Journal of Time Series Analysis

Table of Contents

Volume 20 Issue 4 (July 1999)


Original Article

A Note on Bootstrapping M‐Estimators in ARMA Models

  • Author: Michael Allen, Somnath Datta
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00143 (p 365-379)

Robust Estimation in Vector Autoregressive Moving‐Average Models

  • Author: Marta Garcia Ben, Elena J. Martinez, Victor J. Yohai
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00144 (p 381-399)

Bayesian Inference on Periodicities and Component Spectral Structure in Time Series

  • Author: Gabriel Huerta, Mike West
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00145 (p 401-416)

Consistent Estimation for Non‐Gaussian Non‐Causal Autoregessive Processes

  • Author: Huang Jian, Yudi Pawitan
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00146 (p 417-423)

Regression Models with Time Series Errors

  • Author: T. C. Lin, M. Pourahmadi, A. Schick
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00147 (p 425-433)

Detection of Periodic Autocorrelation in Time Series Data via Zero‐Crossings

  • Author: Donald E. K. Martin
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00148 (p 435-452)

Likelihood Ratio Tests for Seasonal Unit Roots

  • Author: Richard J. Smith, A. M. Robert Taylor
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00149 (p 453-476)

A Median‐Unbiased Estimator of the AR(1) Coefficient

  • Author: Ryszard Zielinski
  • Pub Online: Jan 04, 2002
  • DOI: 10.1111/1467-9892.00150 (p 477-481)

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