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Publisher: Wiley-Blackwell

Volume 23, Number 4, July 2002

Evolutive Instantaneous Spectrum Associated With Partial Autocorrelation Function
pp. 377-399(23)
Authors: Dégerine, Serge; Lambert-Lacroix, Sophie

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Lag Length Estimation in Large Dimensional Systems
pp. 401-423(23)
Authors: Gonzalo, Jesús; Pitarakis, Jean-Yves

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Bayesian Analysis of Switching Arch Models
pp. 425-458(34)
Authors: Kaufmann, Sylvia; Frühwirth-Schnatter, Sylvia

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Nonlinear Modelling of Periodic Threshold Autoregressions Using Tsmars
pp. 459-471(13)
Authors: Lewis, Peter A. W.; Ray, Bonnie K.

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Deconvolution of Fractional Brownian Motion
pp. 487-501(15)
Authors: Pipiras, Vladas; Taqqu, Murad S.

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