Journal of Time Series Analysis

Hidden Frequency Estimation with Data Tapers
pp. 113-142(30)
Authors: Chen, Zhao-Guo; Wu, Ka Ho; Dahlhaus, Rainer

Residual Autocorrelation Distribution in the Validation Data Set
pp. 143-153(11)
Author: Fasso, Alessandro

An Efficient Taper for Potentially Overdifferenced Long-memory Time Series
pp. 155-180(26)
Authors: Hurvich, Clifford M.; Chen, Willa W.

Correlational Properties of Chebyshev Chaotic Sequences
pp. 181-191(11)
Authors: Kohda, Tohru; Tsuneda, Akio; Lawrance, Anthony J.

Data Driven Order Selection for Projection Estimator of the Spectral Density of Time Series with Long Range Dependence
pp. 193-218(26)
Authors: Moulines, Eric; Soulier, Philippe

Bayesian Prediction Mean Squared Error for State Space Models with Estimated Parameters
pp. 219-236(18)
Authors: Quenneville, Benoit; Singh, Avinash C.