Journal of Time Series Analysis

Table of Contents

Volume 34 Issue 1 (January 2013)


Review Article

Structural breaks in time series

  • Author: Alexander Aue, Lajos Horváth
  • Pub Online: Sep 14, 2012
  • DOI: 10.1111/j.1467-9892.2012.00819.x (p 1-16)


Testing for parameter constancy in non‐Gaussian time series

  • Author: Lu Han, Brendan McCabe
  • Pub Online: Jul 13, 2012
  • DOI: 10.1111/j.1467-9892.2012.00810.x (p 17-29)

Optimal convergence rates in non‐parametric regression with fractional time series errors

  • Author: Yuanhua Feng, Jan Beran
  • Pub Online: Jul 19, 2012
  • DOI: 10.1111/j.1467-9892.2012.00811.x (p 30-39)

The power of unit root tests against nonlinear local alternatives

  • Author: Matei Demetrescu, Robinson Kruse
  • Pub Online: Aug 10, 2012
  • DOI: 10.1111/j.1467-9892.2012.00812.x (p 40-61)

Recursive adjustment, unit root tests and structural breaks

  • Author: Paulo M. M. Rodrigues
  • Pub Online: Jul 25, 2012
  • DOI: 10.1111/j.1467-9892.2012.00813.x (p 62-82)

Combining non‐cointegration tests

  • Author: Christian Bayer, Christoph Hanck
  • Pub Online: Dec 21, 2012
  • DOI: 10.1111/j.1467-9892.2012.00814.x (p 83-95)

Estimation for non‐negative time series with heavy‐tail innovations

  • Author: A. Bartlett, W. P. McCormick
  • Pub Online: Jul 25, 2012
  • DOI: 10.1111/j.1467-9892.2012.00815.x (p 96-115)

Determining the order of the functional autoregressive model

  • Author: Piotr Kokoszka, Matthew Reimherr
  • Pub Online: Jul 25, 2012
  • DOI: 10.1111/j.1467-9892.2012.00816.x (p 116-129)

Rate of convergence in the central limit theorem for parameter estimation in a causal, invertible ARMA( p, q ) model

  • Author: Sugata Sen Roy, Sankha Bhattacharya
  • Pub Online: Oct 11, 2012
  • DOI: 10.1111/j.1467-9892.2012.00817.x (p 130-137)


Book Review

  • Author: Plotr S. Kokoszka
  • Pub Online: Aug 09, 2012
  • DOI: 10.1111/j.1467-9892.2012.00818.x (p 138-138)

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