Journal of Time Series Analysis

Table of Contents

Volume 19 Issue 1 (January 1998)


Original Article

On threshold moving‐average models

  • Author: Jan De Gooijer
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00074 (p 1-18)

The mean squared error of Geweke and Porter‐Hudak's estimator of the memory parameter of a long‐memory time series

  • Author: Clifford M. Hurvich, Rohit Deo, Julia Brodsky
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00075 (p 19-46)

Time‐correlation analysis of nonstationary time series

  • Author: Ta‐Hsin Li
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00076 (p 47-67)

Tracking abrupt frequency changes

  • Author: Ta‐Hsin Li, Benjamin Kedem
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00077 (p 69-82)

Unit roots and smooth transitions

  • Author: Stephen Leybourne, Paul Newbold, Dimitrios Vougas
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00078 (p 83-97)

Bayesian analysis of autoregressive fractionally integrated moving‐average processes

  • Author: Jeffrey S. Pai, Nalini Ravishanker
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00079 (p 99-112)

A note on the corrected Akaike information criterion for threshold autoregressive models

  • Author: C. S. Wong, W. K. Li
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00080 (p 113-124)


Book Review

  • Author: K. F. Turkman
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00081 (p 125-126)

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