Journal of Time Series Analysis

Table of Contents

Volume 35 Issue 2 (March 2014)

79-188

ORIGINAL ARTICLES

A FLEXIBLE STATE SPACE MODEL AND ITS APPLICATIONS

  • Author: Hang Qian
  • Pub Online: Oct 11, 2013
  • DOI: 10.1111/jtsa.12051 (p 79-88)

A GENERALIZED BLOCK BOOTSTRAP FOR SEASONAL TIME SERIES

  • Author: Anna E. Dudek, Jacek Leśkow, Efstathios Paparoditis, Dimitris N. Politis
  • Pub Online: Nov 27, 2013
  • DOI: 10.1002/jtsa.12053 (p 89-114)

BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY‐DEPENDENT THINNING

  • Author: Christian H. Weiß, Philip K. Pollett
  • Pub Online: Dec 13, 2013
  • DOI: 10.1002/jtsa.12054 (p 115-132)

ASYMPTOTIC INFERENCES FOR AN AR(1) MODEL WITH A CHANGE POINT: STATIONARY AND NEARLY NON‐STATIONARY CASES

  • Author: Tianxiao Pang, Danna Zhang, Terence Tai‐Leung Chong
  • Pub Online: Dec 07, 2013
  • DOI: 10.1111/jtsa.12055 (p 133-150)

STUDENTIZING WEIGHTED SUMS OF LINEAR PROCESSES

  • Author: Violetta Dalla, Liudas Giraitis, Hira L. Koul
  • Pub Online: Jan 15, 2014
  • DOI: 10.1111/jtsa.12056 (p 151-172)

DETERMINING THE NUMBER OF REGIMES IN MARKOV SWITCHING VAR AND VMA MODELS

  • Author: Maddalena Cavicchioli
  • Pub Online: Dec 21, 2013
  • DOI: 10.1002/jtsa.12057 (p 173-186)

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