Journal of Time Series Analysis

Table of Contents

Volume 33 Issue 4 (July 2012)



Limiting distribution of the score statistic under moderate deviation from a unit root in MA(1)

  • Author: Ryota Yabe
  • Pub Online: Oct 17, 2011
  • DOI: 10.1111/j.1467-9892.2011.00761.x (p 533-541)

Maximum likelihood estimation for nearly non‐stationary stable autoregressive processes

  • Author: Rong‐Mao Zhang, Ngai Hang Chan
  • Pub Online: Oct 18, 2011
  • DOI: 10.1111/j.1467-9892.2011.00762.x (p 542-553)

Change point detection in copula ARMA–GARCH Models

  • Author: Okyoung Na, Jiyeon Lee, Sangyeol Lee
  • Pub Online: Oct 11, 2011
  • DOI: 10.1111/j.1467-9892.2011.00763.x (p 554-569)

Strictly stationary solutions of ARMA equations with fractional noise

  • Author: Bernd Vollenbröker
  • Pub Online: Mar 13, 2012
  • DOI: 10.1111/j.1467-9892.2012.00788.x (p 570-582)

Extreme value analysis of optimal level‐crossing prediction for linear Gaussian processes

  • Author: Rodney A. Martin
  • Pub Online: Mar 14, 2012
  • DOI: 10.1111/j.1467-9892.2012.00791.x (p 583-607)

Time‐series clustering via quasi U ‐statistics

  • Author: Marcio Valk, Aluísio Pinheiro
  • Pub Online: Mar 14, 2012
  • DOI: 10.1111/j.1467-9892.2012.00793.x (p 608-619)

Non‐parametric smoothing and prediction for nonlinear circular time series

  • Author: Macro Di Marzio, Agnese Panzera, Charles C. Taylor
  • Pub Online: May 22, 2012
  • DOI: 10.1111/j.1467-9892.2012.00794.x (p 620-630)

Change‐point detection in panel data

  • Author: Lajos Horváth, Marie Hušková
  • Pub Online: Apr 27, 2012
  • DOI: 10.1111/j.1467-9892.2012.00796.x (p 631-648)

Likelihood inference for discriminating between long‐memory and change‐point models

  • Author: Chun Yip Yau, Richard A. Davis
  • Pub Online: May 11, 2012
  • DOI: 10.1111/j.1467-9892.2012.00797.x (p 649-664)

Inference about long run canonical correlations

  • Author: Prosper Dovonon, Alastair R. Hall, Kalidas Jana
  • Pub Online: May 14, 2012
  • DOI: 10.1111/j.1467-9892.2012.00798.x (p 665-683)

A new Bayesian approach to quantile autoregressive time series model estimation and forecasting

  • Author: Yuzhi Cai, Julian Stander, Neville Davies
  • Pub Online: May 18, 2012
  • DOI: 10.1111/j.1467-9892.2012.00800.x (p 684-698)


Statistics for Spatio‐Temporal Data

  • Author: T. Subba Rao
  • Pub Online: May 22, 2012
  • DOI: 10.1111/j.1467-9892.2011.00765.x (p 699-700)

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