Journal of Time Series Analysis

Table of Contents

Volume 20 Issue 2 (March 1999)


Original Article

On the Definitions of (Co‐)integration

  • Author: Karim M. Abadir, A. M. Robert Taylor
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00128 (p 129-137)

A Note on Modelling Seasonal Processes in Continuous Time

  • Author: Marcus J. Chambers
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00129 (p 139-143)

A Linear Discriminant for Gaussian Time Series

  • Author: G. R. Dargahi‐Noubary
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00130 (p 145-153)

Aggregation and Disaggregation of Structural Time Series Models

  • Author: Luiz K. Hotta, Klaus L. Vasconcellos
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00131 (p 155-171)

Asymptotics of Quantiles and Rank Scores in Nonlinear Time Series

  • Author: Kanchan Mukherjee
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00132 (p 173-192)

The Local Bootstrap for Periodogram Statistics

  • Author: Efstathios Paparoditis, Dimitris N. Politis
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00133 (p 193-222)

The Influence of Numerical and Observational Errors on the Likelihood of an ARMA Series

  • Author: S. Rao Jammalamadaka, Chengou Wu, Weiqung Wang
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00134 (p 223-235)

Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers

  • Author: Timothy J. Vogelsang
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00135 (p 237-252)

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