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

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  Año 2006, Número 4

  • Seleccionado

    Structural Laplace Transform and Compound Autoregressive Models

    Serge Darolles, Christian Gourieroux, Joann Jasiak

    págs. 477-503

    
  • Seleccionado

    A Generalized Portmanteau Test For Independence Of Two Infinite-Order Vector Autoregressive Series

    Chafik Bouhaddioui, Roch Roy

    págs. 505-544

    
  • Seleccionado

    Range Unit-Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers

    Felipe Migual Aparicio Acosta , Alvaro Escribano, Ana Elizabeth García Sipols

    págs. 545-576

    
  • Seleccionado

    On a Mixture GARCH Time-Series Model

    Zhiqiang Zhang, Kam Chuen Yuen, Wai Keung Li

    págs. 577-597

    
  • Seleccionado

    Partial autocorrelation parameterization for subset autoregression

    Y. Zhang, A. I. McLeod

    págs. 599-612

    
  • Seleccionado

    Testing the Null of Co-integration in the Presence of Variance Breaks

    A. M. Robert Taylor, Giuseppe Cavaliere

    págs. 613-636