Journal of Time Series Analysis

Table of Contents

Volume 37 Issue 4 (July 2016)

433-576

Issue Information

Issue information ‐ Info Page

  • Author:
  • Pub Online: Jun 07, 2016
  • DOI: 10.1111/jtsa.12153 (p 433-434)

ORIGINAL ARTICLES

Discriminant Analysis of Time Series in the Presence of Within‐Group Spectral Variability

  • Author: Robert T. Krafty
  • Pub Online: Oct 14, 2015
  • DOI: 10.1111/jtsa.12166 (p 435-450)

Parametric and Semi‐Parametric Efficient Tests for Parameter Instability

  • Author: Dong Jin Lee
  • Pub Online: Nov 15, 2015
  • DOI: 10.1111/jtsa.12169 (p 451-475)

Multivariate Wavelet Whittle Estimation in Long‐range Dependence

  • Author: Sophie Achard, Irène Gannaz
  • Pub Online: Nov 10, 2015
  • DOI: 10.1111/jtsa.12170 (p 476-512)

Statistical Inference for Unified Garch–Itô Models with High‐Frequency Financial Data

  • Author: Donggyu Kim
  • Pub Online: Nov 29, 2015
  • DOI: 10.1111/jtsa.12171 (p 513-532)

Powerful Unit Root Tests Free of Nuisance Parameters

  • Author: Mehdi Hosseinkouchack, Uwe Hassler
  • Pub Online: Jan 21, 2016
  • DOI: 10.1111/jtsa.12172 (p 533-554)

Inference on a Structural Break in Trend with Fractionally Integrated Errors

  • Author: Seong Yeon Chang, Pierre Perron
  • Pub Online: Jan 05, 2016
  • DOI: 10.1111/jtsa.12176 (p 555-574)

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