • Author: Hongyi Li, Zhijie Xiao
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00235 (p 461-480)

Sample Cross‐correlations for Moving Averages with Regularly Varying Tails

  • Author: Mark M. Meerschaert, Hans‐Peter Scheffler
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00236 (p 481-492)

A Bias Correction for Cross‐validation Bandwidth Selection when a Kernel Estimate is Based on Dependent Data

  • Author: Martin Skold
  • Pub Online: Dec 21, 2001
  • DOI: 10.1111/1467-9892.00237 (p 493-503)

Related Topics

Related Publications

Related Content

Site Footer


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 are checked for statistical accuracy by a panel from the European Network for Business and Industrial Statistics (ENBIS)   to whom Wiley and 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.