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

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  Año 2006, Número 2

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    Computer Algebra Derivation of the Bias of Linear Estimators of Autoregressive Models

    Y. Zhang, A. I. McLeod

    págs. 157-165

    
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    On the Evaluation of the Information Matrix for Multiplicative Seasonal Time-Series Models

    E. J. Godolphin, S. R. Bane

    págs. 167-190

    
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    Testing Monthly Seasonal Unit Roots With Monthly and Quarterly Information

    Gabriel Pons

    págs. 191-209

    
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    Consistent estimation of the memory parameter for nonlinear time series

    Liudas Giraitis, Violetta Dalla, Javier Hidalgo

    págs. 211-251

    
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    Bernstein polynomial estimation of a spectral density

    Yoshihide Kakizawa

    págs. 253-287

    
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    Inference in Autoregression under Heteroskedasticity

    Ke Li Xu, Peter C. B. Phillips

    págs. 289-308

    
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    Some Notes on Mutual Information Between Past and Future

    Lei M. Li

    págs. 309-322