Journal of Time Series Analysis

Table of Contents

Volume 34 Issue 5 (September 2013)



Estimation of stationary autoregressive models with the Bayesian LASSO

  • Author: Daniel F. Schmidt, Enes Makalic
  • Pub Online: Aug 23, 2013
  • DOI: 10.1111/jtsa.12027 (p 517-531)

Spectral estimates for high‐frequency sampled continuous‐time autoregressive moving average processes

  • Author: Vicky Fasen, Florian Fuchs
  • Pub Online: Jul 19, 2013
  • DOI: 10.1111/jtsa.12029 (p 532-551)

Continuous‐time autoregressive moving average processes in discrete time: representation and embeddability

  • Author: Michael A. Thornton, Marcus J. Chambers
  • Pub Online: Apr 25, 2013
  • DOI: 10.1111/jtsa.12030 (p 552-561)

Effect of temporal aggregation on multiple time series in the frequency domain

  • Author: Uwe Hassler
  • Pub Online: Jun 13, 2013
  • DOI: 10.1111/jtsa.12032 (p 562-573)

Transformation to approximate independence for locally stationary Gaussian processes

  • Author: Joseph Guinness, Michael L. Stein
  • Pub Online: Jul 16, 2013
  • DOI: 10.1111/jtsa.12034 (p 574-590)

Regulated fractionally integrated processes

  • Author: Mirza Trokić
  • Pub Online: May 21, 2013
  • DOI: 10.1111/jtsa.12036 (p 591-601)


Related Topics

Related Publications

Related Content

Site Footer


This website is provided by John Wiley & Sons Limited, The Atrium, Southern Gate, Chichester, West Sussex PO19 8SQ (Company No: 00641132, VAT No: 376766987)

Published features on are checked for statistical accuracy by a panel from the European Network for Business and Industrial Statistics (ENBIS)   to whom Wiley and express their gratitude. This panel are: Ron Kenett, David Steinberg, Shirley Coleman, Irena Ograjenšek, Fabrizio Ruggeri, Rainer Göb, Philippe Castagliola, Xavier Tort-Martorell, Bart De Ketelaere, Antonio Pievatolo, Martina Vandebroek, Lance Mitchell, Gilbert Saporta, Helmut Waldl and Stelios Psarakis.