Journal of Time Series Analysis

Table of Contents

Volume 19 Issue 4 (July 1998)

379-504

ORIGINAL ARTICLES

Linear Trend with Fractionally Integrated Errors

  • Author: Rohit S. Deo, Clifford M. Hurvich
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00099 (p 379-397)

Tests for Change in a Mean Function when the Data are Dependent

  • Author: Jaehee H. Kim, Jeffrey D. Hart
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00100 (p 399-424)

Bartlett Corrections for Unit Root Test Statistics

  • Author: Rolf Larsson
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00101 (p 425-438)

Existence and Stochastic Structure of a Non‐negative Integer‐valued Autoregressive Process

  • Author: Alain Latour
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00102 (p 439-455)

An Improvement of Akaike's FPE Criterion to Reduce its Variability

  • Author: Xavier De Luna
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00103 (p 457-471)

Hyperbolic Decay Time Series

  • Author: A. I. McLeod
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00104 (p 473-483)

A k ‐Factor GARMA Long‐memory Model

  • Author: Wayne A. Woodward, Q. C. Cheng, H. L. Gray
  • Pub Online: Dec 17, 2003
  • DOI: 10.1111/j.1467-9892.1998.00105.x (p 485-504)

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