Journal of Time Series Analysis

Table of Contents

Volume 36 Issue 3 (May 2015)



Recent Developements in Bootstrap Methods for Dependent Data

  • Author: Giuseppe Cavaliere, Dimitris N. Politis, Anders Rahbek
  • Pub Online: Mar 16, 2015
  • DOI: 10.1111/jtsa.12128 (p 269-271)

Special Issues

Bootstrap Determination of the Co‐Integration Rank in VAR Models with Unrestricted Deterministic Components

  • Author: Giuseppe Cavaliere, Anders Rahbek, A. M. Robert Taylor
  • Pub Online: Jan 22, 2015
  • DOI: 10.1111/jtsa.12104 (p 272-289)

Dependent Wild Bootstrap for the Empirical Process

  • Author: Paul Doukhan, Gabriel Lang, Anne Leucht, Michael H. Neumann
  • Pub Online: Feb 03, 2015
  • DOI: 10.1111/jtsa.12106 (p 290-314)

The Dependent Random Weighting

  • Author: Srijan Sengupta, Xiaofeng Shao, Yingchuan Wang
  • Pub Online: Nov 28, 2014
  • DOI: 10.1111/jtsa.12109 (p 315-326)

Block Bootstrap for Poisson‐Sampled Almost Periodic Processes

  • Author: Dominique Dehay, Anna E. Dudek
  • Pub Online: Jan 22, 2015
  • DOI: 10.1111/jtsa.12115 (p 327-351)

Bootstrap Joint Prediction Regions

  • Author: Michael Wolf, Dan Wunderli
  • Pub Online: Oct 14, 2014
  • DOI: 10.1111/jtsa.12099 (p 352-376)

Special Issue

On the Vector Autoregressive Sieve Bootstrap

  • Author: Marco Meyer, Jens‐Peter Kreiss
  • Pub Online: Sep 17, 2014
  • DOI: 10.1111/jtsa.12090 (p 377-397)

Special Issues

Bootstrap Sequential Tests to Determine the Order of Integration of Individual Units in A Time Series Panel

  • Author: Stephan Smeekes
  • Pub Online: Nov 28, 2014
  • DOI: 10.1111/jtsa.12110 (p 398-415)

Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes

  • Author: Carsten Jentsch, Dimitris N. Politis, Efstathios Paparoditis
  • Pub Online: Sep 11, 2014
  • DOI: 10.1111/jtsa.12088 (p 416-441)

A Smooth Block Bootstrap for Statistical Functionals and Time Series

  • Author: Karl B. Gregory, Soumendra N. Lahiri, Daniel J. Nordman
  • Pub Online: Feb 03, 2015
  • DOI: 10.1111/jtsa.12117 (p 442-461)

Bootstrapping Robust Statistics for Markovian Data Applications to Regenerative R ‐Statistics and L ‐Statistics

  • Author: Patrice Bertail, Stéphan Clémençon, Jessica Tressou
  • Pub Online: Jan 22, 2015
  • DOI: 10.1111/jtsa.12105 (p 462-480)

Bootstrap Inference in Regressions with Estimated Factors and Serial Correlation

  • Author: Antoine Djogbenou, Sílvia Gonçalves, Benoit Perron
  • Pub Online: Jan 22, 2015
  • DOI: 10.1111/jtsa.12118 (p 481-502)

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