Journal of Time Series Analysis

Table of Contents

Volume 20 Issue 3 (May 1999)

253-363

Original Article

Specification Tests for the Variance of a Diffusion

  • Author: Valentina Corradi, Halbert White
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00136 (p 253-270)

Variable Bandwidth Kernel Estimators of the Spectral Density

  • Author: Eva Ferreira, Juan Manuel Rodriguez‐Poo
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00137 (p 271-287)

A Stochastic Approximation Algorithm for the Adaptive Control of Time Series Following Generalized Linear Models

  • Author: Konstantinos Fokianos, Benjamin Kedem
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00138 (p 289-308)

Diagnostics for Time Series Analysis

  • Author: Richard Gerlach, Chris Carter, Robert Kohn
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00139 (p 309-330)

Plug‐in Selection of the Number of Frequencies in Regression Estimates of the Memory Parameter of a Long‐memory Time Series

  • Author: Clifford M. Hurvich, Rohit S. Deo
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00140 (p 331-341)

Valid Edgeworth Expansions of Some Estimators and Bootstrap Confidence Intervals in First‐order Autoregression

  • Author: Yoshihide Kakizawa
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00141 (p 343-359)

BOOK REVIEW

Book Review

  • Author:
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/1467-9892.00142 (p 361-363)

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