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Publisher: Wiley-Blackwell

Volume 33, Number 1, 1 January 2012

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

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

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

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

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

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

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

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

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

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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

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

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