Journal of Time Series Analysis

Table of Contents

Volume 20 Issue 1 (January 1999)


Original Article

Exact Geometry of Autoregressive Models

  • Author: Kees Jan van Garderen
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00122 (p 1-21)

Properties of the Autocorrelation Function of Squared Observations for Second‐order Garch Processes Under Two Sets of Parameter Constraints

  • Author: Changli He, Timo Terasvirta
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00123 (p 23-30)

An Estimating Method for Parametric Spectral Densities of Gaussian Time Series

  • Author: Fumiyasu Komaki
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00124 (p 31-50)

On the Size Properties of Phillips–Perron Tests

  • Author: Stephen Leybourne, Paul Newbold
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00125 (p 51-61)

Analytic Convergence Rates and Parameterization Issues for the Gibbs Sampler Applied to State Space Models

  • Author: Michael K. Pitt, Neil Shephard
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00126 (p 63-85)

Gaussian Semiparametric Estimation of Non‐stationary Time Series

  • Author: Carlos Velasco
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00127 (p 87-127)

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