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

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  Año 2007, Número 1

  • Seleccionado

    Identification of the multiscale fractional Brownian motion with biomechanical applications

    Pierre Bertrand, Jean Marc Bardet

    págs. 1-52

    
  • Seleccionado

    Pooling-Based Data Interpolation and Backdating

    Massimiliano Marcellino

    págs. 53-71

    
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    High Moment Partial Sum Processes of Residuals in ARMA Models and their Applications

    Hao Yu

    págs. 72-91

    
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    MCMC for Integer-Valued ARMA processes

    T. Subba Rao, Peter Neal

    págs. 92-110

    
  • Seleccionado

    Residuals-based tests for the null of no-cointegration: an Analytical comparison

    Elena Pesavento

    págs. 111-137

    
  • Seleccionado

    ON M-Estimation Under Long-Range Dependence in Volatility

    Jan Beran

    págs. 138-153