Journal of Time Series Analysis

Table of Contents

Volume 32 Issue 6 (November 2011)

587-723

ORIGINAL ARTICLES

Autoregressive coefficient estimation in nonparametric analysis

  • Author: Q. Shao, L. J. Yang
  • Pub Online: Jan 24, 2011
  • DOI: 10.1111/j.1467-9892.2010.00708.x (p 587-597)

A simple test of changes in mean in the possible presence of long‐range dependence

  • Author: Xiaofeng Shao
  • Pub Online: Feb 01, 2011
  • DOI: 10.1111/j.1467-9892.2010.00717.x (p 598-606)

Dynamic spatial Bayesian models for radioactivity deposition

  • Author: Swarup De, Álvaro E. Faria
  • Pub Online: Mar 21, 2011
  • DOI: 10.1111/j.1467-9892.2010.00718.x (p 607-617)

Akaike’s information criterion correction for the least‐squares autoregressive spectral estimator

  • Author: Evangelos E. Ioannidis
  • Pub Online: Feb 01, 2011
  • DOI: 10.1111/j.1467-9892.2010.00719.x (p 618-630)

Testing unit roots and long range dependence of foreign exchange

  • Author: Zhiping Lu, Dominique Guegan
  • Pub Online: Mar 01, 2011
  • DOI: 10.1111/j.1467-9892.2011.00720.x (p 631-638)

On the autopersistence functions and the autopersistence graphs of binary autoregressive time series

  • Author: Chao Wang, Wai Keung Li
  • Pub Online: Mar 13, 2011
  • DOI: 10.1111/j.1467-9892.2011.00721.x (p 639-646)

Testing for co‐integration and nonlinear adjustment in a smooth transition error correction model

  • Author: Rehim Kılıç
  • Pub Online: Mar 13, 2011
  • DOI: 10.1111/j.1467-9892.2011.00722.x (p 647-660)

Temporal Aggregation of Lognormal AR processes

  • Author: Esther Salazar, Marco A. R. Ferreira
  • Pub Online: Mar 02, 2011
  • DOI: 10.1111/j.1467-9892.2011.00723.x (p 661-671)

Local power of likelihood‐based tests for cointegrating rank: Comparative analysis of full and partial systems

  • Author: Takamitsu Kurita
  • Pub Online: Mar 13, 2011
  • DOI: 10.1111/j.1467-9892.2011.00724.x (p 672-679)

Improved generalized method of moments estimators for weakly dependent observations

  • Author: Francesco Bravo
  • Pub Online: Mar 21, 2011
  • DOI: 10.1111/j.1467-9892.2011.00726.x (p 680-698)

Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models

  • Author: Christian Francq, Roch Roy, Abdessamad Saidi
  • Pub Online: Mar 28, 2011
  • DOI: 10.1111/j.1467-9892.2011.00728.x (p 699-723)

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