Journal of Time Series Analysis

Limit theorems for the discount sums of moving averages
pp. 1-12(12)
Author: Chu, Ba

Frequency and phase estimation in time series with quasi periodic components
pp. 13-31(19)
Authors: Paraschakis, Konstantinos; Dahlhaus, Rainer

Unit root bootstrap tests under infinite variance
pp. 32-47(16)
Authors: Moreno, Marta; Romo, Juan

Multi-variate stochastic volatility modelling using Wishart autoregressive processes
pp. 48-60(13)
Author: Triantafyllopoulos, K.

Efficient estimation and particle filter for max-stable processes
pp. 61-80(20)
Authors: Kunihama, Tsuyoshi; Omori, Yasuhiro; Zhang, Zhengjun

Weighted scatter estimation method of the GO-GARCH models
pp. 81-95(15)
Authors: Zheng, Lingyu; Wei, William W. S.

Subsampling inference for the mean of heavy-tailed long-memory time series
pp. 96-111(16)
Authors: Jach, Agnieszka; McElroy, Tucker; Politis, Dimitris N.

Maximum entropy models for general lag patterns
pp. 112-120(9)
Authors: Boshnakov, Georgi N.; Iqelan, Bisher M.

Selection of weak VARMA models by modified Akaike's information criteria
pp. 121-130(10)
Authors: Boubacar Maïnassara, Y.

Statistical tests for a single change in mean against long-range dependence
pp. 131-151(21)
Authors: Baek, Changryong; Pipiras, Vladas

High-frequency sampling of a continuous-time ARMA process
pp. 152-160(9)
Authors: Brockwell, Peter J.; Ferrazzano, Vincenzo; Klüppelberg, Claudia

Limit theory for a general class of GARCH models with just barely infinite variance
pp. 161-174(14)
Authors: Zhang, Rong-Mao; Lin, Zheng-Yan

Non-Parametric Econometrics
pp. 175-175(1)
Author: Kokoszka, Piotr S.

Statistical Methods for Trend Detection and Analysis in the Environmental Sciences
pp. 176-176(1)
Author: Subba Rao, Tata