Journal of Time Series Analysis

Table of Contents

Volume 31 Issue 3 (May 2010)

141-227

ORIGINAL ARTICLES

On geometric ergodicity of CHARME models

  • Author: Jean‐Pierre Stockis, Jürgen Franke, Joseph Tadjuidje Kamgaing
  • Pub Online: Mar 04, 2010
  • DOI: 10.1111/j.1467-9892.2010.00651.x (p 141-152)

Unit‐root testing: on the asymptotic equivalence of Dickey–Fuller with the log–log slope of a fitted autoregressive spectrum

  • Author: Evangelos E. Ioannidis
  • Pub Online: Mar 17, 2010
  • DOI: 10.1111/j.1467-9892.2010.00652.x (p 153-166)

Estimability of the linear effects in state space models with an unknown initial condition

  • Author: Rajesh Selukar
  • Pub Online: Mar 04, 2010
  • DOI: 10.1111/j.1467-9892.2010.00653.x (p 167-168)

Hyper‐spherical and elliptical stochastic cycles

  • Author: Alessandra Luati, Tommaso Proietti
  • Pub Online: Mar 17, 2010
  • DOI: 10.1111/j.1467-9892.2010.00655.x (p 169-181)

Adaptive wavelet decompositions of stationary time series

  • Author: Gustavo Didier, Vladas Pipiras
  • Pub Online: Apr 19, 2010
  • DOI: 10.1111/j.1467-9892.2010.00656.x (p 182-209)

Interventions in INGARCH processes

  • Author: Konstantinos Fokianos, Roland Fried
  • Pub Online: Apr 19, 2010
  • DOI: 10.1111/j.1467-9892.2010.00657.x (p 210-225)

BOOK REVIEW

Nonlinear time series: Semiparametric and Nonparametric methods

  • Author: T. Subba Rao
  • Pub Online: Dec 28, 2009
  • DOI: 10.1111/j.1467-9892.2009.00642.x (p 226-226)

Corrigendum

Corrigendum

  • Author:
  • Pub Online: Apr 19, 2010
  • DOI: 10.1111/j.1467-9892.2010.00663.x (p 227-227)

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