Journal of Time Series Analysis

Table of Contents

Volume 18 Issue 5 (September 1997)

447-534

Original Article

Diagnostic checking of nonlinear multivariate time series with multivariate arch errors

  • Author: Shiqing Ling, W. K. Li
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00061 (p 447-464)

On the spectral density of a class of chaotic time series

  • Author: Artur Lopes, Selvia Lopes, Rafael R. Souza
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00062 (p 465-474)

A study on misspecified nonstationary autoregressive time series with a unit root

  • Author: Dong Wan Shin, Yoon Dong Lee
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00063 (p 475-484)

Comparative study of estimation methods for continuous time stochastic processes

  • Author: Isao Shoji, Tohru Ozaki
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00064 (p 485-506)

Comparing the bias and misspecification in ARFIMA models

  • Author: Jeremy Smith, Nick Taylor, Sanjay Yadav
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00065 (p 507-527)

BOOK REVIEW

Book reviews

  • Author:
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/1467-9892.00066 (p 529-534)

Related Topics

Related Publications

Related Content

Site Footer

Address:

This website is provided by John Wiley & Sons Limited, The Atrium, Southern Gate, Chichester, West Sussex PO19 8SQ (Company No: 00641132, VAT No: 376766987)

Published features on StatisticsViews.com are checked for statistical accuracy by a panel from the European Network for Business and Industrial Statistics (ENBIS)   to whom Wiley and StatisticsViews.com express their gratitude. This panel are: Ron Kenett, David Steinberg, Shirley Coleman, Irena Ograjenšek, Fabrizio Ruggeri, Rainer Göb, Philippe Castagliola, Xavier Tort-Martorell, Bart De Ketelaere, Antonio Pievatolo, Martina Vandebroek, Lance Mitchell, Gilbert Saporta, Helmut Waldl and Stelios Psarakis.