Journal of Time Series Analysis

A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes
pp. 177-192(16)
Author: Jentsch, Carsten

Fast continuous-discrete DAF-filters
pp. 193-210(18)
Author: Mazzoni, Thomas

Improved multivariate portmanteau test
pp. 211-222(12)
Authors: Mahdi, Esam; Ian McLeod, A.

Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model
pp. 223-232(10)
Authors: Zhu, Ke; Ling, Shiqing

The autodependogram: a graphical device to investigate serial dependences
pp. 233-254(22)
Authors: Bagnato, Luca; Punzo, Antonio; Nicolis, Orietta

Overlapped grouping periodogram test for detecting multiple hidden periodicities in mixed spectra
pp. 255-268(14)
Authors: Wen, Qiuzi H.; Wong, Augustine; Wang, Xiaolan L.

Empirical likelihood in long-memory time series models
pp. 269-275(7)
Author: Yau, Chun Yip

A note on mean squared prediction error under the unit root model with deterministic trend
pp. 276-286(11)
Authors: Yu, Shu-Hui; Lin, Chien-Chih; Cheng, Hung-Wen

Generalized information criterion
pp. 287-297(11)
Authors: Taniguchi, Masanobu; Hirukawa, Junichi

On robust spectral analysis by least absolute deviations
pp. 298-303(6)
Author: Li, Ta-Hsin

A single series representation of multiple independent ARMA processes
pp. 304-311(8)
Authors: Bowden, Ross S.; Clarke, Brenton R.

A refined efficiency rate for ordinary least squares and generalized least squares estimators for a linear trend with autoregressive errors
pp. 312-324(13)
Authors: Lee, Jaechoul; Lund, Robert

The restricted likelihood ratio test for autoregressive processes
pp. 325-339(15)
Authors: Chen, Willa W.; Deo, Rohit S.

The averaged periodogram estimator for a power law in coherency
pp. 340-363(24)
Authors: Sela, Rebecca J.; Hurvich, Clifford M.