Journal of Time Series Analysis

Table of Contents

Volume 32 Issue 3 (May 2011)

195-336

ORIGINAL ARTICLES

Empirical likelihood inference for random coefficient INAR( p ) process

  • Author: Haixiang Zhang, Dehui Wang, Fukang Zhu
  • Pub Online: Oct 07, 2010
  • DOI: 10.1111/j.1467-9892.2010.00691.x (p 195-203)

On detecting the optimal structure of a neural network under strong statistical features in errors

  • Author: Nikos S. Thomaidis, George D. Dounias
  • Pub Online: Oct 19, 2010
  • DOI: 10.1111/j.1467-9892.2010.00693.x (p 204-222)

A p‐Order signed integer‐valued autoregressive (SINAR(p)) model

  • Author: M. Kachour, L. Truquet
  • Pub Online: Nov 08, 2010
  • DOI: 10.1111/j.1467-9892.2010.00694.x (p 223-236)

Time‐varying multi‐regime models fitting by genetic algorithms

  • Author: Francesco Battaglia, Mattheos K. Protopapas
  • Pub Online: Oct 13, 2010
  • DOI: 10.1111/j.1467-9892.2010.00695.x (p 237-252)

Threshold quantile autoregressive models

  • Author: Antonio F. Galvao Jr., Gabriel Montes‐Rojas, Jose Olmo
  • Pub Online: Oct 29, 2010
  • DOI: 10.1111/j.1467-9892.2010.00696.x (p 253-267)

Convolution‐closed models for count time series with applications

  • Author: Robert C. Jung, A. R. Tremayne
  • Pub Online: Dec 03, 2010
  • DOI: 10.1111/j.1467-9892.2010.00697.x (p 268-280)

Generalized least squares estimation for cointegration parameters under conditional heteroskedasticity

  • Author: Helmut Herwartz, Helmut Lütkepohl
  • Pub Online: Dec 03, 2010
  • DOI: 10.1111/j.1467-9892.2010.00698.x (p 281-291)

Stationary bootstrapping for non‐parametric estimator of nonlinear autoregressive model

  • Author: Eunju Hwang, Dong Wan Shin
  • Pub Online: Nov 15, 2010
  • DOI: 10.1111/j.1467-9892.2010.00699.x (p 292-303)

Estimating a change point in the long memory parameter

  • Author: Keiko Yamaguchi
  • Pub Online: Dec 15, 2010
  • DOI: 10.1111/j.1467-9892.2010.00700.x (p 304-314)

Structural time series models and aggregation: some analytical results

  • Author: Giacomo Sbrana
  • Pub Online: Nov 15, 2010
  • DOI: 10.1111/j.1467-9892.2010.00701.x (p 315-316)

Local Whittle estimation of multi‐variate fractionally integrated processes

  • Author: Frank S. Nielsen
  • Pub Online: Dec 06, 2010
  • DOI: 10.1111/j.1467-9892.2010.00702.x (p 317-335)

BOOK REVIEW

Introduction to Time Series Modeling

  • Author: Maria Antonia Amaral Turkman
  • Pub Online: Sep 23, 2010
  • DOI: 10.1111/j.1467-9892.2010.00692.x (p 336-336)

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