Journal of Time Series Analysis

Table of Contents

Volume 32 Issue 2 (March 2011)



Real‐time covariance estimation for the local level model

  • Author: K. Triantafyllopoulos
  • Pub Online: Sep 02, 2010
  • DOI: 10.1111/j.1467-9892.2010.00686.x (p 93-107)

On LM‐type tests for seasonal unit roots in the presence of a break in trend

  • Author: Luis C. Nunes, Paulo M. M. Rodrigues
  • Pub Online: Sep 27, 2010
  • DOI: 10.1111/j.1467-9892.2010.00687.x (p 108-134)

Robust estimation of the scale and of the autocovariance function of Gaussian short‐ and long‐range dependent processes

  • Author: Céline Lévy‐Leduc, Hélène Boistard, Eric Moulines, Murad S. Taqqu, Valderio A. Reisen
  • Pub Online: Sep 27, 2010
  • DOI: 10.1111/j.1467-9892.2010.00688.x (p 135-156)

Asymptotic results for Fourier‐PARMA time series

  • Author: Yonas Gebeyehu Tesfaye, Paul L. Anderson, Mark M. Meerschaert
  • Pub Online: Sep 27, 2010
  • DOI: 10.1111/j.1467-9892.2010.00689.x (p 157-174)

Broadband semi‐parametric estimation of long‐memory time series by fractional exponential models

  • Author: Masaki Narukawa, Yasumasa Matsuda
  • Pub Online: Sep 30, 2010
  • DOI: 10.1111/j.1467-9892.2010.00690.x (p 175-193)


Classification, parameter estimation and state estimation ‐ an engineering approach using MATLAB

  • Author: T. Subba Rao
  • Pub Online: May 05, 2010
  • DOI: 10.1111/j.1467-9892.2010.00665.x (p 194-194)

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