Journal of Time Series Analysis

Table of Contents

Volume 33 Issue 6 (November 2012)



Chi‐squared portmanteau tests for structural VARMA models with uncorrelated errors

  • Author: Naoya Katayama
  • Pub Online: May 10, 2012
  • DOI: 10.1111/j.1467-9892.2012.00799.x (p 863-872)

A note on moving‐average models with feedback

  • Author: Dong Li
  • Pub Online: May 18, 2012
  • DOI: 10.1111/j.1467-9892.2012.00802.x (p 873-879)

Least squares estimation of ARCH models with missing observations

  • Author: Pascal Bondon, Natalia Bahamonde
  • Pub Online: May 22, 2012
  • DOI: 10.1111/j.1467-9892.2012.00803.x (p 880-891)

A Family of Markov‐Switching Garch Processes

  • Author: Ji‐Chun Liu
  • Pub Online: Jun 06, 2012
  • DOI: 10.1111/j.1467-9892.2012.00804.x (p 892-902)

A mixed INAR( p ) model

  • Author: Miroslav M. Ristić, Aleksandar S. Nastić
  • Pub Online: Jun 21, 2012
  • DOI: 10.1111/j.1467-9892.2012.00806.x (p 903-915)

Non‐stationary autoregressive processes with infinite variance

  • Author: Ngai Hang Chan, Rongmao Zhang
  • Pub Online: Jul 10, 2012
  • DOI: 10.1111/j.1467-9892.2012.00807.x (p 916-934)

Subsampling inference for the autocovariances and autocorrelations of long‐memory heavy‐ tailed linear time series

  • Author: Tucker McElroy, Agnieszka Jach
  • Pub Online: Jul 15, 2012
  • DOI: 10.1111/j.1467-9892.2012.00808.x (p 935-953)

First‐order integer valued AR processes with zero inflated poisson innovations

  • Author: Mansour Aghababaei Jazi, Geoff Jones, Chin‐Diew Lai
  • Pub Online: Jul 05, 2012
  • DOI: 10.1111/j.1467-9892.2012.00809.x (p 954-963)


Book Review

  • Author: K. F. Turkman
  • Pub Online: Jul 15, 2012
  • DOI: 10.1111/j.1467-9892.2012.00801.x (p 964-964)

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