Journal of Time Series Analysis

Table of Contents

Volume 34 Issue 6 (November 2013)

605-746

Editorial

Editorial Announcement

  • Author: Robert Taylor
  • Pub Online: Oct 22, 2013
  • DOI: 10.1111/jtsa.12048 (p 605-605)

ORIGINAL ARTICLES

ON MIXTURE MEMORY GARCH MODELS

  • Author: Muyi Li, Wai Keung Li, Guodong Li
  • Pub Online: Aug 24, 2013
  • DOI: 10.1111/jtsa.12037 (p 606-624)

A NON‐GAUSSIAN FAMILY OF STATE‐SPACE MODELS WITH EXACT MARGINAL LIKELIHOOD

  • Author: Dani Gamerman, Thiago Rezende Santos, Glaura C. Franco
  • Pub Online: Oct 22, 2013
  • DOI: 10.1111/jtsa.12039 (p 625-645)

BOOTSTRAP FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS

  • Author: Thorsten Fink, Jens‐Peter Kreiss
  • Pub Online: Sep 13, 2013
  • DOI: 10.1111/jtsa.12041 (p 646-667)

TWO‐STEP ESTIMATION OF A MULTI‐VARIATE LÉVY PROCESS

  • Author: Habib Esmaeili, Claudia Klüppelberg
  • Pub Online: Oct 22, 2013
  • DOI: 10.1111/jtsa.12042 (p 668-690)

Frequency domain generalized empirical likelihood method

  • Author: Yoshihide Kakizawa
  • Pub Online: Oct 22, 2013
  • DOI: 10.1111/jtsa.12043 (p 691-716)

MULTIVARIATE LIMIT THEOREMS IN THE CONTEXT OF LONG‐RANGE DEPENDENCE

  • Author: Shuyang Bai, Murad S. Taqqu
  • Pub Online: Oct 22, 2013
  • DOI: 10.1111/jtsa.12046 (p 717-743)

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