Journal of Time Series Analysis

On the closed form of the covariance matrix and its inverse of the causal ARMA process
pp. 443-448(6)
Author: Haddad J.N.

Bootstrap predictive inference for ARIMA processes
pp. 449-465(17)
Authors: Pascual L.; Romo J.; Ruiz E.

Bayesian selection of threshold autoregressive models
pp. 467-482(16)
Author: Campbell E.P.

Estimation and testing for the parameters of ARCH(q) under ordered restriction
pp. 483-499(17)
Authors: Wang D.; Song L.; Shi N.

On testing for separable correlations of multivariate time series
pp. 501-528(28)
Authors: Matsuda Y.; Yajima Y.

Analysis of the correlation structure of square time series
pp. 529-550(22)
Authors: Palma W.; Zevallos M.

Limiting distributions of unconditional maximum likelihood unit root test statistics in seasonal time–series models
pp. 551-561(11)
Authors: Lee T.; Dickey D.A.

Kernel deconvolution of stochastic volatility models
pp. 563-582(20)
Author: Comte F.

Asymptotic mean-squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process
pp. 583-602(20)
Authors: Kim T-H.; Leybourne S.J.; Newbold P.

Computation of asymmetric signal extraction filters and mean squared error for ARIMA component models
pp. 603-623(21)
Authors: Bell W.R.; Martin D.E.K.