Journal of Time Series Analysis

Reversible Jump Markov Chain Monte Carlo Strategies for Bayesian Model Selection in Autoregressive Processes
pp. 785-809(25)
Authors: J. Vermaak; C. Andrieu; A. Doucet; S. J. Godsill

On The Peña–Box Model
pp. 811-830(20)
Authors: Yu-Pin Hu; Rouh-Jane Chou

Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series
pp. 831-872(42)
Authors: Vidar Hjellvik; Rong Chen; Dag Tjøstheim

Time-scale transformations of discrete time processes
pp. 873-894(22)
Authors: Òscar Jordà; Massimiliano Marcellino

Semiparametric Bayesian Inference of Long-Memory Stochastic Volatility Models
pp. 895-922(28)
Author: Mark J. Jensen

A Joint Regression Variable and Autoregressive Order Selection Criterion
pp. 923-941(19)
Authors: Peide Shi; Chih-Ling Tsai

Journal of Time Series Analysis: Index to Volume 25 2004
pp. 943-945(3)