Journal of Time Series Analysis

Table of Contents

Volume 19 Issue 2 (March 1998)

127-252

Original Article

Semiparametric Modeling of Seasonal Time Series

  • Author: Prabir Burman, Robert Shumway
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00082 (p 127-145)

Testing for Unit Roots and Non‐linear Transformations

  • Author: Philip Hans Franses, Michael McAleer
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00083 (p 147-164)

Tests of Independence in Time Series

  • Author: R. J. Kulperger, R. A. Lockhart
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00084 (p 165-185)

On Residual Variance Estimation in Autoregressive Models

  • Author: Raul P. Mentz, Pedro A. Morettin, Clélia Toloi
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00085 (p 187-208)

A Proposal for Estimation of the Parameters of Multivariate Moving‐average Models

  • Author: Anna Clara Monti
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00086 (p 209-219)

An Estimate of the Fractal Index Using Multiscale Aggregates

  • Author: John‐Michel Poggi, Marie‐Claude Viano
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00087 (p 221-233)

Bayesian Inference for Time Series with Stable Innovations

  • Author: Zuqiang Qiou, Nalini Ravishanker
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00088 (p 235-249)

BOOK REVIEW

Book Review

  • Author: Iswar Basawa
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00089 (p 251-252)

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