Journal of Time Series Analysis

Table of Contents

Volume 19 Issue 6 (November 1998)

629-756

Original Article

On the Optimal Segment Length for Parameter Estimates for Locally Stationary Time Series

  • Author: Rainer Dahlhaus, Liudas Giraitis
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00114 (p 629-655)

A Space‐Time Bilinear Model and its Identification

  • Author: Yuqing Dai, L. Billard
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00115 (p 657-679)

Some Inference Results for Causal Autoregressive Processes on a Plane

  • Author: Jiin‐Huarng Guo, L. Billard
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00116 (p 681-691)

Change‐Point Estimation of Fractionally Integrated Processes

  • Author: Chung‐Ming Kuan, Chih‐Chiang Hsu
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00117 (p 693-708)

Some Results on Specification Search and Pre‐testing in an ARMA(1,1) Process

  • Author: Thimothy Oke
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00118 (p 709-722)

The Limiting Distribution of the Residual Processes in Nonstationary Autoregressive Processes

  • Author: Dong Wan Shin
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00119 (p 723-736)

A New Test of Linearity of Time Series Based on the Bispectrum

  • Author: Gy. Terdik, J. Math
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00120 (p 737-753)

Index

Index to Volume 19, 1998

  • Author:
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/1467-9892.00121 (p 755-756)

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