Journal of time series analysis: A journal sponsored by the Bernoulli Society for Mathematical Statistics and Probability

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  Año 2005, Número 1

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    Large sample properties of spectral estimators for a class of stationary nonlinear processes

    KamalC. Chanda

    págs. 1-16

    
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    Difference Equations for the Higher Order Moments and Cumulants of the INAR(p) Model

    Vera Lúcia Oliveira, Maria Eduarda Silva

    págs. 17-36

    
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    Estimating the Rank of the Spectral Density Matrix

    Gonzalo Camba Mendez, George Kapetanios

    págs. 37-48

    
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    Robust and powerful serial correlation tests with new robust estimates in ARX models

    Pierre Duchesne

    págs. 49-81

    
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    Testing Non-Correlation and Non-Causality between Multivariate ARMA Time Series

    Abdessamad Saidi, Marc Hallin

    págs. 83-105

    
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    Outlier Detection And Estimation In NonLinear Time Series

    Francesco Battaglia, Lia Orfei

    págs. 107-121

    
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    Unit-root testing against the alternative hypothesis of up tomstructural breaks

    George Kapetanios

    págs. 123-133

    
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    Testing for EGARCH Against Stochastic Volatility Models

    Masahito Kobayashi, Xiuhong Shi

    págs. 135-150

    
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    Book Reviews 1

    Barry Quinn

    págs. 151-152

    
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    Book Reviews 2

    págs. 152-153

    
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    Erratum

    págs. 155-156