Journal of Time Series Analysis

Table of Contents

Volume 31 Issue 5 (September 2010)



A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component

  • Author: Mohitosh Kejriwal, Pierre Perron
  • Pub Online: Jun 07, 2010
  • DOI: 10.1111/j.1467-9892.2010.00666.x (p 305-328)

A Bayesian nonlinearity test for threshold moving average models

  • Author: Qiang Xia, Jiazhu Pan, Zhiqiang Zhang, Jinshan Liu
  • Pub Online: Jun 07, 2010
  • DOI: 10.1111/j.1467-9892.2010.00667.x (p 329-336)

Central limit theorems for nonparametric estimators with real‐time random variables

  • Author: Tae Yoon Kim, Zhi‐Ming Luo
  • Pub Online: Jun 23, 2010
  • DOI: 10.1111/j.1467-9892.2010.00668.x (p 337-347)

Structure and estimation of a class of nonstationary yet nonexplosive GARCH models

  • Author: Nazim Regnard, Jean‐Michel Zakoïan
  • Pub Online: Jul 11, 2010
  • DOI: 10.1111/j.1467-9892.2010.00669.x (p 348-364)

A Bayesian regime‐switching time‐series model

  • Author: Jaehee Kim, Sooyoung Cheon
  • Pub Online: Jun 23, 2010
  • DOI: 10.1111/j.1467-9892.2010.00670.x (p 365-378)

Testing for nonlinear deterministic components when the order of integration is unknown

  • Author: David I. Harvey, Stephen J. Leybourne, Lisa Xiao
  • Pub Online: Jun 23, 2010
  • DOI: 10.1111/j.1467-9892.2010.00671.x (p 379-391)

Stationarity testing under nonlinear models. Some asymptotic results

  • Author: Manuel Landajo, María José Presno
  • Pub Online: Jun 29, 2010
  • DOI: 10.1111/j.1467-9892.2010.00672.x (p 392-405)


Introductory Time Series with R

  • Author: Georgi N. Boshnakov
  • Pub Online: Aug 16, 2010
  • DOI: 10.1111/j.1467-9892.2009.00647.x (p 406-406)

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