Journal of Time Series Analysis

Table of Contents

Volume 31 Issue 2 (March 2010)

65-139

ORIGINAL ARTICLES

Empirical likelihood intervals for conditional Value‐at‐Risk in ARCH/GARCH models

  • Author: Yun Gong, Zhouping Li, Liang Peng
  • Pub Online: Dec 28, 2009
  • DOI: 10.1111/j.1467-9892.2009.00644.x (p 65-75)

A symbolic test for testing independence between time series

  • Author: Mariano Matilla‐García, José Miguel Rodríguez, Manuel Ruiz Marín
  • Pub Online: Jan 14, 2010
  • DOI: 10.1111/j.1467-9892.2009.00645.x (p 76-85)

Wavelet change‐point estimation for long memory non‐parametric random design models

  • Author: Lihong Wang, Haiyan Cai
  • Pub Online: Jan 25, 2010
  • DOI: 10.1111/j.1467-9892.2009.00646.x (p 86-97)

Least absolute deviation estimation for general autoregressive moving average time‐series models

  • Author: Rongning Wu, Richard A. Davis
  • Pub Online: Jan 25, 2010
  • DOI: 10.1111/j.1467-9892.2009.00648.x (p 98-112)

On an independent and identically distributed mixture bilinear time‐series model

  • Author: Abdelhakim Aknouche, Nadia Rabehi
  • Pub Online: Feb 11, 2010
  • DOI: 10.1111/j.1467-9892.2009.00649.x (p 113-131)

A note on the mixture transition distribution and hidden Markov models

  • Author: Francesco Bartolucci, Alessio Farcomeni
  • Pub Online: Feb 11, 2010
  • DOI: 10.1111/j.1467-9892.2009.00650.x (p 132-138)

BOOK REVIEW

Time Series Analysis

  • Author: T. Subba Rao
  • Pub Online: Dec 28, 2009
  • DOI: 10.1111/j.1467-9892.2009.00641.x (p 139-139)

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