Journal of Time Series Analysis

Table of Contents

Volume 32 Issue 5 (September 2011)

447-585

ORIGINAL ARTICLES

Testing non‐parametric hypotheses for stationary processes by estimating minimal distances

  • Author: Holger Dette, Tatjana Kinsvater, Mathias Vetter
  • Pub Online: Dec 03, 2010
  • DOI: 10.1111/j.1467-9892.2010.00703.x (p 447-461)

Forecasting linear dynamical systems using subspace methods

  • Author: Alfredo García‐Hiernaux
  • Pub Online: Dec 03, 2010
  • DOI: 10.1111/j.1467-9892.2010.00704.x (p 462-468)

Robust estimation for the covariance matrix of multi‐variate time series

  • Author: Byungsoo Kim, Sangyeol Lee
  • Pub Online: Dec 03, 2010
  • DOI: 10.1111/j.1467-9892.2010.00705.x (p 469-481)

Stability conditions for heteroscedastic factor models with conditionally autoregressive betas

  • Author: George A Christodoulakis, Stephen E Satchell
  • Pub Online: Jan 10, 2011
  • DOI: 10.1111/j.1467-9892.2010.00706.x (p 482-497)

Mean shift testing in correlated data

  • Author: Michael Robbins, Colin Gallagher, Robert Lund, Alexander Aue
  • Pub Online: Jan 24, 2011
  • DOI: 10.1111/j.1467-9892.2010.00707.x (p 498-511)

On the asymptotic properties of a feasible estimator of the continuous time long memory parameter

  • Author: Joanne S. Ercolani
  • Pub Online: Jan 24, 2011
  • DOI: 10.1111/j.1467-9892.2010.00709.x (p 512-517)

Analysis of accumulated rounding errors in autoregressive processes

  • Author: Weiming Li, Z. D. Bai
  • Pub Online: Jan 27, 2011
  • DOI: 10.1111/j.1467-9892.2010.00710.x (p 518-530)

Solutions of Yule‐Walker equations for singular AR processes

  • Author: Weitian Chen, Brian D.O. Anderson, Manfred Deistler, Alexander Filler
  • Pub Online: Jan 27, 2011
  • DOI: 10.1111/j.1467-9892.2010.00711.x (p 531-538)

On limiting spectral distribution of large sample covariance matrices by VARMA( p,q )

  • Author: Cheng Wang, Baisuo Jin, Baiqi Miao
  • Pub Online: Mar 01, 2011
  • DOI: 10.1111/j.1467-9892.2010.00712.x (p 539-546)

Testing for structural change of AR model to threshold AR model

  • Author: István Berkes, Lajos Horváth, Shiqing Ling, Johannes Schauer
  • Pub Online: Jan 24, 2011
  • DOI: 10.1111/j.1467-9892.2010.00714.x (p 547-565)

Multi‐variate time‐series simulation

  • Author: Yuzhi Cai
  • Pub Online: Feb 01, 2011
  • DOI: 10.1111/j.1467-9892.2010.00715.x (p 566-579)

On processes with hyperbolically decaying autocorrelations

  • Author: Łukasz Dębowski
  • Pub Online: Feb 01, 2011
  • DOI: 10.1111/j.1467-9892.2010.00716.x (p 580-584)

BOOK REVIEW

Modeling Ordered Choices, A Primer

  • Author: Konstantinos Fokianos
  • Pub Online: Jan 27, 2011
  • DOI: 10.1111/j.1467-9892.2010.00713.x (p 585-585)

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