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

• 

  Año 2005, Número 6

  • Seleccionado

    Stationary Autoregressive Models via a Bayesian Nonparametric Approach

    Ramsés H. Mena, Stephen G. Walker

    págs. 789-805

    
  • Seleccionado

    Explosive Random-Coefficient AR(1) Processes and Related Asymptotics for Least-Squares Estimation

    S. Y. Hwang, I. V. Basawa

    págs. 807-824

    
  • Seleccionado

    Maximum Likelihood Estimation for a First-Order Bifurcating Autoregressive Process with Exponential Errors

    J. Zhou, I. V. Basawa

    págs. 825-842

    
  • Seleccionado

    On Parameter Estimation for Exponential Dispersion Arma Models

    Dingan Feng, Peter X. K. Song

    págs. 843-862

    
  • Seleccionado

    Efficient Estimation of Seasonal Long-Range-Dependent Processes

    Wilfredo Palma, Ngai Hang Chan

    págs. 863-892

    
  • Seleccionado

    Bootstrap Approximation to Prediction MSE for State¿Space Models with Estimated Parameters

    Richard Tiller, Danny Pfeffermann

    págs. 893-916

    
  • Seleccionado

    Random Walks with Drift ¿ A Sequential Approach

    Ansgar Steland

    págs. 917-942

    
  • Seleccionado

    Online Early Announcement

    pág. 943

    
  • Seleccionado

    Journal of Time Series Analysis

    págs. 945-946