Journal of Time Series Analysis

Table of Contents

Volume 18 Issue 3 (May 1997)

213-320

Original Article

Robustness of the autoregressive spectral estimate for linear processes with infinite variance

  • Author: R. J. Bhansali
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00047 (p 213-229)

Choice of thresholds for wavelet shrinkage estimate of the spectrum

  • Author: Hong‐Ye Gao
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00048 (p 231-251)

One‐sided testing for conditional heteroskedasticity in time series models

  • Author: Yongmiao Hong
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00049 (p 253-277)

Testing for long‐range dependence in the presence of shifting means or a slowly declining trend, using a variance‐type estimator

  • Author: Vadim Teverovsky, Murad Taqqu
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00050 (p 279-304)

Extremes of bilinear time series models

  • Author: K. F. Turkman, M. A. Amaral Turkman
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00051 (p 305-319)

Erratum"

Corrigendum

  • Author:
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/1467-9892.00052 (p 320-320)

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