Journal of Time Series Analysis

Table of Contents

Volume 35 Issue 3 (May 2014)

189-297

ORIGINAL ARTICLES

NON‐STATIONARITY AND QUASI‐MAXIMUM LIKELIHOOD ESTIMATION ON A DOUBLE AUTOREGRESSIVE MODEL

  • Author: Min Chen, Dong Li, Shiqing Ling
  • Pub Online: Dec 21, 2013
  • DOI: 10.1111/jtsa.12058 (p 189-202)

PORTMANTEAU AUTOCORRELATION TESTS UNDER Q ‐DEPENDENCE AND HETEROSKEDASTICITY

  • Author: David Harris, Hsein Kew
  • Pub Online: Jan 22, 2014
  • DOI: 10.1111/jtsa.12059 (p 203-217)

TRANSFORMED POLYNOMIALS FOR NONLINEAR AUTOREGRESSIVE MODELS OF THE CONDITIONAL MEAN

  • Author: Francisco Blasques
  • Pub Online: Jan 27, 2014
  • DOI: 10.1111/jtsa.12060 (p 218-238)

ON‐LINE MONITORING OF POLLUTION CONCENTRATIONS WITH AUTOREGRESSIVE MOVING AVERAGE TIME SERIES

  • Author: Christopher Dienes, Alexander Aue
  • Pub Online: Jan 30, 2014
  • DOI: 10.1111/jtsa.12062 (p 239-261)

ESTIMATION OF AUTOCOVARIANCE MATRICES FOR INFINITE DIMENSIONAL VECTOR LINEAR PROCESS

  • Author: Monika Bhattacharjee, Arup Bose
  • Pub Online: Feb 19, 2014
  • DOI: 10.1111/jtsa.12063 (p 262-281)

UNIFIED INTERVAL ESTIMATION FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS

  • Author: Jonathan Hill, Liang Peng
  • Pub Online: Feb 07, 2014
  • DOI: 10.1111/jtsa.12064 (p 282-297)

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