Journal of Time Series Analysis

Table of Contents

Volume 34 Issue 4 (July 2013)


Review Articles

Inference for single and multiple change‐points in time series

  • Author: Venkata Jandhyala, Stergios Fotopoulos, Ian MacNeill, Pengyu Liu
  • Pub Online: Jun 18, 2013
  • DOI: 10.1111/jtsa.12035 (p 423-446)

Gaussian inference in general AR(1) models based on difference

  • Author: Jhih‐Gang Chen, Biing‐Shen Kuo
  • Pub Online: Apr 26, 2013
  • DOI: 10.1111/jtsa.12031 (p 447-453)


A bootstrap test for additive outliers in non‐stationary time series

  • Author: Sam Astill, David I. Harvey, A. M. Robert Taylor
  • Pub Online: May 28, 2013
  • DOI: 10.1111/jtsa.12033 (p 454-465)

A geometric time series model with dependent Bernoulli counting series

  • Author: Miroslav M. Ristić, Aleksandar S. Nastić, Ana V. Miletić Ilić
  • Pub Online: Mar 27, 2013
  • DOI: 10.1111/jtsa.12023 (p 466-476)

A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending

  • Author: Joakim Westerlund
  • Pub Online: Mar 21, 2013
  • DOI: 10.1111/jtsa.12025 (p 477-495)

Distributions for residual autocovariances in parsimonious periodic vector autoregressive models with applications

  • Author: Pierre Duchesne, Pierre Lafaye de Micheaux
  • Pub Online: Mar 27, 2013
  • DOI: 10.1111/jtsa.12026 (p 496-507)

Inference for non‐stationary time‐series autoregression

  • Author: Zhou Zhou
  • Pub Online: May 03, 2013
  • DOI: 10.1111/jtsa.12028 (p 508-516)

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