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

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  Año 2004, Número 6

  • Seleccionado

    Reversible Jump Markov Chain Monte Carlo Strategies for Bayesian Model Selection in Autoregressive Processes

    C. Andrieu, S. J. Godsill, A. Doucet, J. Vermaak

    págs. 785-809

    
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    On The Peña¿Box Model

    Yu Pin Hu, Rouh Jane Chou

    págs. 811-830

    
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    Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series

    Dag Tjostheim, Rong Chen, Vidar Hjellvik

    págs. 831-872

    
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    Time-scale transformations of discrete time processes

    Massimiliano Marcellino, Òscar Jord

    págs. 873-894

    
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    Semiparametric Bayesian Inference of Long-Memory Stochastic Volatility Models

    Mark J. Jensen

    págs. 895-922

    
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    A Joint Regression Variable and Autoregressive Order Selection Criterion

    Peide Shi, Chih Ling Tsai

    págs. 923-941

    
  • Seleccionado

    Journal of Time Series Analysis

    págs. 943-945