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

• 

  Año 2005, Número 4

  • Seleccionado

    Parameter Estimation for Periodically Stationary Time Series

    PaulL. Anderson, Mark M. Meerschaert

    págs. 489-518

    
  • Seleccionado

    Influence of Missing Values on the Prediction of a Stationary Time Series

    Pascal Bondon

    págs. 519-525

    
  • Seleccionado

    The Effect of the Estimation on Goodness-of-Fit Tests in Time Series Models

    Yue Fang

    págs. 527-541

    
  • Seleccionado

    Testing the Fit of a Vector Autoregressive Moving Average Model

    Efstathions Paparoditis

    págs. 543-568

    
  • Seleccionado

    Mixed Portmanteau Tests for Time-Series Models

    Shiqing Ling, Heung Wong

    págs. 569-579

    
  • Seleccionado

    Trimming and Tapering Semi-Parametric Estimates in Asymmetric Long Memory Time Series

    J. Arteche, C. Velasco

    págs. 581-611

    
  • Seleccionado

    Temporal Aggregation of Stationary And Nonstationary Discrete-Time Processes

    Henghsiu Tsai, K. S. Chan

    págs. 613-624

    
  • Seleccionado

    Book Review:The Estimation and Tracking of Frequency

    págs. 625-626

    
  • Seleccionado

    Book Review:Seasonal Adjustment with the X-11 Method

    págs. 626-627

    
  • Seleccionado

    Book Review:Measuring Business Cycles in Economic Time Series

    págs. 627-628

    
  • Seleccionado

    Book Review:Advanced Linear Modelling

    págs. 628-629