Journal of Time Series Analysis

Table of Contents

Volume 31 Issue 6 (November 2010)



Likelihood functions for state space models with diffuse initial conditions

  • Author: Marc K. Francke, Siem Jan Koopman, Aart F. De Vos
  • Pub Online: Jul 08, 2010
  • DOI: 10.1111/j.1467-9892.2010.00673.x (p 407-414)

Reducing the size distortion of the KPSS test

  • Author: Eiji Kurozumi, Shinya Tanaka
  • Pub Online: Jul 08, 2010
  • DOI: 10.1111/j.1467-9892.2010.00674.x (p 415-426)

Testing for cycles in multiple time series

  • Author: Werner Ploberger, Erhard Reschenhofer
  • Pub Online: Jul 12, 2010
  • DOI: 10.1111/j.1467-9892.2010.00675.x (p 427-434)

Tests of strict stationarity based on quantile indicators

  • Author: Fabio Busetti, Andrew Harvey
  • Pub Online: Jul 22, 2010
  • DOI: 10.1111/j.1467-9892.2010.00676.x (p 435-450)

Random effects mixture models for clustering electrical load series

  • Author: Geoffrey Coke, Min Tsao
  • Pub Online: Aug 17, 2010
  • DOI: 10.1111/j.1467-9892.2010.00677.x (p 451-464)

Autoregressive trending risk function and exhaustion in random asset price movement

  • Author: Qi Tang, Danni Yan
  • Pub Online: Aug 22, 2010
  • DOI: 10.1111/j.1467-9892.2010.00678.x (p 465-470)

Banded and tapered estimates for autocovariance matrices and the linear process bootstrap

  • Author: Timothy L. McMurry, Dimitris N. Politis
  • Pub Online: Aug 22, 2010
  • DOI: 10.1111/j.1467-9892.2010.00679.x (p 471-482)

Improved prediction limits for a general class of Gaussian models

  • Author: Federica Giummolè, Paolo Vidoni
  • Pub Online: Aug 04, 2010
  • DOI: 10.1111/j.1467-9892.2010.00680.x (p 483-493)


Antedependence Models for Longitudinal Data

  • Author: Konstantinos Fokianos
  • Pub Online: Mar 02, 2010
  • DOI: 10.1111/j.1467-9892.2010.00654.x (p 494-494)

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