Journal of Time Series Analysis

Table of Contents

Volume 31 Issue 1 (January 2010)

1-64

ORIGINAL ARTICLES

Bayesian analysis of multivariate Gaussian hidden Markov models with an unknown number of regimes

  • Author: Luigi Spezia
  • Pub Online: Nov 09, 2009
  • DOI: 10.1111/j.1467-9892.2009.00635.x (p 1-11)

Treating missing values in INAR(1) models: An application to syndromic surveillance data

  • Author: Jonas Andersson, Dimitris Karlis
  • Pub Online: Nov 17, 2009
  • DOI: 10.1111/j.1467-9892.2009.00636.x (p 12-19)

On the properties of the periodogram of a stationary long‐memory process over different epochs with applications

  • Author: Valdério A. Reisen, Eric Moulines, Philippe Soulier, Glaura C. Franco
  • Pub Online: Dec 16, 2009
  • DOI: 10.1111/j.1467-9892.2009.00637.x (p 20-36)

Local Whittle estimation of the memory parameter in presence of deterministic components

  • Author: Fabrizio Iacone
  • Pub Online: Dec 16, 2009
  • DOI: 10.1111/j.1467-9892.2009.00638.x (p 37-49)

Postmodel selection estimators of variance function for nonlinear autoregression

  • Author: Piotr Borkowski, Jan Mielniczuk
  • Pub Online: Dec 16, 2009
  • DOI: 10.1111/j.1467-9892.2009.00639.x (p 50-63)

BOOK REVIEW

Handbook of Financial Time Series

  • Author: Suhasini Subba Rao
  • Pub Online: Nov 19, 2009
  • DOI: 10.1111/j.1467-9892.2009.00640.x (p 64-64)

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