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Publisher: Wiley-Blackwell

Volume 25, Number 4, July 2004

Bootstrap predictive inference for ARIMA processes
pp. 449-465(17)
Authors: Pascual, Lorenzo; Romo, Juan; Ruiz, Esther

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

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Estimation and testing for the parameters of ARCH(q) under ordered restriction
pp. 483-499(17)
Authors: Wang, Dehui; Song, Lixin; Shi, Ningzhong

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

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

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

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