Journal of Time Series Analysis

Simulating a class of stationary Gaussian processes using the Davies–Harte algorithm, with application to long memory processes
pp. 505-511(7)
Author: CRAIGMILE P.

Decomposition of Time Series Dynamic Linear Models
pp. 513-527(15)
Authors: ODOLPHIN E.J.G.; JOHNSON S.E.

A Dynamic Factor Model
pp. 529-538(10)
Authors: HU Y-P.; CHOU R-J.

Testing for Linear Trend with Application to Relative Primary Commodity Prices
pp. 539-551(13)
Authors: Kim T-H.; Pfaffenzeller S.; Rayner T.; Newbold P.

Tests for non-correlation of two cointegrated ARMA time series
pp. 553-577(25)
Authors: PHAM D.; ROY R.; CÉDRAS L.

Extremes of Some Sub-Sampled Time Series
pp. 579-590(12)
Authors: SCOTTO M.G.; TURKMAN K.F.; ANDERSON C.W.

Locally Optimal Tests Against Unit Roots in Seasonal Time Series Processes
pp. 591-612(22)
Author: TAYLOR A.M.R.

A note on estimation by least squares for harmonic component models
pp. 613-629(17)
Author: Walker A.M.