Journal of Time Series Analysis

Table of Contents

Volume 34 Issue 2 (March 2013)




  • Author: Robert Taylor
  • Pub Online: Feb 21, 2013
  • DOI: 10.1111/jtsa.12021 (p 139-140)


Moment tests for window length selection in singular spectrum analysis of short– and long–memory processes

  • Author: Md Atikur Rahman Khan, D. S. Poskitt
  • Pub Online: Sep 17, 2012
  • DOI: 10.1111/j.1467-9892.2012.00820.x (p 141-155)

Integration of CARMA processes and spot volatility modelling

  • Author: Peter Brockwell, Alexander Lindner
  • Pub Online: Dec 18, 2012
  • DOI: 10.1111/jtsa.12011 (p 156-167)

Least tail‐trimmed squares for infinite variance autoregressions

  • Author: Jonathan B. Hill
  • Pub Online: Oct 24, 2012
  • DOI: 10.1111/jtsa.12005 (p 168-186)

Forecasting with prediction intervals for periodic autoregressive moving average models

  • Author: Paul L. Anderson, Mark M. Meerschaert, Kai Zhang
  • Pub Online: Sep 27, 2012
  • DOI: 10.1111/jtsa.12000 (p 187-193)

Estimation of vector error correction models with mixed‐frequency data

  • Author: Byeongchan Seong, Sung K. Ahn, Peter A. Zadrozny
  • Pub Online: Oct 22, 2012
  • DOI: 10.1111/jtsa.12001 (p 194-205)

On composite likelihood estimation of a multivariate INAR(1) model

  • Author: Xanthi Pedeli, Dimitris Karlis
  • Pub Online: Oct 23, 2012
  • DOI: 10.1111/jtsa.12003 (p 206-220)

CUSUM‐type testing for changing parameters in a spatial autoregressive model for stock returns

  • Author: Dominik Wied
  • Pub Online: Dec 07, 2012
  • DOI: 10.1111/jtsa.12006 (p 221-229)

A mixed portmanteau test for ARMA‐GARCH models by the quasi‐maximum exponential likelihood estimation approach

  • Author: Ke. Zhu
  • Pub Online: Oct 24, 2012
  • DOI: 10.1111/jtsa.12007 (p 230-237)

Weak identification in the ESTAR model and a new model

  • Author: Florian Heinen, Stefanie Michael, Philipp Sibbertsen
  • Pub Online: Nov 08, 2012
  • DOI: 10.1111/jtsa.12008 (p 238-261)

Empirical determination of the frequencies of an almost periodic time series

  • Author: D. Dehay, H. L. Hurd
  • Pub Online: Dec 12, 2012
  • DOI: 10.1111/jtsa.12009 (p 262-279)

Book Reviews

Spatial statistics and spatio‐temporal data

  • Author: T Subba Rao
  • Pub Online: Oct 24, 2012
  • DOI: 10.1111/j.1467-9892.2012.00821.x (p 280-280)

Climate Time Series Analysis: Classical Statistical and Bootstrap Methods

  • Author: Andrew C. Parnell
  • Pub Online: Oct 23, 2012
  • DOI: 10.1111/jtsa.12002 (p 281-281)

Economic Time Series: Modeling and Seasonality

  • Author: Alastair R. Hall
  • Pub Online: Nov 08, 2012
  • DOI: 10.1111/jtsa.12004 (p 282-283)

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