Journal of Time Series Analysis

Table of Contents

Volume 20 Issue 5 (September 1999)

387-604

Original Article

Polyvariograms and their Asymptotes

  • Author: Z. G. Chen, O. D. Anderson
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00152 (p 387-512)

A Class of Non‐Embeddable ARMA Processes

  • Author: A. E. Brockwell, P. J. Brockwell
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00151 (p 483-486)

ATesting for the Onset of Trend, Using Wavelets

  • Author: S. D. Gilbert
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00153 (p 513-526)

The Beveridge–Nelson Decomposition: A Different Perspective with New Results

  • Author: Victor Gomez, Jorg Breitung
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00154 (p 527-535)

A State‐Space EM Algorithm for Longitudinal Data

  • Author: Gloria Icaza, Richard Jones
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00155 (p 537-550)

Note on the Asymptotic Efficiency of Sample Covariances in Gaussian Vector Stationary Processes

  • Author: Yoshihide Kakizawa
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00156 (p 551-558)

On the Spectral Density of the Wavelet Transform of Fractional Brownian Motion

  • Author: Takeshi Kato, Elias Masry
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00157 (p 559-563)

Long‐Memory Errors in Time Series Regressions with a Unit Root

  • Author: Diego Lubian
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00158 (p 565-577)

Nonparametric Autoregression with Multiplicative Volatility and Additive mean

  • Author: Lijian Yang, Wolfgang Hardle, Jens Nielsen
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00159 (p 579-604)

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