Journal of Time Series Analysis

Table of Contents

Volume 32 Issue 1 (January 2011)

1-92

ORIGINAL ARTICLES

Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes

  • Author: Yongmiao Hong, Yoon‐Jin Lee
  • Pub Online: Sep 02, 2010
  • DOI: 10.1111/j.1467-9892.2010.00681.x (p 1-32)

Locally stationary harmonizable complex improper stochastic processes

  • Author: Patrik Wahlberg, Peter J. Schreier
  • Pub Online: Aug 31, 2010
  • DOI: 10.1111/j.1467-9892.2010.00682.x (p 33-46)

Time series analysis based on running Mann‐Whitney Z Statistics

  • Author: Steve Mauget
  • Pub Online: Aug 22, 2010
  • DOI: 10.1111/j.1467-9892.2010.00683.x (p 47-53)

A negative binomial integer‐valued GARCH model

  • Author: Fukang Zhu
  • Pub Online: Sep 02, 2010
  • DOI: 10.1111/j.1467-9892.2010.00684.x (p 54-67)

A test for second‐order stationarity of a time series based on the discrete Fourier transform

  • Author: Yogesh Dwivedi, Suhasini Subba Rao
  • Pub Online: Sep 27, 2010
  • DOI: 10.1111/j.1467-9892.2010.00685.x (p 68-91)

BOOK REVIEW

Optimal statistical inference in financial engineering

  • Author: György Terdik
  • Pub Online: Apr 07, 2010
  • DOI: 10.1111/j.1467-9892.2010.00661.x (p 92-92)

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