@Preamble{
"\ifx \undefined \booktitle \def \booktitle #1{{{\em #1}}} \fi" #
"\ifx \undefined \circled \def \circled #1{(#1)}\fi" #
"\ifx \undefined \reg \def \reg {\circled{R}}\fi"
}
@String{ack-nhfb = "Nelson H. F. Beebe,
University of Utah,
Department of Mathematics, 110 LCB,
155 S 1400 E RM 233,
Salt Lake City, UT 84112-0090, USA,
Tel: +1 801 581 5254,
FAX: +1 801 581 4148,
e-mail: \path|beebe@math.utah.edu|,
\path|beebe@acm.org|,
\path|beebe@computer.org| (Internet),
URL: \path|https://www.math.utah.edu/~beebe/|"}
@String{j-J-TIME-SER-ANAL = "Journal of Time Series Analysis"}
@Article{Akaike:1980:SAB,
author = "Hirotugu Akaike",
title = "Seasonal Adjustment by a {Bayesian} Modeling",
journal = j-J-TIME-SER-ANAL,
volume = "1",
number = "1",
pages = "1--13",
month = jan,
year = "1980",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1980.tb00296.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1980",
}
@Article{Granger:1980:ILM,
author = "C. W. J. Granger and Roselyne Joyeux",
title = "An Introduction to Long-Memory Time Series Models and
Fractional Differencing",
journal = j-J-TIME-SER-ANAL,
volume = "1",
number = "1",
pages = "15--29",
month = jan,
year = "1980",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1980.tb00297.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1980",
}
@Article{Newbold:1980:NRB,
author = "Paul Newbold",
title = "A Note on Relations Between Seasonally Adjusted
Variables",
journal = j-J-TIME-SER-ANAL,
volume = "1",
number = "1",
pages = "31--35",
month = jan,
year = "1980",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1980.tb00298.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1980",
}
@Article{Nicholls:1980:ERC,
author = "D. F. Nicholls and B. G. Quinn",
title = "The Estimation of Random Coefficient Autoregressive
Models. {I}",
journal = j-J-TIME-SER-ANAL,
volume = "1",
number = "1",
pages = "37--46",
month = jan,
year = "1980",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1980.tb00299.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1980",
}
@Article{Priestley:1980:SDM,
author = "M. B. Priestley",
title = "State-Dependent Models: a General Approach to
Non-Linear Time Series Analysis",
journal = j-J-TIME-SER-ANAL,
volume = "1",
number = "1",
pages = "47--71",
month = jan,
year = "1980",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1980.tb00300.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1980",
}
@Article{Zhao-Guo:1980:DPO,
author = "Chen Zhao-Guo and E. J. Hannan",
title = "The Distribution of Periodogram Ordinates",
journal = j-J-TIME-SER-ANAL,
volume = "1",
number = "1",
pages = "73--82",
month = jan,
year = "1980",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1980.tb00301.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1980",
}
@Article{Anderson:1980:SLF,
author = "T. W. Anderson and Ra{\'u}l P. Mentz",
title = "On the Structure of the Likelihood Function of
Autoregressive and Moving Average Models",
journal = j-J-TIME-SER-ANAL,
volume = "1",
number = "2",
pages = "83--94",
month = mar,
year = "1980",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1980.tb00302.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1980",
}
@Article{Brillinger:1980:CLS,
author = "David R. Brillinger",
title = "The Comparison of Least Squares and Third-Order
Periodogram Procedures in the Estimation of
Bifrequency",
journal = j-J-TIME-SER-ANAL,
volume = "1",
number = "2",
pages = "95--102",
month = mar,
year = "1980",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1980.tb00303.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1980",
}
@Article{Davies:1980:AMA,
author = "Neville Davies and Trevor Spedding and William
Watson",
title = "Autoregressive Moving Average Processes with
Non-Normal Residuals",
journal = j-J-TIME-SER-ANAL,
volume = "1",
number = "2",
pages = "103--109",
month = mar,
year = "1980",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1980.tb00304.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1980",
}
@Article{Deaton:1980:GDT,
author = "Michael L. Deaton and Robert V. Foutz",
title = "Group Delay and the Time-Lag Relationship Between
Stochastic Processes",
journal = j-J-TIME-SER-ANAL,
volume = "1",
number = "2",
pages = "111--118",
month = mar,
year = "1980",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1980.tb00305.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1980",
}
@Article{Evans:1980:TST,
author = "Paul Evans",
title = "A Time-Series Test of the Natural-Rate Hypothesis",
journal = j-J-TIME-SER-ANAL,
volume = "1",
number = "2",
pages = "119--133",
month = mar,
year = "1980",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1980.tb00306.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1980",
}
@Article{Hopwood:1980:TSA,
author = "W. S. Hopwood and P. Newbold",
title = "Time Series Analysis in Accounting: a Survey and
Analysis of Recent Issues",
journal = j-J-TIME-SER-ANAL,
volume = "1",
number = "2",
pages = "135--144",
month = mar,
year = "1980",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1980.tb00307.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1980",
}
@Article{Rao:1980:TLS,
author = "T. Subba Rao and M. M. Gabr",
title = "A Test for Linearity of Stationary Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "1",
number = "2",
pages = "145--158",
month = mar,
year = "1980",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1980.tb00308.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1980",
}
@Article{Jenkins:1981:SAM,
author = "Gwilym M. Jenkins and Athar S. Alavi",
title = "Some Aspects of Modelling and Forecasting Multivariate
Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "2",
number = "1",
pages = "1--47",
month = jan,
year = "1981",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1981.tb00309.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1981",
}
@Article{Pemberton:1981:NDN,
author = "J. Pemberton and H. Tong",
title = "A Note on the Distributions of Non-Linear
Autoregressive Stochastic Models",
journal = j-J-TIME-SER-ANAL,
volume = "2",
number = "1",
pages = "49--52",
month = jan,
year = "1981",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1981.tb00310.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1981",
}
@Article{Taniguchi:1981:RRI,
author = "Masanobu Taniguchi",
title = "Robust Regression and Interpolation for Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "2",
number = "1",
pages = "53--62",
month = jan,
year = "1981",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1981.tb00311.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1981",
}
@Article{Azzalini:1981:ROL,
author = "A. Azzalini",
title = "Replicated Observations of Low Order Autoregressive
Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "2",
number = "2",
pages = "63--70",
month = mar,
year = "1981",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1981.tb00312.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1981",
}
@Article{Dargahi-Noubary:1981:SRD,
author = "G. R. Dargahi-Noubary and P. J. Laycock",
title = "Spectral Ratio Discriminants and Information Theory",
journal = j-J-TIME-SER-ANAL,
volume = "2",
number = "2",
pages = "71--86",
month = mar,
year = "1981",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1981.tb00313.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1981",
}
@Article{Huzii:1981:ECA,
author = "Mituaki Huzii",
title = "Estimation of Coefficients of an Autoregressive
Process by Using a Higher Order Moment",
journal = j-J-TIME-SER-ANAL,
volume = "2",
number = "2",
pages = "87--93",
month = mar,
year = "1981",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1981.tb00314.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1981",
}
@Article{Kang:1981:NSC,
author = "Heejoon Kang",
title = "Necessary and Sufficient Conditions for Causality
Testing in Multivariate {ARMA} Models",
journal = j-J-TIME-SER-ANAL,
volume = "2",
number = "2",
pages = "95--101",
month = mar,
year = "1981",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1981.tb00315.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "March 1981",
}
@Article{Kitagawa:1981:NTS,
author = "Genshiro Kitagawa",
title = "A Nonstationary Time Series Model and Its Fitting by a
Recursive Filter",
journal = j-J-TIME-SER-ANAL,
volume = "2",
number = "2",
pages = "103--116",
month = mar,
year = "1981",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1981.tb00316.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1981",
}
@Article{Dufour:1981:RTS,
author = "Jean-Marie Dufour",
title = "Rank Tests for Serial Dependence",
journal = j-J-TIME-SER-ANAL,
volume = "2",
number = "3",
pages = "117--128",
month = may,
year = "1981",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1981.tb00317.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1981",
}
@Article{Dunsmuir:1981:EPV,
author = "W. Dunsmuir",
title = "Estimation of Periodically Varying Means and Standard
Deviations in Time Series Data",
journal = j-J-TIME-SER-ANAL,
volume = "2",
number = "3",
pages = "129--153",
month = may,
year = "1981",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1981.tb00318.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1981",
}
@Article{Gabr:1981:EPS,
author = "M. M. Gabr and T. Subba Rao",
title = "The Estimation and Prediction of Subset Bilinear Time
Series Models with Applications",
journal = j-J-TIME-SER-ANAL,
volume = "2",
number = "3",
pages = "155--171",
month = may,
year = "1981",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1981.tb00319.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1981",
}
@Article{Gordon:1981:ALS,
author = "William B. Gordon",
title = "Accuracy of Linear Spectral Estimates of Band-Limited
Signals",
journal = j-J-TIME-SER-ANAL,
volume = "2",
number = "3",
pages = "173--184",
month = may,
year = "1981",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1981.tb00320.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1981",
}
@Article{Quinn:1981:ERC,
author = "B. G. Quinn and D. F. Nicholls",
title = "The Estimation of Random Coefficient Autogressive
Models. {II}",
journal = j-J-TIME-SER-ANAL,
volume = "2",
number = "3",
pages = "185--203",
month = may,
year = "1981",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1981.tb00321.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1981",
}
@Article{Birch:1981:CIR,
author = "Jeffrey B. Birch and R. Douglas Martin",
title = "Confidence Intervals for Robust Estimates of the First
Order Autoregressive Parameter",
journal = j-J-TIME-SER-ANAL,
volume = "2",
number = "4",
pages = "205--220",
month = jul,
year = "1981",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1981.tb00322.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1981",
}
@Article{Harvey:1981:FSP,
author = "A. C. Harvey",
title = "Finite Sample Prediction and Overdifferencing",
journal = j-J-TIME-SER-ANAL,
volume = "2",
number = "4",
pages = "221--232",
month = jul,
year = "1981",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1981.tb00323.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1981",
}
@Article{Herzberg:1981:IAP,
author = "Agnes M. Herzberg and J. S. Hickie",
title = "An Investigation of {Andrews}' Plots to Show Time
Variation of Model Parameters",
journal = j-J-TIME-SER-ANAL,
volume = "2",
number = "4",
pages = "233--262",
month = jul,
year = "1981",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1981.tb00324.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1981",
}
@Article{Poskitt:1981:TSA,
author = "D. S. Poskitt and A. R. Tremayne",
title = "A Time Series Application of the Use of {Monte Carlo}
Methods to Compare Statistical Tests",
journal = j-J-TIME-SER-ANAL,
volume = "2",
number = "4",
pages = "263--277",
month = jul,
year = "1981",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1981.tb00325.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1981",
}
@Article{Tong:1981:NMB,
author = "H. Tong",
title = "A Note on a {Markov} Bilinear Stochastic Process in
Discrete Time",
journal = j-J-TIME-SER-ANAL,
volume = "2",
number = "4",
pages = "279--284",
month = jul,
year = "1981",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1981.tb00326.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1981",
}
@Article{Lii:1982:ETD,
author = "K. S. Lii and K. N. Helland and M. Rosenblatt",
title = "Estimating Three-Dimensional Energy Transfer in
Isotropic Turbulence*",
journal = j-J-TIME-SER-ANAL,
volume = "3",
number = "1",
pages = "1--28",
month = jan,
year = "1982",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1982.tb00327.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1982",
}
@Article{Ozaki:1982:SAP,
author = "T. Ozaki",
title = "The Statistical Analysis of Perturbed Limit Cycle
Processes Using Nonlinear Time Series Models",
journal = j-J-TIME-SER-ANAL,
volume = "3",
number = "1",
pages = "29--41",
month = jan,
year = "1982",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1982.tb00328.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1982",
}
@Article{Penm:1982:RFS,
author = "Jack H. W. Penm and R. D. Terrell",
title = "On the Recursive Fitting of Subset Autoregressions",
journal = j-J-TIME-SER-ANAL,
volume = "3",
number = "1",
pages = "43--59",
month = jan,
year = "1982",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1982.tb00329.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1982",
}
@Article{Praetz:1982:MMC,
author = "Peter Praetz",
title = "The Market Model, {CAPM} and Efficiency in the
Frequency Domain",
journal = j-J-TIME-SER-ANAL,
volume = "3",
number = "1",
pages = "61--79",
month = jan,
year = "1982",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1982.tb00330.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1982",
}
@Article{Bhattacharyya:1982:LPD,
author = "M. N. Bhattacharyya",
title = "{Lydia Pinkham} Data Remodelled",
journal = j-J-TIME-SER-ANAL,
volume = "3",
number = "2",
pages = "81--102",
month = mar,
year = "1982",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1982.tb00331.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1982",
}
@Article{Granger:1982:ATS,
author = "C. W. J. Granger",
title = "Acronyms in Time Series Analysis ({ATSA})",
journal = j-J-TIME-SER-ANAL,
volume = "3",
number = "2",
pages = "103--107",
month = mar,
year = "1982",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1982.tb00332.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1982",
}
@Article{Hasan:1982:NTS,
author = "T. Hasan",
title = "Nonlinear Time Series Regression for a Class of
Amplitude Modulated Consinusoids",
journal = j-J-TIME-SER-ANAL,
volume = "3",
number = "2",
pages = "109--122",
month = mar,
year = "1982",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1982.tb00333.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1982",
}
@Article{Quinn:1982:TRA,
author = "B. G. Quinn and D. F. Nicholls",
title = "Testing for the Randomness of Autoregressive
Coefficients",
journal = j-J-TIME-SER-ANAL,
volume = "3",
number = "2",
pages = "123--135",
month = mar,
year = "1982",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1982.tb00334.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1982",
}
@Article{Tong:1982:NUT,
author = "H. Tong",
title = "A Note on Using Threshold Autoregressive Models for
Multi-Step-Ahead Prediction of Cyclical Data",
journal = j-J-TIME-SER-ANAL,
volume = "3",
number = "2",
pages = "137--140",
month = mar,
year = "1982",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1982.tb00335.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1982",
}
@Article{Clarke:1982:CPS,
author = "B. R. Clarke and E. J. Godolphin",
title = "Comparative Power Studies for Goodness of Fit Tests of
Time Series Models",
journal = j-J-TIME-SER-ANAL,
volume = "3",
number = "3",
pages = "141--151",
month = may,
year = "1982",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1982.tb00336.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1982",
}
@Article{Cooper:1982:IMT,
author = "D. M. Cooper and E. F. Wood",
title = "Identifying Multivariate Time Series Models",
journal = j-J-TIME-SER-ANAL,
volume = "3",
number = "3",
pages = "153--164",
month = may,
year = "1982",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1982.tb00337.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1982",
}
@Article{Dickinson:1982:SSS,
author = "Bradley W. Dickinson",
title = "Sufficient Statistics for Stationary Discrete-Time
{Gaussian} Random Processes",
journal = j-J-TIME-SER-ANAL,
volume = "3",
number = "3",
pages = "165--168",
month = may,
year = "1982",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1982.tb00338.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1982",
}
@Article{Hinich:1982:TGL,
author = "Melvin J. Hinich",
title = "Testing for {Gaussianity} and Linearity of a
Stationary Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "3",
number = "3",
pages = "169--176",
month = may,
year = "1982",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1982.tb00339.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1982",
}
@Article{Janacek:1982:DDD,
author = "G. J. Janacek",
title = "Determining the Degree of Differencing for Time Series
Via the Log Spectrum",
journal = j-J-TIME-SER-ANAL,
volume = "3",
number = "3",
pages = "177--183",
month = may,
year = "1982",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1982.tb00340.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1982",
}
@Article{Kassam:1982:RHT,
author = "Saleem A. Kassam",
title = "Robust Hypothesis Testing and Robust Time Series
Interpolation and Regression",
journal = j-J-TIME-SER-ANAL,
volume = "3",
number = "3",
pages = "185--194",
month = may,
year = "1982",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1982.tb00341.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1982",
}
@Article{Krogstad:1982:CP,
author = "Harald E. Krogstad",
title = "On the Covariance of the Periodogram",
journal = j-J-TIME-SER-ANAL,
volume = "3",
number = "3",
pages = "195--207",
month = may,
year = "1982",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1982.tb00342.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1982",
}
@Article{Tyssedal:1982:APT,
author = "John S. Tyssedal and Dag Tj{\o}stheim",
title = "Autoregressive Processes with a Time Dependent
Variance",
journal = j-J-TIME-SER-ANAL,
volume = "3",
number = "3",
pages = "209--217",
month = may,
year = "1982",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1982.tb00343.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1982",
}
@Article{Anonymous:1982:BR,
author = "Anonymous",
title = "Book Reviews",
journal = j-J-TIME-SER-ANAL,
volume = "3",
number = "4",
pages = "283--285",
month = jul,
year = "1982",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1982.tb00351.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1982",
}
@Article{Azzalini:1982:AFP,
author = "A. Azzalini",
title = "Approximate Filtering of Parameter Driven Processes",
journal = j-J-TIME-SER-ANAL,
volume = "3",
number = "4",
pages = "219--223",
month = jul,
year = "1982",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1982.tb00344.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1982",
}
@Article{Cantarelis:1982:LVE,
author = "N. Cantarelis and F. R. Johnston",
title = "On-Line Variance Estimation for the Steady State
{Bayesian} Forecasting Model",
journal = j-J-TIME-SER-ANAL,
volume = "3",
number = "4",
pages = "225--234",
month = jul,
year = "1982",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1982.tb00345.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1982",
}
@Article{Lutkepohl:1982:DMT,
author = "Helmut L{\"u}tkepohl",
title = "Differencing Multiple Time Series: Another Look at
{Canadian} Money and Income Data",
journal = j-J-TIME-SER-ANAL,
volume = "3",
number = "4",
pages = "235--243",
month = jul,
year = "1982",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1982.tb00346.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1982",
}
@Article{Piccolo:1982:SSI,
author = "Domenico Piccolo",
title = "The Size of the Stationarity and Invertibility Region
of an Autoregressive-Moving Average Process",
journal = j-J-TIME-SER-ANAL,
volume = "3",
number = "4",
pages = "245--247",
month = jul,
year = "1982",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1982.tb00347.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1982",
}
@Article{Quinn:1982:NES,
author = "B. G. Quinn",
title = "A Note on the Existence of Strictly Stationary
Solutions to Bilinear Equations",
journal = j-J-TIME-SER-ANAL,
volume = "3",
number = "4",
pages = "249--252",
month = jul,
year = "1982",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1982.tb00348.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1982",
}
@Article{Shumway:1982:ATS,
author = "R. H. Shumway and D. S. Stoffer",
title = "An Approach to Time Series Smoothing and Forecasting
Using the {EM} Algorithm",
journal = j-J-TIME-SER-ANAL,
volume = "3",
number = "4",
pages = "253--264",
month = jul,
year = "1982",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1982.tb00349.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1982",
}
@Article{Tjostheim:1982:EIM,
author = "Dag Tj{\o}stheim and Jostein Paulsen",
title = "Empirical Identification of Multiple Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "3",
number = "4",
pages = "265--282",
month = jul,
year = "1982",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1982.tb00350.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1982",
}
@Article{Fotopoulos:1983:CPE,
author = "S. B. Fotopoulos and W. D. Ray",
title = "Components of Prediction Errors for a Stationary
Process with Estimated Parameters",
journal = j-J-TIME-SER-ANAL,
volume = "4",
number = "1",
pages = "1--8",
month = jan,
year = "1983",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1983.tb00352.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1983",
}
@Article{Hong-Zhi:1983:NAE,
author = "An Hong-Zhi and Chen Zhao-Guo and E. J. Hannan",
title = "A Note on {ARMA} Estimation",
journal = j-J-TIME-SER-ANAL,
volume = "4",
number = "1",
pages = "9--17",
month = jan,
year = "1983",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1983.tb00353.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "January 1983",
}
@Article{Jacobs:1983:SDA,
author = "P. A. Jacobs and P. A. W. Lewis",
title = "Stationary Discrete Autoregressive-Moving Average Time
Series Generated by Mixtures",
journal = j-J-TIME-SER-ANAL,
volume = "4",
number = "1",
pages = "19--36",
month = jan,
year = "1983",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1983.tb00354.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1983",
}
@Article{Kabaila:1983:AEE,
author = "Paul Kabaila",
title = "On the Asymptotic Efficiency of Estimators of the
Parameters of an {ARMA} Process",
journal = j-J-TIME-SER-ANAL,
volume = "4",
number = "1",
pages = "37--47",
month = jan,
year = "1983",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1983.tb00355.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "January 1983",
}
@Article{Morettin:1983:NCL,
author = "Pedro A. Morettin",
title = "A Note on a Central Limit Theorem for Stationary
Processes",
journal = j-J-TIME-SER-ANAL,
volume = "4",
number = "1",
pages = "49--52",
month = jan,
year = "1983",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1983.tb00356.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1983",
}
@Article{Newbold:1983:CPC,
author = "P. Newbold and T. Bos",
title = "On $q$-Conditioned Partial Correlations",
journal = j-J-TIME-SER-ANAL,
volume = "4",
number = "1",
pages = "53--55",
month = jan,
year = "1983",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1983.tb00357.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1983",
}
@Article{Ochi:1983:AED,
author = "Yoshimichi Ochi",
title = "Asymptotic Expansions for the Distribution of an
Estimator in the First-Order Autoregressive Process",
journal = j-J-TIME-SER-ANAL,
volume = "4",
number = "1",
pages = "57--67",
month = jan,
year = "1983",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1983.tb00358.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1983",
}
@Article{Saikkonen:1983:ARE,
author = "Pentti Saikkonen",
title = "Asymptotic Relative Efficiency of Some Tests of Fit in
Time Series Models",
journal = j-J-TIME-SER-ANAL,
volume = "4",
number = "1",
pages = "69--78",
month = jan,
year = "1983",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1983.tb00359.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1983",
}
@Article{Battaglia:1983:IAM,
author = "Francesco Battaglia",
title = "Inverse Autocovariances and a Measure of Linear
Determinism for a Stationary Process",
journal = j-J-TIME-SER-ANAL,
volume = "4",
number = "2",
pages = "79--87",
month = mar,
year = "1983",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1983.tb00360.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1983",
}
@Article{Li:1983:ERC,
author = "W. K. Li and Y. V. Hui",
title = "Estimation of Random Coefficient Autoregressive
Process: an Empirical {Bayes} Approach",
journal = j-J-TIME-SER-ANAL,
volume = "4",
number = "2",
pages = "89--94",
month = mar,
year = "1983",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1983.tb00361.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1983",
}
@Article{Rao:1983:ESB,
author = "M. Bhaskara Rao and T. Subba Rao and A. M. Walker",
title = "On the Existence of Some Bilinear Time Series Models",
journal = j-J-TIME-SER-ANAL,
volume = "4",
number = "2",
pages = "95--110",
month = mar,
year = "1983",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1983.tb00362.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1983",
}
@Article{Truong-Van:1983:GSA,
author = "B. Truong-Van",
title = "Generalized Seasonal {ARIMA} Processes:
Regularity\slash Singularity Criteria and Linear
Prediction",
journal = j-J-TIME-SER-ANAL,
volume = "4",
number = "2",
pages = "111--126",
month = mar,
year = "1983",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1983.tb00363.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARIMA (Autoregressive integrated moving average)",
onlinedate = "March 1983",
}
@Article{Ullah:1983:ELR,
author = "A. Ullah and V. K. Srivastava and L. Magee and A.
Srivastava",
title = "Estimation of Linear Regression Model with
Autocorrelated Disturbances",
journal = j-J-TIME-SER-ANAL,
volume = "4",
number = "2",
pages = "127--135",
month = mar,
year = "1983",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1983.tb00364.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1983",
}
@Article{Bhansali:1983:EOM,
author = "R. J. Bhansali",
title = "Estimation of the Order of a Moving Average Model from
Autoregressive and Window Estimates of the Inverse
Correlation Function",
journal = j-J-TIME-SER-ANAL,
volume = "4",
number = "3",
pages = "137--162",
month = may,
year = "1983",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1983.tb00365.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1983",
}
@Article{Dahlhaus:1983:SAT,
author = "Rainer Dahlhaus",
title = "Spectral Analysis with Tapered Data",
journal = j-J-TIME-SER-ANAL,
volume = "4",
number = "3",
pages = "163--175",
month = may,
year = "1983",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1983.tb00366.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1983",
}
@Article{Hokstad:1983:MDC,
author = "Per Hokstad",
title = "A Method for Diagnostic Checking of Time Series
Models",
journal = j-J-TIME-SER-ANAL,
volume = "4",
number = "3",
pages = "177--183",
month = may,
year = "1983",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1983.tb00367.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1983",
}
@Article{Robinson:1983:NET,
author = "P. M. Robinson",
title = "Nonparametric Estimators for Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "4",
number = "3",
pages = "185--207",
month = may,
year = "1983",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1983.tb00368.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1983",
}
@Article{Shou-Ren:1983:DSS,
author = "Wang Shou-Ren and An Hong-Zhi and H. Tong",
title = "On the Distribution of a Simple Stationary Bilinear
Process",
journal = j-J-TIME-SER-ANAL,
volume = "4",
number = "3",
pages = "209--216",
month = may,
year = "1983",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1983.tb00369.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1983",
}
@Article{Ali:1983:NAD,
author = "Mukhtar M. Ali",
title = "A Note on Approximating the Distribution of the
{Durbin-Watson} Statistic",
journal = j-J-TIME-SER-ANAL,
volume = "4",
number = "4",
pages = "217--220",
month = jul,
year = "1983",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1983.tb00370.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1983",
}
@Article{Geweke:1983:EAL,
author = "John Geweke and Susan Porter-Hudak",
title = "The Estimation and Application of Long Memory Time
Series Models",
journal = j-J-TIME-SER-ANAL,
volume = "4",
number = "4",
pages = "221--238",
month = jul,
year = "1983",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1983.tb00371.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1983",
}
@Article{Lim:1983:SAD,
author = "K. S. Lim and H. Tong",
title = "A Statistical Approach to Difference-Delay Equation
Modelling in Ecology --- Two Case Studies",
journal = j-J-TIME-SER-ANAL,
volume = "4",
number = "4",
pages = "239--267",
month = jul,
year = "1983",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1983.tb00372.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1983",
}
@Article{McLeod:1983:DCA,
author = "A. I. McLeod and W. K. Li",
title = "Diagnostic Checking {ARMA} Time Series Models Using
Squared-Residual Autocorrelations",
journal = j-J-TIME-SER-ANAL,
volume = "4",
number = "4",
pages = "269--273",
month = jul,
year = "1983",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1983.tb00373.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "July 1983",
}
@Article{Anderson:1984:IDE,
author = "B. D. O. Anderson and M. Deistler",
title = "Identifiability in Dynamic Errors-In-Variables
Models",
journal = j-J-TIME-SER-ANAL,
volume = "5",
number = "1",
pages = "1--13",
month = jan,
year = "1984",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1984.tb00374.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1984",
}
@Article{Layton:1984:FND,
author = "Allan P. Layton",
title = "A Further Note on the Detection of {Granger}
Instantaneous Causality",
journal = j-J-TIME-SER-ANAL,
volume = "5",
number = "1",
pages = "15--18",
month = jan,
year = "1984",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1984.tb00375.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1984",
}
@Article{Milhoj:1984:MEM,
author = "Anders Milh{\o}j",
title = "Multiplicative Exponential Models for Stationary Time
Series",
journal = j-J-TIME-SER-ANAL,
volume = "5",
number = "1",
pages = "19--35",
month = jan,
year = "1984",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1984.tb00376.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1984",
}
@Article{Taniguchi:1984:VEE,
author = "Masanobu Taniguchi",
title = "Validity of {Edgeworth} Expansions for Statistics of
Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "5",
number = "1",
pages = "37--51",
month = jan,
year = "1984",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1984.tb00377.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1984",
}
@Article{Tuan:1984:EPA,
author = "Pham Dinh Tuan",
title = "The Estimation of Parameters for Autoregressive Moving
Average Models",
journal = j-J-TIME-SER-ANAL,
volume = "5",
number = "1",
pages = "53--68",
month = jan,
year = "1984",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1984.tb00378.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1984",
}
@Article{Haggan:1984:SAS,
author = "V. Haggan and S. M. Heravi and M. B. Priestley",
title = "A Study of the Application of State-Dependent Models
in Non-Linear Time Series Analysis",
journal = j-J-TIME-SER-ANAL,
volume = "5",
number = "2",
pages = "69--102",
month = mar,
year = "1984",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1984.tb00379.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1984",
}
@Article{Haggan:1984:SSA,
author = "V. Haggan and O. B. Oyetunji",
title = "On the Selection of Subset Autoregressive Time Series
Models",
journal = j-J-TIME-SER-ANAL,
volume = "5",
number = "2",
pages = "103--113",
month = mar,
year = "1984",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1984.tb00380.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1984",
}
@Article{Paulsen:1984:ODM,
author = "Jostein Paulsen",
title = "Order Determination of Multivariate Autoregressive
Time Series with Unit Roots",
journal = j-J-TIME-SER-ANAL,
volume = "5",
number = "2",
pages = "115--127",
month = mar,
year = "1984",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1984.tb00381.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1984",
}
@Article{Weiss:1984:AMA,
author = "Andrew A. Weiss",
title = "Arma Models with Arch Errors",
journal = j-J-TIME-SER-ANAL,
volume = "5",
number = "2",
pages = "129--143",
month = mar,
year = "1984",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1984.tb00382.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1984",
}
@Article{Duong:1984:COA,
author = "Quang Phuc Duong",
title = "On the Choice of the Order of Autoregressive Models: a
Ranking and Selection Approach",
journal = j-J-TIME-SER-ANAL,
volume = "5",
number = "3",
pages = "145--157",
month = may,
year = "1984",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1984.tb00383.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1984",
}
@Article{Engel:1984:UAS,
author = "E. M. R. A. Engel",
title = "A Unified Approach to the Study of Sums, Products,
Time-Aggregation and Other Functions of {ARMA}
Processes",
journal = j-J-TIME-SER-ANAL,
volume = "5",
number = "3",
pages = "159--171",
month = may,
year = "1984",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1984.tb00384.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "May 1984",
}
@Article{Li:1984:ASI,
author = "W. K. Li",
title = "On the Autocorrelation Structure and Identification of
Some Bilinear Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "5",
number = "3",
pages = "173--181",
month = may,
year = "1984",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1984.tb00385.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1984",
}
@Article{Piccolo:1984:UAA,
author = "D. Piccolo and G. Tunnicliffe Wilson",
title = "A Unified Approach to {ARMA} Model Identification and
Preliminary Estimation",
journal = j-J-TIME-SER-ANAL,
volume = "5",
number = "3",
pages = "183--204",
month = may,
year = "1984",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1984.tb00386.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "May 1984",
}
@Article{Corradi:1984:NCB,
author = "C. Corradi and C. Scarani",
title = "A Note on the Computation of the {Bayesian}
Decomposition of a Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "5",
number = "4",
pages = "205--212",
month = jul,
year = "1984",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1984.tb00387.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1984",
}
@Article{Findley:1984:SAA,
author = "David F. Findley",
title = "On Some Ambiguities Associated with the Fitting of
{ARMA} Models to Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "5",
number = "4",
pages = "213--225",
month = jul,
year = "1984",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1984.tb00388.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "July 1984",
}
@Article{Franke:1984:RPI,
author = "Jurgen Franke",
title = "On the Robust Prediction and Interpolation of Time
Series in the Presence of Correlated Noise",
journal = j-J-TIME-SER-ANAL,
volume = "5",
number = "4",
pages = "227--244",
month = jul,
year = "1984",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1984.tb00389.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1984",
}
@Article{Ishiguro:1984:CEI,
author = "Makio Ishiguro",
title = "Computationally Efficient Implementation of a
{Bayesian} Seasonal Adjustment Procedure",
journal = j-J-TIME-SER-ANAL,
volume = "5",
number = "4",
pages = "245--253",
month = jul,
year = "1984",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1984.tb00390.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1984",
}
@Article{Morris:1984:KFA,
author = "N. D. Morris and D. Pfeffermann",
title = "A {Kalman} Filter Approach to the Forecasting of
Monthly Time Series Affected by {Morris} Festivals",
journal = j-J-TIME-SER-ANAL,
volume = "5",
number = "4",
pages = "255--268",
month = jul,
year = "1984",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1984.tb00391.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1984",
}
@Article{Pena:1984:AFS,
author = "Daniel Pe{\~n}a",
title = "The Autocorrelation Function of Seasonal {ARMA}
Models",
journal = j-J-TIME-SER-ANAL,
volume = "5",
number = "4",
pages = "269--272",
month = jul,
year = "1984",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1984.tb00392.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "July 1984",
}
@Article{Tuan:1984:NSS,
author = "Pham Dinh Tuan",
title = "A Note on Some Statistics Useful in Identifying the
Order of Autoregressive Moving Average Model",
journal = j-J-TIME-SER-ANAL,
volume = "5",
number = "4",
pages = "273--279",
month = jul,
year = "1984",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1984.tb00393.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1984",
}
@Article{Feigin:1985:RCA,
author = "Paul D. Feigin and Richard L. Tweedie",
title = "Random Coefficient Autoregressive Processes: a
{Markov} Chain Analysis of Stationarity and Finiteness
of Moments",
journal = j-J-TIME-SER-ANAL,
volume = "6",
number = "1",
pages = "1--14",
month = jan,
year = "1985",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1985.tb00394.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
note = "See correction \cite{Feigin:2020:CRC}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1985",
}
@Article{Florens:1985:CDM,
author = "J.-P. Florens and M. Mouchart",
title = "Conditioning in Dynamic Models",
journal = j-J-TIME-SER-ANAL,
volume = "6",
number = "1",
pages = "15--34",
month = jan,
year = "1985",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1985.tb00395.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1985",
}
@Article{Lutkepohl:1985:CCE,
author = "Helmut L{\"u}tkepohl",
title = "Comparison of Criteria for Estimating the Order of a
Vector Autoregressive Process",
journal = j-J-TIME-SER-ANAL,
volume = "6",
number = "1",
pages = "35--52",
month = jan,
year = "1985",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1985.tb00396.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1985",
}
@Article{Zhao-Guo:1985:AEL,
author = "Chen Zhao-Guo",
title = "The Asymptotic Efficiency of a Linear Procedure of
Estimation for {ARMA} Models",
journal = j-J-TIME-SER-ANAL,
volume = "6",
number = "1",
pages = "53--62",
month = jan,
year = "1985",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1985.tb00397.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "January 1985",
}
@Article{Gingras:1985:SDE,
author = "D. F. Gingras and E. Masry",
title = "Spectral Density Estimation from Nonlinearly Observed
Data",
journal = j-J-TIME-SER-ANAL,
volume = "6",
number = "2",
pages = "63--80",
month = mar,
year = "1985",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1985.tb00398.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1985",
}
@Article{Melard:1985:EES,
author = "Guy M{\'e}lard",
title = "Examples of the Evolutionary Spectrum Theory",
journal = j-J-TIME-SER-ANAL,
volume = "6",
number = "2",
pages = "81--90",
month = mar,
year = "1985",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1985.tb00399.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1985",
}
@Article{Murthy:1985:FOA,
author = "D. N. P. Murthy",
title = "First Order Auto-Regressive Model Parameter Estimation
with Periodic Observations",
journal = j-J-TIME-SER-ANAL,
volume = "6",
number = "2",
pages = "91--95",
month = mar,
year = "1985",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1985.tb00400.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1985",
}
@Article{Stadtmuller:1985:ABD,
author = "U. Stadtm{\"u}ller and R. Trautner",
title = "Asymptotic Behaviour of Discrete Linear Processes",
journal = j-J-TIME-SER-ANAL,
volume = "6",
number = "2",
pages = "97--108",
month = mar,
year = "1985",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1985.tb00401.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1985",
}
@Article{Tigelaar:1985:INL,
author = "Harry H. Tigelaar",
title = "Identification of Noisy Linear Systems with Multiple
{ARMA} Inputs",
journal = j-J-TIME-SER-ANAL,
volume = "6",
number = "2",
pages = "109--115",
month = mar,
year = "1985",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1985.tb00402.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "March 1985",
}
@Article{Tjostheim:1985:LSE,
author = "Dag Tj{\o}stheim and Jostein Paulsen",
title = "Least Squares Estimates and Order Determination
Procedures for Autoregressive Processes with a Time
Dependent Variance",
journal = j-J-TIME-SER-ANAL,
volume = "6",
number = "2",
pages = "117--133",
month = mar,
year = "1985",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1985.tb00403.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1985",
}
@Article{Whittaker:1985:AEA,
author = "Joe Whittaker",
title = "Additive Elements of {ARMA} Models",
journal = j-J-TIME-SER-ANAL,
volume = "6",
number = "2",
pages = "135--140",
month = mar,
year = "1985",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1985.tb00404.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "March 1985",
}
@Article{Koslov:1985:UAC,
author = "Judith W. Koslov and Richard H. Jones",
title = "A Unified Approach to Confidence Bounds for the
Autoregressive Spectral Estimator",
journal = j-J-TIME-SER-ANAL,
volume = "6",
number = "3",
pages = "141--151",
month = may,
year = "1985",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1985.tb00405.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1985",
}
@Article{Lii:1985:TFM,
author = "Keh-Shin Lii",
title = "Transfer Function Model Order and Parameter
Estimation",
journal = j-J-TIME-SER-ANAL,
volume = "6",
number = "3",
pages = "153--169",
month = may,
year = "1985",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1985.tb00406.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1985",
}
@Article{Terasvirta:1985:MMI,
author = "Timo Ter{\"a}svirta",
title = "Mink and Muskrat Interaction: A Structural Analysis",
journal = j-J-TIME-SER-ANAL,
volume = "6",
number = "3",
pages = "171--180",
month = may,
year = "1985",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1985.tb00407.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1985",
}
@Article{Weiss:1985:SPC,
author = "Andrew A. Weiss",
title = "The Stability of the {$ {\rm AR}(1) $} Process with an
{$ {\rm AR}(1) $} Coefficient",
journal = j-J-TIME-SER-ANAL,
volume = "6",
number = "3",
pages = "181--186",
month = may,
year = "1985",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1985.tb00408.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1985",
}
@Article{Yajima:1985:APS,
author = "Yoshihiro Yajima",
title = "Asymptotic Properties of the Sample Autocorrelations
and Partial Autocorrelations of a Multiplicative
{ARIMA} Process",
journal = j-J-TIME-SER-ANAL,
volume = "6",
number = "3",
pages = "187--201",
month = may,
year = "1985",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1985.tb00409.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARIMA (Autoregressive integrated moving average)",
onlinedate = "May 1985",
}
@Article{Cartwright:1985:FTS,
author = "Phillip A. Cartwright",
title = "Forecasting Time Series: A Comparative Analysis of
Alternative Classes of Time Series Models",
journal = j-J-TIME-SER-ANAL,
volume = "6",
number = "4",
pages = "203--211",
month = jul,
year = "1985",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1985.tb00410.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1985",
}
@Article{Dahlhaus:1985:ADB,
author = "Rainer Dahlhaus",
title = "On the Asymptotic Distribution of {Bartlett}'s {$ U_p
$}-Statistic",
journal = j-J-TIME-SER-ANAL,
volume = "6",
number = "4",
pages = "213--227",
month = jul,
year = "1985",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1985.tb00411.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1985",
}
@Article{Findley:1985:UPA,
author = "D. F. Findley",
title = "On the Unbiasedness Property of {AIC} for Exact Or
Approximating Linear Stochastic Time Series Models",
journal = j-J-TIME-SER-ANAL,
volume = "6",
number = "4",
pages = "229--252",
month = jul,
year = "1985",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1985.tb00412.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1985",
}
@Article{Kulperger:1985:OPW,
author = "Reg Kulperger",
title = "On an Optimality Property of {Whittle}'s {Gaussian}
Estimate of the Parameter of the Spectrum of a Time
Series",
journal = j-J-TIME-SER-ANAL,
volume = "6",
number = "4",
pages = "253--259",
month = jul,
year = "1985",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1985.tb00413.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1985",
}
@Article{Stoffer:1985:CLT,
author = "David S. Stoffer",
title = "Central Limit Theorems for Finite {Walsh-Fourier}
Transforms of Weakly Stationary Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "6",
number = "4",
pages = "261--267",
month = jul,
year = "1985",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1985.tb00414.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1985",
}
@Article{Watanabe:1985:NKF,
author = "N. Watanabe",
title = "Note on the {Kalman} Filter with Estimated
Parameters",
journal = j-J-TIME-SER-ANAL,
volume = "6",
number = "4",
pages = "269--278",
month = jul,
year = "1985",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1985.tb00415.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1985",
}
@Article{Andel:1986:NTM,
author = "Ji{\v{r}}i And{\v{e}}l and Tom{\'a}{\^s}
Barto{\v{n}}",
title = "A Note on the Threshold {$ {\rm AR}(1) $} Model with
{Cauchy} Innovations",
journal = j-J-TIME-SER-ANAL,
volume = "7",
number = "1",
pages = "1--5",
month = jan,
year = "1986",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1986.tb00481.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1986",
}
@Article{Coates:1986:TCT,
author = "D. S. Coates and P. J. Diggle",
title = "Tests for Comparing Two Estimated Spectral Densities",
journal = j-J-TIME-SER-ANAL,
volume = "7",
number = "1",
pages = "7--20",
month = jan,
year = "1986",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1986.tb00482.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1986",
}
@Article{Darroch:1986:SFM,
author = "John Darroch and Miloslav Jirina and John McDonald",
title = "The Sum of Finite Moving Average Processes",
journal = j-J-TIME-SER-ANAL,
volume = "7",
number = "1",
pages = "21--25",
month = jan,
year = "1986",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1986.tb00483.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1986",
}
@Article{Hannan:1986:RAM,
author = "E. J. Hannan and L. Kavalieris",
title = "Regression, Autoregression Models",
journal = j-J-TIME-SER-ANAL,
volume = "7",
number = "1",
pages = "27--49",
month = jan,
year = "1986",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1986.tb00484.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1986",
}
@Article{Tjostheim:1986:SDS,
author = "Dag Tj{\o}stheim",
title = "Some Doubly Stochastic Time Series Models",
journal = j-J-TIME-SER-ANAL,
volume = "7",
number = "1",
pages = "51--72",
month = jan,
year = "1986",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1986.tb00485.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1986",
}
@Article{Tuan:1986:FDA,
author = "Pham Dinh Tuan",
title = "A Frequency Domain Approach to {Lagrange} Multiplier
Test for Autoregressive Moving Average Models",
journal = j-J-TIME-SER-ANAL,
volume = "7",
number = "1",
pages = "73--78",
month = jan,
year = "1986",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1986.tb00486.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1986",
}
@Article{Bhansali:1986:CAT,
author = "R. J. Bhansali",
title = "The Criterion Autoregressive Transfer Function of
{Parzen}",
journal = j-J-TIME-SER-ANAL,
volume = "7",
number = "2",
pages = "79--104",
month = mar,
year = "1986",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1986.tb00487.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1986",
}
@Article{Guyton:1986:RPP,
author = "Deborah A. Guyton and Nien-Fan Zhang and Robert V.
Foutz",
title = "A Random Parameter Process for Modeling and
Forecasting Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "7",
number = "2",
pages = "105--115",
month = mar,
year = "1986",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1986.tb00488.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1986",
}
@Article{Kumar:1986:ISB,
author = "Kuldeep Kumar",
title = "On the Identification of Some Bilinear Time Series
Models",
journal = j-J-TIME-SER-ANAL,
volume = "7",
number = "2",
pages = "117--122",
month = mar,
year = "1986",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1986.tb00489.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1986",
}
@Article{Pourahmadi:1986:SSD,
author = "Mohsen Pourahmadi",
title = "On Stationarity of the Solution of a Doubly Stochastic
Model",
journal = j-J-TIME-SER-ANAL,
volume = "7",
number = "2",
pages = "123--131",
month = mar,
year = "1986",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1986.tb00490.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1986",
}
@Article{Saikkonen:1986:APS,
author = "Pentti Saikkonen",
title = "Asymptotic Properties of Some Preliminary Estimators
for Autoregressive Moving Average Time Series Models",
journal = j-J-TIME-SER-ANAL,
volume = "7",
number = "2",
pages = "133--155",
month = mar,
year = "1986",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1986.tb00491.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1986",
}
@Article{Akamanam:1986:EBT,
author = "S. I. Akamanam and M. Bhaskara Rao and K.
Subramanyam",
title = "On the Ergodicity of Bilinear Time Series Models",
journal = j-J-TIME-SER-ANAL,
volume = "7",
number = "3",
pages = "157--163",
month = may,
year = "1986",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1986.tb00499.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1986",
}
@Article{Anonymous:1986:A,
author = "Anonymous",
title = "Announcement",
journal = j-J-TIME-SER-ANAL,
volume = "7",
number = "3",
pages = "i--i",
month = may,
year = "1986",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1986.tb00498.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1986",
}
@Article{Ashley:1986:DTN,
author = "Richard A. Ashley and Douglas M. Patterson and Melvin
J. Hinich",
title = "A Diagnostic Test for Nonlinear Serial Dependence in
Time Series Fitting Errors",
journal = j-J-TIME-SER-ANAL,
volume = "7",
number = "3",
pages = "165--178",
month = may,
year = "1986",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1986.tb00500.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1986",
}
@Article{Chan:1986:ETA,
author = "K. S. Chan and H. Tong",
title = "On Estimating Thresholds in Autoregressive Models",
journal = j-J-TIME-SER-ANAL,
volume = "7",
number = "3",
pages = "179--190",
month = may,
year = "1986",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1986.tb00501.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1986",
}
@Article{deJong:1986:STS,
author = "Piet de Jong",
title = "State Transition Specification in State-Space Models",
journal = j-J-TIME-SER-ANAL,
volume = "7",
number = "3",
pages = "213--216",
month = may,
year = "1986",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1986.tb00504.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1986",
}
@Article{Hardle:1986:STS,
author = "Wolfgang H{\"a}rdle and Pham-Dinh Tuan",
title = "Some Theory on {$M$}-Smoothing of Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "7",
number = "3",
pages = "191--204",
month = may,
year = "1986",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1986.tb00502.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1986",
}
@Article{Hognas:1986:CSN,
author = "G{\"o}ran H{\"o}gn{\"a}s",
title = "Comparison of Some Non-Linear Autoregressive
Processes",
journal = j-J-TIME-SER-ANAL,
volume = "7",
number = "3",
pages = "205--211",
month = may,
year = "1986",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1986.tb00503.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1986",
}
@Article{Poskitt:1986:SAP,
author = "D. S. Poskitt and A. R. Tremayne",
title = "Some Aspects of the Performance of Diagnostic Checks
in Bivariate Time Series Models",
journal = j-J-TIME-SER-ANAL,
volume = "7",
number = "3",
pages = "217--233",
month = may,
year = "1986",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1986.tb00505.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1986",
}
@Article{Anderson:1986:WDN,
author = "T. W. Anderson and Akimichi Takemura",
title = "Why Do Noninvertible Estimated Moving Averages
Occur?*",
journal = j-J-TIME-SER-ANAL,
volume = "7",
number = "4",
pages = "235--254",
month = jul,
year = "1986",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1986.tb00492.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1986",
}
@Article{Coursey:1986:POE,
author = "Don Coursey and Hans Nyquist",
title = "A Procedure for Obtaining {$M$}-Estimates in
Regression Models with Serially Dependent Errors",
journal = j-J-TIME-SER-ANAL,
volume = "7",
number = "4",
pages = "255--267",
month = jul,
year = "1986",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1986.tb00493.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1986",
}
@Article{Petruccelli:1986:CLS,
author = "Joseph D. Petruccelli",
title = "On the Consistency of Least Squares Estimators for a
Threshold {$ {\rm AR}(1) $} Model",
journal = j-J-TIME-SER-ANAL,
volume = "7",
number = "4",
pages = "269--278",
month = jul,
year = "1986",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1986.tb00494.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1986",
}
@Article{Stram:1986:MND,
author = "Daniel O. Stram and William W. S. Wei",
title = "A Methodological Note on the Disaggregation of Time
Series Totals",
journal = j-J-TIME-SER-ANAL,
volume = "7",
number = "4",
pages = "293--302",
month = jul,
year = "1986",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1986.tb00496.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1986",
}
@Article{Stram:1986:TAA,
author = "Daniel O. Stram and William W. S. Wei",
title = "Temporal Aggregation in the {ARIMA} Process",
journal = j-J-TIME-SER-ANAL,
volume = "7",
number = "4",
pages = "279--292",
month = jul,
year = "1986",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1986.tb00495.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARIMA (Autoregressive integrated moving average)",
onlinedate = "July 1986",
}
@Article{Weis:1986:SHP,
author = "Andrew A. Weis",
title = "On the Stability of a Heteroscedastic Process",
journal = j-J-TIME-SER-ANAL,
volume = "7",
number = "4",
pages = "303--310",
month = jul,
year = "1986",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1986.tb00497.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1986",
}
@Article{Ahtola:1987:DLS,
author = "Juha Ahtola and George C. Tiao",
title = "Distributions of Least Squares Estimators of
Autoregressive Parameters for a Process with Complex
Roots on the Unit Circle",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "1",
pages = "1--14",
month = jan,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00416.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1987",
}
@Article{Ahtola:1987:NAI,
author = "Juha Ahtola and George C. Tiao",
title = "A Note on Asymptotic Inference in Autoregressive
Models with Roots on the Unit Circle",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "1",
pages = "15--19",
month = jan,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00417.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1987",
}
@Article{Beltrato:1987:DBK,
author = "Kaiz{\^o} I. Beltrato and Peter Bloomfield",
title = "Determining the Bandwidth of a Kernel Spectrum
Estimate",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "1",
pages = "21--38",
month = jan,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00418.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1987",
}
@Article{Kedem:1987:DPH,
author = "Benjamin Kedem",
title = "Detection of Periodicities by Higher-Order Crossings",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "1",
pages = "39--50",
month = jan,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00419.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1987",
}
@Article{Knight:1987:RCC,
author = "Keith Knight",
title = "Rate of Convergence of Centred Estimates of
Autoregressive Parameters for Infinite Variance
Autoregressions",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "1",
pages = "51--60",
month = jan,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00420.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1987",
}
@Article{Samaranayake:1987:APS,
author = "V. A. Samaranayake and David P. Hasza",
title = "The Asymptotic Properties of the Sample
Autocorrelations for a Multiple Autoregressive Process
with One Unit Root",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "1",
pages = "79--93",
month = jan,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00422.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1987",
}
@Article{Shea:1987:EMT,
author = "B. L. Shea",
title = "Estimation of Multivariate Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "1",
pages = "95--109",
month = jan,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00423.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1987",
}
@Article{Taniguchi:1987:TOA,
author = "Masanobu Taniguchi",
title = "Third Order Asymptotic Properties of {BLUE} and {LSE}
for a Regression Model with {ARMA} Residual",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "1",
pages = "111--114",
month = jan,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00424.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "January 1987",
}
@Article{Tuan:1987:EML,
author = "Pham Dinh Tuan",
title = "Exact Maximum Likelihood Estimate and {Lagrange}
Multiplier Test Statistic for {ARMA} Models",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "1",
pages = "61--78",
month = jan,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00421.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "January 1987",
}
@Article{Wallis:1987:TSA,
author = "Kenneth F. Wallis",
title = "Time Series Analysis of Bounded Economic Variables",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "1",
pages = "115--123",
month = jan,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00425.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1987",
}
@Article{Barone:1987:MGI,
author = "Piero Barone",
title = "A Method for Generating Independent Realizations of a
Multivariate Normal Stationary and Invertible {$ {\rm
ARMA}(p, q) $} Process",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "2",
pages = "125--130",
month = mar,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00426.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1987",
}
@Article{Corradi:1987:ICE,
author = "Corrado Corradi and Claudia Scarani",
title = "Improving the Computational Efficiency of the
{Bayesian} Decomposition of a Time Series: a Comment",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "2",
pages = "131--133",
month = mar,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00427.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1987",
}
@Article{Degerine:1987:MLE,
author = "Serge Degerine",
title = "Maximum Likelihood Estimation of Autocovariance
Matrices from Replicated Short Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "2",
pages = "135--146",
month = mar,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00428.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1987",
}
@Article{Fahrmeir:1987:RMN,
author = "Ludwig Fahrmeir and Heinz Kaufmann",
title = "Regression Models for Non-Stationary Categorical Time
Series",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "2",
pages = "147--160",
month = mar,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00429.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1987",
}
@Article{Lim:1987:CSV,
author = "K. S. Lim",
title = "A Comparative Study of Various Univariate Time Series
Models for {Canadian} Lynx Data",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "2",
pages = "161--176",
month = mar,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00430.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1987",
}
@Article{Maravall:1987:PSA,
author = "Agustin Maravall and David A. Pierce",
title = "A Prototypical Seasonal Adjustment Model",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "2",
pages = "177--193",
month = mar,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00431.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1987",
}
@Article{Mokkadem:1987:MAN,
author = "Abdelkader Mokkadem",
title = "Sur un mod{\'e}le autor{\'e}gressif non lin{\'e}aire,
ergodicit{\'e} et ergodicit{\'e} g{\'e}om{\'e}trique.
({French}) [{On} a non-linear autoregressive model,
ergodicity and geometric ergodicity]",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "2",
pages = "195--204",
month = mar,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00432.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
language = "French",
onlinedate = "March 1987",
}
@Article{Porat:1987:SAP,
author = "Boaz Porat",
title = "Some Asymptotic Properties of the Sample Covariances
of {Gaussian} Autoregressive Moving-Average Processes",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "2",
pages = "205--220",
month = mar,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00433.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1987",
}
@Article{Stensholt:1987:MBT,
author = "Boonchai K. Stensholt and Dag Tj{\o}stheim",
title = "Multiple Bilinear Time Series Models",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "2",
pages = "221--233",
month = mar,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00434.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1987",
}
@Article{Yakowitz:1987:NNM,
author = "S. Yakowitz",
title = "Nearest-Neighbour Methods for Time Series Analysis",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "2",
pages = "235--247",
month = mar,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00435.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1987",
}
@Article{Abril:1987:ADS,
author = "Juan Carlos Abril",
title = "The Approximate Densities of Some Quadratic Forms of
Stationary Random Variables",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "3",
pages = "249--259",
month = may,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00437.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1987",
}
@Article{Al-Osh:1987:FOI,
author = "M. A. Al-Osh and A. A. Alzaid",
title = "First-Order Integer-Valued Autoregressive ({$ {\rm
INAR}(1) $}) Process",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "3",
pages = "261--275",
month = may,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00438.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1987",
}
@Article{Anonymous:1987:C,
author = "Anonymous",
title = "Correction",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "3",
pages = "i--i",
month = may,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00436.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1987",
}
@Article{Chan:1987:NED,
author = "K. S. Chan and H. Tong",
title = "A Note on Embedding a Discrete Parameter {ARMA} Model
in a Continuous Parameter {ARMA} Model",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "3",
pages = "277--281",
month = may,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00439.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "May 1987",
}
@Article{Chanda:1987:AED,
author = "Kamal C. Chanda",
title = "Asymptotic Expansions for the Distributions of Serial
Correlations",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "3",
pages = "283--291",
month = may,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00440.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1987",
}
@Article{Cipra:1987:EMA,
author = "Tom{\'a}s Cipra and Pavel Tlust{\'y}",
title = "Estimation in Multiple Autoregressive-Moving Average
Models Using Periodicity",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "3",
pages = "293--300",
month = may,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00441.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1987",
}
@Article{Kabaila:1987:RLB,
author = "Paul Kabaila",
title = "On {Rissanen}'s Lower Bound on the Accumulated
Mean-Square Prediction Error",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "3",
pages = "301--309",
month = may,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00442.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1987",
}
@Article{Kanto:1987:FIA,
author = "Antti J. Kanto",
title = "A Formula for the Inverse Autocorrelation Function of
an Autoregressive Process",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "3",
pages = "311--312",
month = may,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00443.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1987",
}
@Article{OBrien:1987:TNL,
author = "C. O'Brien",
title = "A Test for Non-Linearity of Prediction in Time
Series",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "3",
pages = "313--327",
month = may,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00444.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1987",
}
@Article{Robinson:1987:TSR,
author = "P. M. Robinson",
title = "Time Series Residuals with Application to Probability
Density Estimation",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "3",
pages = "329--344",
month = may,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00445.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1987",
}
@Article{Veres:1987:ADL,
author = "S{\'a}ndor Veres",
title = "Asymptotic Distributions of Likelihood Ratios for
Overparametrized {ARMA} Processes",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "3",
pages = "345--357",
month = may,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00446.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "May 1987",
}
@Article{Wall:1987:ITV,
author = "Kent D. Wall",
title = "Identification Theory for Varying Coefficient
Regression Models",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "3",
pages = "359--371",
month = may,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00447.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1987",
}
@Article{Andel:1987:LPG,
author = "Jir{\'\i} Andel",
title = "On Linear Processes with Given Moments",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "4",
pages = "373--378",
month = jul,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00001.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1987",
}
@Article{Cameron:1987:ANP,
author = "M. A. Cameron",
title = "An Automatic Non-Parametric Spectrum Estimator",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "4",
pages = "379--387",
month = jul,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00002.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1987",
}
@Article{Guegan:1987:DRB,
author = "Dominique. Guegan",
title = "Different Representations for Bilinear Models",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "4",
pages = "389--408",
month = jul,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00003.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1987",
}
@Article{Hallin:1987:LQS,
author = "Marc. Hallin and Jean-Fran{\c{c}}ois Ingenbleek and
Madan L. Puri",
title = "Linear and Quadratic Serial Rank Tests for Randomness
Against Serial Dependence",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "4",
pages = "409--424",
month = jul,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00004.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1987",
}
@Article{Joyeux:1987:SCP,
author = "Roselyne. Joyeux",
title = "Slowly Changing Processes and Harmonizability",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "4",
pages = "425--431",
month = jul,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00005.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1987",
}
@Article{Moore:1987:EBS,
author = "Mike I. Moore and Andy W. Visser and Tim G. L.
Shirtcliffe",
title = "Experiences with the {Brillinger} Spectral Estimator
Applied to Simulated Irregularly Observed Processes",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "4",
pages = "433--442",
month = jul,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00006.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1987",
}
@Article{Pemberton:1987:ELS,
author = "John. Pemberton",
title = "Exact Least Squares Multi-Step Prediction from
Nonlinear Autoregressive Models",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "4",
pages = "443--448",
month = jul,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00007.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1987",
}
@Article{Stoffer:1987:WFA,
author = "David S. Stoffer",
title = "{Walsh-Fourier} Analysis of Discrete-Valued Time
Series",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "4",
pages = "449--467",
month = jul,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00008.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1987",
}
@Article{Tomasek:1987:ASC,
author = "Ladislav. Tom{\'a}sek",
title = "Asymptotic Simultaneous Confidence Bands for
Autoregressive Spectral Density",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "4",
pages = "469--477",
month = jul,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00009.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1987",
}
@Article{Velu:1987:NNS,
author = "Raja P. Velu and Dean W. Wichern and Gregory C.
Reinsel",
title = "A Note on Non-Stationarity and Canonical Analysis of
Multiple Time Series Models",
journal = j-J-TIME-SER-ANAL,
volume = "8",
number = "4",
pages = "479--487",
month = jul,
year = "1987",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1987.tb00010.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1987",
}
@Article{Battaglia:1988:EIC,
author = "Francesco Battaglia",
title = "On the Estimation of the Inverse Correlation
Function",
journal = j-J-TIME-SER-ANAL,
volume = "9",
number = "1",
pages = "1--10",
month = jan,
year = "1988",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1988.tb00448.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1988",
}
@Article{Gabr:1988:TOM,
author = "M. M. Gabr",
title = "On the Third-Order Moment Structure and Bispectral
Analysis of Some Bilinear Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "9",
number = "1",
pages = "11--20",
month = jan,
year = "1988",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1988.tb00449.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1988",
}
@Article{Hannan:1988:TDE,
author = "E. J. Hannan and P. J. Thomson",
title = "Time Delay Estimation",
journal = j-J-TIME-SER-ANAL,
volume = "9",
number = "1",
pages = "21--33",
month = jan,
year = "1988",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1988.tb00450.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1988",
}
@Article{Kashyap:1988:ELM,
author = "R. L. Kashyap and Kie-Bum Eom",
title = "Estimation in Long-Memory Time Series Model",
journal = j-J-TIME-SER-ANAL,
volume = "9",
number = "1",
pages = "35--41",
month = jan,
year = "1988",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1988.tb00451.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1988",
}
@Article{Lewis:1988:PEM,
author = "Richard A. Lewis and Gregory C. Reinsel",
title = "Prediction Error of Multivariate Time Series with
Mis-Specified Models",
journal = j-J-TIME-SER-ANAL,
volume = "9",
number = "1",
pages = "43--57",
month = jan,
year = "1988",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1988.tb00452.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1988",
}
@Article{Otter:1988:SDM,
author = "Pieter W. Otter",
title = "Structural, Dynamic Modelling in Unobservable Spaces
of Covariance-Stationary Stochastic Processes",
journal = j-J-TIME-SER-ANAL,
volume = "9",
number = "1",
pages = "59--72",
month = jan,
year = "1988",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1988.tb00453.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1988",
}
@Article{Ray:1988:AMS,
author = "D. Ray",
title = "Asymptotic Mean Square Prediction Error for a
Multivariate Autoregressive Model with Random
Coefficients",
journal = j-J-TIME-SER-ANAL,
volume = "9",
number = "1",
pages = "73--80",
month = jan,
year = "1988",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1988.tb00454.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1988",
}
@Article{Shively:1988:ETS,
author = "Thomas S. Shively",
title = "An Exact Test for a Stochastic Coefficient in a Time
Series Regression Model",
journal = j-J-TIME-SER-ANAL,
volume = "9",
number = "1",
pages = "81--88",
month = jan,
year = "1988",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1988.tb00455.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1988",
}
@Article{Stam:1988:MMF,
author = "Antonie Stam and Steven C. Hillmer",
title = "Marginals of Multivariate First-Order Autoregressive
Time Series Models",
journal = j-J-TIME-SER-ANAL,
volume = "9",
number = "1",
pages = "89--97",
month = jan,
year = "1988",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1988.tb00456.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1988",
}
@Article{Thavaneswaran:1988:ENL,
author = "A. Thavaneswaran and B. Abraham",
title = "Estimation for Non-Linear Time Series Models Using
Estimating Equations",
journal = j-J-TIME-SER-ANAL,
volume = "9",
number = "1",
pages = "99--108",
month = jan,
year = "1988",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1988.tb00457.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1988",
}
@Article{Abraham:1988:STD,
author = "Bovas Abraham and Nihal Yatawara",
title = "A Score Test for Detection of Time Series Outliers",
journal = j-J-TIME-SER-ANAL,
volume = "9",
number = "2",
pages = "109--119",
month = mar,
year = "1988",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1988.tb00458.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1988",
}
@Article{Bollerslev:1988:CSG,
author = "Tim Bollerslev",
title = "On the Correlation Structure for the Generalized
Autoregressive Conditional Heteroskedastic Process",
journal = j-J-TIME-SER-ANAL,
volume = "9",
number = "2",
pages = "121--131",
month = mar,
year = "1988",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1988.tb00459.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1988",
}
@Article{Gray:1988:CNP,
author = "H. L. Gray and Nien Fan Zhang",
title = "On a Class of Nonstationary Processes",
journal = j-J-TIME-SER-ANAL,
volume = "9",
number = "2",
pages = "133--154",
month = mar,
year = "1988",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1988.tb00460.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1988",
}
@Article{Li:1988:AMN,
author = "W. K. Li and A. I. McLeod",
title = "Arma Modelling with Non-{Gaussian} Innovations",
journal = j-J-TIME-SER-ANAL,
volume = "9",
number = "2",
pages = "155--168",
month = mar,
year = "1988",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1988.tb00461.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1988",
}
@Article{McAleer:1988:TST,
author = "Michael McAleer and C. R. McKenzie and A. D. Hall",
title = "Testing Separate Time Series Models",
journal = j-J-TIME-SER-ANAL,
volume = "9",
number = "2",
pages = "169--189",
month = mar,
year = "1988",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1988.tb00462.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1988",
}
@Article{Samarov:1988:ESM,
author = "Alexander Samarov and Murad S. Taqqu",
title = "On the Efficiency of the Sample Mean in Long-Memory
Noise",
journal = j-J-TIME-SER-ANAL,
volume = "9",
number = "2",
pages = "191--200",
month = mar,
year = "1988",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1988.tb00463.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1988",
}
@Article{Harvey:1988:EEN,
author = "A. C. Harvey and P. M. Robinson",
title = "Efficient Estimation of Nonstationary Time Series
Regression",
journal = j-J-TIME-SER-ANAL,
volume = "9",
number = "3",
pages = "201--214",
month = may,
year = "1988",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1988.tb00464.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1988",
}
@Article{Peiris:1988:PFD,
author = "M. S. Peiris and B. J. C. Perera",
title = "On Prediction with Fractionally Differenced {ARIMA}
Models",
journal = j-J-TIME-SER-ANAL,
volume = "9",
number = "3",
pages = "215--220",
month = may,
year = "1988",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1988.tb00465.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARIMA (Autoregressive integrated moving average)",
onlinedate = "May 1988",
}
@Article{Potscher:1988:DBT,
author = "B. M. P{\"o}tscher and E. Reschenhofer",
title = "Discriminating Between Two Spectral Densities in Case
of Replicated Observations",
journal = j-J-TIME-SER-ANAL,
volume = "9",
number = "3",
pages = "221--224",
month = may,
year = "1988",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1988.tb00466.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1988",
}
@Article{Pourahmadi:1988:SSA,
author = "Mohsen Pourahmadi",
title = "Stationarity of the Solution of {$ X_t = A_t X_{t - 1}
+ \epsilon_t $} and Analysis of Non-{Gaussian}
Dependent Random Variables",
journal = j-J-TIME-SER-ANAL,
volume = "9",
number = "3",
pages = "225--239",
month = may,
year = "1988",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1988.tb00467.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1988",
}
@Article{Quinn:1988:NAO,
author = "B. G. Quinn",
title = "A Note on {AIC} Order Determination for Multivariate
Autoregressions",
journal = j-J-TIME-SER-ANAL,
volume = "9",
number = "3",
pages = "241--245",
month = may,
year = "1988",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1988.tb00468.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1988",
}
@Article{Tsay:1988:NLT,
author = "Ruey S. Tsay",
title = "Non-Linear Time Series Analysis of Blowfly
Population",
journal = j-J-TIME-SER-ANAL,
volume = "9",
number = "3",
pages = "247--263",
month = may,
year = "1988",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1988.tb00469.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1988",
}
@Article{Tuan:1988:EAP,
author = "Pham Dinh Tuan",
title = "Estimation of Autoregressive Parameters and Order
Selection for {ARMA} Models",
journal = j-J-TIME-SER-ANAL,
volume = "9",
number = "3",
pages = "265--279",
month = may,
year = "1988",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1988.tb00470.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "May 1988",
}
@Article{Willekens:1988:SSP,
author = "E. Willekens and J. L. Teugels",
title = "Subordination of Stationary Processes",
journal = j-J-TIME-SER-ANAL,
volume = "9",
number = "3",
pages = "281--299",
month = may,
year = "1988",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1988.tb00471.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1988",
}
@Article{Zhao-Guo:1988:ACP,
author = "Chen Zhao-Guo",
title = "An Alternative Consistent Procedure for Detecting
Hidden Frequencies",
journal = j-J-TIME-SER-ANAL,
volume = "9",
number = "3",
pages = "301--317",
month = may,
year = "1988",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1988.tb00472.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1988",
}
@Article{Chan:1988:ESE,
author = "Kung-sik Chan",
title = "On the Existence of the Stationary and Ergodic Near( p
) Model",
journal = j-J-TIME-SER-ANAL,
volume = "9",
number = "4",
pages = "319--328",
month = jul,
year = "1988",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1988.tb00473.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1988",
}
@Article{Granger:1988:MGT,
author = "C. W. J. Granger",
title = "Models That Generate Trends",
journal = j-J-TIME-SER-ANAL,
volume = "9",
number = "4",
pages = "329--343",
month = jul,
year = "1988",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1988.tb00474.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1988",
}
@Article{Huzii:1988:SPC,
author = "Mituaki Huzii",
title = "Some Properties of Conditional Quasi-Likelihood
Functions for Time Series Model Fitting",
journal = j-J-TIME-SER-ANAL,
volume = "9",
number = "4",
pages = "345--353",
month = jul,
year = "1988",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1988.tb00475.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1988",
}
@Article{Ljung:1988:LMT,
author = "Greta M. Ljung",
title = "On the {Lagrange} Multiplier Test for Autoregressive
Moving-Average Models",
journal = j-J-TIME-SER-ANAL,
volume = "9",
number = "4",
pages = "355--359",
month = jul,
year = "1988",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1988.tb00476.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1988",
}
@Article{Samaranayake:1988:PPM,
author = "V. A. Samaranayake and David P. Hasza",
title = "Properties of Predictors for Multivariate
Autoregressive Models with Estimated Parameters",
journal = j-J-TIME-SER-ANAL,
volume = "9",
number = "4",
pages = "361--383",
month = jul,
year = "1988",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1988.tb00477.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1988",
}
@Article{Sesay:1988:YWT,
author = "S. A. O. Sesay and T. Subba Rao",
title = "{Yule--Walker} Type Difference Equations for
Higher-Order Moments and Cumulants for Bilinear Time
Series Models",
journal = j-J-TIME-SER-ANAL,
volume = "9",
number = "4",
pages = "385--401",
month = jul,
year = "1988",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1988.tb00478.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1988",
}
@Article{Shea:1988:NGI,
author = "B. L. Shea",
title = "A Note on the Generation of Independent Realizations
of a Vector Autoregressive Moving-Average Process",
journal = j-J-TIME-SER-ANAL,
volume = "9",
number = "4",
pages = "403--410",
month = jul,
year = "1988",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1988.tb00479.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1988",
}
@Article{Tian:1988:LPS,
author = "C. J. Tian",
title = "A Limiting Property of Sample Autocovariances of
Periodically Correlated Processes with Application to
Period Determination",
journal = j-J-TIME-SER-ANAL,
volume = "9",
number = "4",
pages = "411--417",
month = jul,
year = "1988",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1988.tb00480.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1988",
}
@Article{Andel:1989:NNA,
author = "Jir{\'\i} Andel",
title = "Non-Negative Autoregressive Processes",
journal = j-J-TIME-SER-ANAL,
volume = "10",
number = "1",
pages = "1--11",
month = jan,
year = "1989",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1989.tb00011.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1989",
}
@Article{Hannan:1989:RCA,
author = "E. J. Hannan and B. G. Quinn",
title = "The Resolution of Closely Adjacent Spectral Lines",
journal = j-J-TIME-SER-ANAL,
volume = "10",
number = "1",
pages = "13--31",
month = jan,
year = "1989",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1989.tb00012.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1989",
}
@Article{Liu:1989:SCE,
author = "Jian Liu",
title = "A Simple Condition for the Existence of Some
Stationary Bilinear Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "10",
number = "1",
pages = "33--39",
month = jan,
year = "1989",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1989.tb00013.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1989",
}
@Article{Melard:1989:CES,
author = "Guy M{\'e}lard and Annie Herteleer-de Schutter",
title = "Contributions to Evolutionary Spectral Theory",
journal = j-J-TIME-SER-ANAL,
volume = "10",
number = "1",
pages = "41--63",
month = jan,
year = "1989",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1989.tb00014.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1989",
}
@Article{Petruccelli:1989:APN,
author = "Joseph D. Petruccelli",
title = "Autoregressive Processes with Normal Stationary
Distributions",
journal = j-J-TIME-SER-ANAL,
volume = "10",
number = "1",
pages = "65--70",
month = jan,
year = "1989",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1989.tb00015.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1989",
}
@Article{Quinn:1989:ENT,
author = "B. G. Quinn",
title = "Estimating the Number of Terms in a Sinusoidal
Regression",
journal = j-J-TIME-SER-ANAL,
volume = "10",
number = "1",
pages = "71--75",
month = jan,
year = "1989",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1989.tb00016.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1989",
}
@Article{Raveh:1989:NVS,
author = "Adi Raveh",
title = "A New Version of Structural Persistence in
Prediction",
journal = j-J-TIME-SER-ANAL,
volume = "10",
number = "1",
pages = "77--93",
month = jan,
year = "1989",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1989.tb00017.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1989",
}
@Article{Al-Qassam:1989:FEA,
author = "M. S. Al-Qassam and J. A. Lane",
title = "Forecasting Exponential Autoregressive Models of Order
1",
journal = j-J-TIME-SER-ANAL,
volume = "10",
number = "2",
pages = "95--113",
month = mar,
year = "1989",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1989.tb00018.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1989",
}
@Article{Pawitan:1989:SED,
author = "Yudianto Pawitan and R. H. Shumway",
title = "Spectral Estimation and Deconvolution for a Linear
Time Series Model",
journal = j-J-TIME-SER-ANAL,
volume = "10",
number = "2",
pages = "115--129",
month = mar,
year = "1989",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1989.tb00019.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1989",
}
@Article{Pole:1989:RAD,
author = "Andy Pole and Mike West",
title = "Reference Analysis of the Dynamic Linear Model",
journal = j-J-TIME-SER-ANAL,
volume = "10",
number = "2",
pages = "131--147",
month = mar,
year = "1989",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1989.tb00020.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1989",
}
@Article{Pourahmadi:1989:EIM,
author = "Mohsen Pourahmadi",
title = "Estimation and Interpolation of Missing Values of a
Stationary Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "10",
number = "2",
pages = "149--169",
month = mar,
year = "1989",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1989.tb00021.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1989",
}
@Article{Rao:1989:ESI,
author = "T. Subba Rao and M. M. Gabr",
title = "The Estimation of Spectrum, Inverse Spectrum and
Inverse Autocovariances of a Stationary Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "10",
number = "2",
pages = "183--202",
month = mar,
year = "1989",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1989.tb00023.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1989",
}
@Article{Sakaguchi:1989:CLM,
author = "Fuminori Sakaguchi and Hideaki Sakai",
title = "A Composite Linear Model Generating a Stationary
Stochastic Process with Given Third-Order
Autocorrelation Function",
journal = j-J-TIME-SER-ANAL,
volume = "10",
number = "2",
pages = "171--181",
month = mar,
year = "1989",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1989.tb00022.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1989",
}
@Article{Alagon:1989:SDT,
author = "Javier Alag{\'o}n",
title = "Spectral Discrimination for Two Groups of Time
Series",
journal = j-J-TIME-SER-ANAL,
volume = "10",
number = "3",
pages = "203--214",
month = may,
year = "1989",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1989.tb00024.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1989",
}
@Article{Bhansali:1989:EMA,
author = "R. J. Bhansali",
title = "Estimation of the Moving-Average Representation of a
Stationary Process by Autoregressive Model Fitting",
journal = j-J-TIME-SER-ANAL,
volume = "10",
number = "3",
pages = "215--232",
month = may,
year = "1989",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1989.tb00025.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1989",
}
@Article{Gray:1989:GFP,
author = "Henry L. Gray and Nien-Fan Zhang and Wayne A.
Woodward",
title = "On Generalized Fractional Processes",
journal = j-J-TIME-SER-ANAL,
volume = "10",
number = "3",
pages = "233--257",
month = may,
year = "1989",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1989.tb00026.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1989",
}
@Article{Hotta:1989:IUC,
author = "Luiz Koodi Hotta",
title = "Identification of Unobserved Components Models",
journal = j-J-TIME-SER-ANAL,
volume = "10",
number = "3",
pages = "259--270",
month = may,
year = "1989",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1989.tb00027.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1989",
}
@Article{Kavalieris:1989:EOA,
author = "L. Kavalieris",
title = "The Estimation of the Order of an Autoregression Using
Recursive Residuals and Cross-Validation",
journal = j-J-TIME-SER-ANAL,
volume = "10",
number = "3",
pages = "271--281",
month = may,
year = "1989",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1989.tb00028.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1989",
}
@Article{Wahlberg:1989:EAM,
author = "Bo Wahlberg",
title = "Estimation of Autoregressive Moving-Average Models Via
High-Order Autoregressive Approximations",
journal = j-J-TIME-SER-ANAL,
volume = "10",
number = "3",
pages = "283--299",
month = may,
year = "1989",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1989.tb00029.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1989",
}
@Article{Batts:1989:PPT,
author = "John T. Batts and Robert F. McNown",
title = "The Predictive Performance of Three Autoregressive
Moving-Average Models: A {Monte Carlo} Investigation",
journal = j-J-TIME-SER-ANAL,
volume = "10",
number = "4",
pages = "301--314",
month = jul,
year = "1989",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1989.tb00030.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1989",
}
@Article{He:1989:EDP,
author = "S. W. He and J. G. Wang",
title = "On Embedding a Discrete-Parameter {ARMA} Model in a
Continuous-Parameter {ARMA} Model",
journal = j-J-TIME-SER-ANAL,
volume = "10",
number = "4",
pages = "315--323",
month = jul,
year = "1989",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1989.tb00031.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "July 1989",
}
@Article{Koreisha:1989:FLE,
author = "Sergio Koreisha and Tarmo Pukkila",
title = "Fast Linear Estimation Methods for Vector
Autoregressive Moving-Average Models",
journal = j-J-TIME-SER-ANAL,
volume = "10",
number = "4",
pages = "325--339",
month = jul,
year = "1989",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1989.tb00032.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1989",
}
@Article{Liu:1989:EGM,
author = "Jian Liu",
title = "On the Existence of a General Multiple Bilinear Time
Series",
journal = j-J-TIME-SER-ANAL,
volume = "10",
number = "4",
pages = "341--355",
month = jul,
year = "1989",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1989.tb00033.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1989",
}
@Article{Tsay:1989:IMT,
author = "Ruey S. Tsay",
title = "Identifying Multivariate Time Series Models",
journal = j-J-TIME-SER-ANAL,
volume = "10",
number = "4",
pages = "357--372",
month = jul,
year = "1989",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1989.tb00034.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1989",
}
@Article{Tunnicliffe-Wilson:1989:NLN,
author = "G. Tunnicliffe-Wilson",
title = "Non-Linear and Non-Stationary Time Series Analysis",
journal = j-J-TIME-SER-ANAL,
volume = "10",
number = "4",
pages = "385--386",
month = jul,
year = "1989",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1989.tb00037.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1989",
}
@Article{Xinjian:1989:SMN,
author = "Gu Xinjian and Huang Yiyun",
title = "A Simulation Method for Non-Normal Random Processes",
journal = j-J-TIME-SER-ANAL,
volume = "10",
number = "4",
pages = "373--374",
month = jul,
year = "1989",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1989.tb00035.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1989",
}
@Article{Yajima:1989:CLT,
author = "Yoshihiro Yajima",
title = "A Central Limit Theorem of {Fourier} Transforms of
Strongly Dependent Stationary Processes",
journal = j-J-TIME-SER-ANAL,
volume = "10",
number = "4",
pages = "375--383",
month = jul,
year = "1989",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1989.tb00036.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1989",
}
@Article{Beckman:1990:ACF,
author = "Stig-Inge Beckman and Jan Holst and Georg Lindgren",
title = "Alarm Characteristics for a Flood Warning System with
Deterministic Components",
journal = j-J-TIME-SER-ANAL,
volume = "11",
number = "1",
pages = "1--18",
month = jan,
year = "1990",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1990.tb00038.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1990",
}
@Article{Janacek:1990:CMN,
author = "G. J. Janacek and A. L. Swift",
title = "A Class of Models for Non-Normal Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "11",
number = "1",
pages = "19--31",
month = jan,
year = "1990",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1990.tb00039.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1990",
}
@Article{Moeanaddin:1990:NED,
author = "R. Moeanaddin and Howell Tong",
title = "Numerical Evaluation of Distributions in Non-Linear
Autoregression",
journal = j-J-TIME-SER-ANAL,
volume = "11",
number = "1",
pages = "33--48",
month = jan,
year = "1990",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1990.tb00040.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1990",
}
@Article{Sakai:1990:SCB,
author = "Hideaki Sakai and Fuminori Sakaguchi",
title = "Simultaneous Confidence Bands for the Spectral
Estimate of Two-Channel Autoregressive Processes",
journal = j-J-TIME-SER-ANAL,
volume = "11",
number = "1",
pages = "49--56",
month = jan,
year = "1990",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1990.tb00041.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1990",
}
@Article{Stoffer:1990:MWF,
author = "David S. Stoffer",
title = "Multivariate {Walsh-Fourier} Analysis",
journal = j-J-TIME-SER-ANAL,
volume = "11",
number = "1",
pages = "57--73",
month = jan,
year = "1990",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1990.tb00042.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1990",
}
@Article{Thanoon:1990:STA,
author = "B. Y. Thanoon",
title = "Subset Threshold Autoregression with Applications",
journal = j-J-TIME-SER-ANAL,
volume = "11",
number = "1",
pages = "75--87",
month = jan,
year = "1990",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1990.tb00043.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1990",
}
@Article{Fernandez:1990:ETM,
author = "F. Javier Fern{\'a}ndez",
title = "Estimation and Testing of a Multivariate Exponential
Smoothing Model",
journal = j-J-TIME-SER-ANAL,
volume = "11",
number = "2",
pages = "89--105",
month = mar,
year = "1990",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1990.tb00044.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1990",
}
@Article{Huang:1990:SOG,
author = "Dawei Huang",
title = "Selecting Order for General Autoregressive Models by
Minimum Description Length",
journal = j-J-TIME-SER-ANAL,
volume = "11",
number = "2",
pages = "107--119",
month = mar,
year = "1990",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1990.tb00045.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1990",
}
@Article{Hurvich:1990:CVC,
author = "Clifford M. Hurvich and Kaiz{\^o} I. Beltrato",
title = "Cross-Validatory Choice of a Spectrum Estimate and Its
Connections with {AIC}",
journal = j-J-TIME-SER-ANAL,
volume = "11",
number = "2",
pages = "121--137",
month = mar,
year = "1990",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1990.tb00046.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1990",
}
@Article{Koreisha:1990:GLS,
author = "Sergio Koreisha and Tarmo Pukkila",
title = "A Generalized Least-Squares Approach for Estimation of
Autoregressive Moving-Average Models",
journal = j-J-TIME-SER-ANAL,
volume = "11",
number = "2",
pages = "139--151",
month = mar,
year = "1990",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1990.tb00047.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1990",
}
@Article{Piccolo:1990:DMC,
author = "Domenico Piccolo",
title = "A Distance Measure for Classifying {ARIMA} Models",
journal = j-J-TIME-SER-ANAL,
volume = "11",
number = "2",
pages = "153--164",
month = mar,
year = "1990",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1990.tb00048.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARIMA (Autoregressive integrated moving average)",
onlinedate = "March 1990",
}
@Article{Potscher:1990:EAM,
author = "B. M. P{\"o}tscher",
title = "Estimation of Autoregressive Moving-Average Order
Given an Infinite Number of Models and Approximation of
Spectral Densities",
journal = j-J-TIME-SER-ANAL,
volume = "11",
number = "2",
pages = "165--179",
month = mar,
year = "1990",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1990.tb00049.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1990",
}
@Article{Ansley:1990:NSR,
author = "Craig F. Ansley and Robert Kohn",
title = "A Note on Square Root Filtering for Vector
Autoregressive Moving-Average Models",
journal = j-J-TIME-SER-ANAL,
volume = "11",
number = "3",
pages = "181--183",
month = may,
year = "1990",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1990.tb00050.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1990",
}
@Article{Chanda:1990:GLP,
author = "K. C. Chanda and F. H. Ruymgaart",
title = "General Linear Processes: A Property of the Empirical
Process Applied to Density and Mode Estimation",
journal = j-J-TIME-SER-ANAL,
volume = "11",
number = "3",
pages = "185--199",
month = may,
year = "1990",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1990.tb00051.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1990",
}
@Article{He:1990:ZCR,
author = "Shuyuan He and Benjamin Kedem",
title = "The Zero-Crossing Rate of Autoregressive Processes and
Its Link to Unit Roots",
journal = j-J-TIME-SER-ANAL,
volume = "11",
number = "3",
pages = "201--213",
month = may,
year = "1990",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1990.tb00052.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1990",
}
@Article{Kim:1990:EFO,
author = "Won Kyung Kim and L. Billard and I. V. Basawa",
title = "Estimation for the First-Order Diagonal Bilinear Time
Series Model",
journal = j-J-TIME-SER-ANAL,
volume = "11",
number = "3",
pages = "215--229",
month = may,
year = "1990",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1990.tb00053.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1990",
}
@Article{Klein:1990:FIM,
author = "Andr{\'e} Klein and Guy M{\'e}lard",
title = "{Fisher}'s Information Matrix for Seasonal
Autoregressive-Moving Average Models",
journal = j-J-TIME-SER-ANAL,
volume = "11",
number = "3",
pages = "231--237",
month = may,
year = "1990",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1990.tb00054.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1990",
}
@Article{Nijman:1990:PIA,
author = "Theo Nijman and Franz Palm",
title = "Parameter Identification in {ARMA} Processes in the
Presence of Regular But Incomplete Sampling",
journal = j-J-TIME-SER-ANAL,
volume = "11",
number = "3",
pages = "239--248",
month = may,
year = "1990",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1990.tb00055.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "May 1990",
}
@Article{Pope:1990:BEM,
author = "Alun Lloyd Pope",
title = "Biases of Estimators in Multivariate Non-{Gaussian}
Autoregressions",
journal = j-J-TIME-SER-ANAL,
volume = "11",
number = "3",
pages = "249--258",
month = may,
year = "1990",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1990.tb00056.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1990",
}
@Article{Ravishanker:1990:DGA,
author = "Nalini Ravishanker and Edward L. Melnick and Chih-Ling
Tsai",
title = "Differential Geometry of {ARMA} Models",
journal = j-J-TIME-SER-ANAL,
volume = "11",
number = "3",
pages = "259--274",
month = may,
year = "1990",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1990.tb00057.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "May 1990",
}
@Article{Ansley:1990:FSS,
author = "Craig F. Ansley and Robert Kohn",
title = "Filtering and Smoothing in State Space Models with
Partially Diffuse Initial Conditions",
journal = j-J-TIME-SER-ANAL,
volume = "11",
number = "4",
pages = "275--293",
month = jul,
year = "1990",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1990.tb00058.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1990",
}
@Article{Huang:1990:LTR,
author = "Dawei Huang",
title = "{Levinson}-Type Recursive Algorithms for Least-Squares
Autoregression",
journal = j-J-TIME-SER-ANAL,
volume = "11",
number = "4",
pages = "295--315",
month = jul,
year = "1990",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1990.tb00059.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1990",
}
@Article{Ledolter:1990:ODT,
author = "Johannes Ledolter",
title = "Outlier Diagnostics in Time Series Analysis",
journal = j-J-TIME-SER-ANAL,
volume = "11",
number = "4",
pages = "317--324",
month = jul,
year = "1990",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1990.tb00060.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1990",
}
@Article{Mackisack:1990:SPA,
author = "M. S. Mackisack and D. S. Poskitt",
title = "Some Properties of Autoregressive Estimates for
Processes with Mixed Spectra",
journal = j-J-TIME-SER-ANAL,
volume = "11",
number = "4",
pages = "325--337",
month = jul,
year = "1990",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1990.tb00061.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1990",
}
@Article{Shephard:1990:PED,
author = "N. G. Shephard and A. C. Harvey",
title = "On the Probability of Estimating a Deterministic
Component in the Local Level Model",
journal = j-J-TIME-SER-ANAL,
volume = "11",
number = "4",
pages = "339--347",
month = jul,
year = "1990",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1990.tb00062.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1990",
}
@Article{Swift:1990:OIV,
author = "A. L. Swift",
title = "Orders and Initial Values of Non-Stationary
Multivariate {ARMA} Models",
journal = j-J-TIME-SER-ANAL,
volume = "11",
number = "4",
pages = "349--359",
month = jul,
year = "1990",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1990.tb00063.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "July 1990",
}
@Article{Vaninskii:1990:SPF,
author = "K. L. Vaninskii and A. M. Yaglom",
title = "Stationary Processes with a Finite Number of Non-Zero
Canonical Correlations Between Future and Past",
journal = j-J-TIME-SER-ANAL,
volume = "11",
number = "4",
pages = "361--375",
month = jul,
year = "1990",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1990.tb00064.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1990",
}
@Article{Aoki:1991:SST,
author = "Masanao Aoki",
title = "A State Space Time Series Modelling Method Without
Individual Detrending",
journal = j-J-TIME-SER-ANAL,
volume = "12",
number = "1",
pages = "1--26",
month = jan,
year = "1991",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1991.tb00065.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1991",
}
@Article{Cheng:1991:PEE,
author = "Qiansheng Cheng",
title = "Parameter Estimation in Exponential Models",
journal = j-J-TIME-SER-ANAL,
volume = "12",
number = "1",
pages = "27--40",
month = jan,
year = "1991",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1991.tb00066.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1991",
}
@Article{Davidson:1991:CPV,
author = "James Davidson",
title = "The Cointegration Properties of Vector Autoregression
Models",
journal = j-J-TIME-SER-ANAL,
volume = "12",
number = "1",
pages = "41--62",
month = jan,
year = "1991",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1991.tb00067.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1991",
}
@Article{Kim:1991:CEF,
author = "Peter T. Kim",
title = "Consistent Estimation of the Fourth-Order Cumulant
Spectral Density",
journal = j-J-TIME-SER-ANAL,
volume = "12",
number = "1",
pages = "63--71",
month = jan,
year = "1991",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1991.tb00068.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1991",
}
@Article{Sakai:1991:SDM,
author = "Hideaki Sakai",
title = "On the Spectral Density Matrix of a Periodic {ARMA}
Process",
journal = j-J-TIME-SER-ANAL,
volume = "12",
number = "1",
pages = "73--82",
month = jan,
year = "1991",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1991.tb00069.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "January 1991",
}
@Article{Swe:1991:HOA,
author = "Myint Swe and Masanobu Taniguchi",
title = "Higher-Order Asymptotic Properties of a Weighted
Estimator for {Gaussian} {ARMA} Processes",
journal = j-J-TIME-SER-ANAL,
volume = "12",
number = "1",
pages = "83--93",
month = jan,
year = "1991",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1991.tb00070.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "January 1991",
}
@Article{Dunsmuir:1991:SCA,
author = "William T. M. Dunsmuir and Nancy M. Spencer",
title = "Strong Consistency and Asymptotic Normality of \slash
1 Estimates of the Autoregressive Moving-Average
Model",
journal = j-J-TIME-SER-ANAL,
volume = "12",
number = "2",
pages = "95--104",
month = mar,
year = "1991",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1991.tb00071.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1991",
}
@Article{Grillenzoni:1991:IRE,
author = "Carlo Grillenzoni",
title = "Iterative and Recursive Estimation of Transfer
Functions",
journal = j-J-TIME-SER-ANAL,
volume = "12",
number = "2",
pages = "105--127",
month = mar,
year = "1991",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1991.tb00072.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1991",
}
@Article{Jin-Guan:1991:IVA,
author = "Du Jin-Guan and Li Yuan",
title = "The Integer-Valued Autoregressive {$ ({\rm INAR}(p))
$} Model",
journal = j-J-TIME-SER-ANAL,
volume = "12",
number = "2",
pages = "129--142",
month = mar,
year = "1991",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1991.tb00073.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1991",
}
@Article{DeJong:1991:SAS,
author = "Piet {De Jong}",
title = "Stable Algorithms for the State Space Model",
journal = j-J-TIME-SER-ANAL,
volume = "12",
number = "2",
pages = "143--157",
month = mar,
year = "1991",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1991.tb00074.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1991",
}
@Article{Sesay:1991:DEH,
author = "S. A. O. Sesay and T. Subba Rao",
title = "Difference Equations for Higher-Order Moments and
Cumulants for the Bilinear Time Series Model {${\rm
Bl}(p, 0, p, 1)$}",
journal = j-J-TIME-SER-ANAL,
volume = "12",
number = "2",
pages = "159--177",
month = mar,
year = "1991",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1991.tb00075.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1991",
}
@Article{Billard:1991:EPE,
author = "L. Billard and Fouad Y. Mohamed",
title = "Estimation of the Parameters of an {${\rm Ear}(p)$}
Process",
journal = j-J-TIME-SER-ANAL,
volume = "12",
number = "3",
pages = "179--192",
month = may,
year = "1991",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1991.tb00076.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1991",
}
@Article{Choi:1991:ADG,
author = "Byoung Seon Choi",
title = "On the Asymptotic Distribution of the Generalized
Partial Autocorrelation Function in Autoregressive
Moving-Average Processes",
journal = j-J-TIME-SER-ANAL,
volume = "12",
number = "3",
pages = "193--205",
month = may,
year = "1991",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1991.tb00077.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1991",
}
@Article{Granger:1991:NTI,
author = "C. W. J. Granger and Jeff Hallman",
title = "Nonlinear Transformations of Integrated Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "12",
number = "3",
pages = "207--224",
month = may,
year = "1991",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1991.tb00078.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1991",
}
@Article{Lam:1991:PSA,
author = "Raymond L. H. Lam and Donald G. Watts",
title = "Profile Summaries for {ARIMA} Time Series Model
Parameters",
journal = j-J-TIME-SER-ANAL,
volume = "12",
number = "3",
pages = "225--235",
month = may,
year = "1991",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1991.tb00079.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARIMA (Autoregressive integrated moving average)",
onlinedate = "May 1991",
}
@Article{Mikulski:1991:OML,
author = "Piotr W. Mikulski and Michael J. Monsour",
title = "Optimality of the Maximum Likelihood Estimator in
First-Order Autoregressive Processes",
journal = j-J-TIME-SER-ANAL,
volume = "12",
number = "3",
pages = "237--253",
month = may,
year = "1991",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1991.tb00080.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1991",
}
@Article{Newton:1991:FGI,
author = "H. Joseph Newton and Gerald R. North and Thomas J.
Crowley",
title = "Forecasting Global Ice Volume",
journal = j-J-TIME-SER-ANAL,
volume = "12",
number = "3",
pages = "255--265",
month = may,
year = "1991",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1991.tb00081.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1991",
}
@Article{Sakaguchi:1991:RLB,
author = "Fuminori Sakaguchi",
title = "A Relation for `Linearity' of the Bispectrum",
journal = j-J-TIME-SER-ANAL,
volume = "12",
number = "3",
pages = "267--272",
month = may,
year = "1991",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1991.tb00082.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1991",
}
@Article{Azzalini:1991:ENU,
author = "A. Azzalini and A. C. Frigo",
title = "An Explicit Nearly Unbiased Estimate of the {$ {\rm
AR}(1) $} Parameter for Repeated Measurements",
journal = j-J-TIME-SER-ANAL,
volume = "12",
number = "4",
pages = "273--281",
month = jul,
year = "1991",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1991.tb00083.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1991",
}
@Article{Bell:1991:IKF,
author = "William Bell and Steven Hillmer",
title = "Initializing the {Kalman} Filter for Nonstationary
Time Series Models",
journal = j-J-TIME-SER-ANAL,
volume = "12",
number = "4",
pages = "283--300",
month = jul,
year = "1991",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1991.tb00084.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1991",
}
@Article{Chanda:1991:SCL,
author = "Kamal C. Chanda",
title = "Stationarity and Central Limit Theorem Associated with
Bilinear Time Series Models",
journal = j-J-TIME-SER-ANAL,
volume = "12",
number = "4",
pages = "301--313",
month = jul,
year = "1991",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1991.tb00085.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1991",
}
@Article{Chiu:1991:LEP,
author = "Shean-Tsong Chiu",
title = "A Linear Estimation Procedure for the Parameters of
Autoregressive Moving-Average Processes",
journal = j-J-TIME-SER-ANAL,
volume = "12",
number = "4",
pages = "315--327",
month = jul,
year = "1991",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1991.tb00086.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1991",
}
@Article{Cox:1991:LRD,
author = "D. R. Cox",
title = "Long-Range Dependence, Non-Linearity and Time
Irreversibility",
journal = j-J-TIME-SER-ANAL,
volume = "12",
number = "4",
pages = "329--335",
month = jul,
year = "1991",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1991.tb00087.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1991",
}
@Article{Hurd:1991:GMD,
author = "Harry L. Hurd and Neil L. Gerr",
title = "Graphical Methods for Determining the Presence of
Periodic Correlation",
journal = j-J-TIME-SER-ANAL,
volume = "12",
number = "4",
pages = "337--350",
month = jul,
year = "1991",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1991.tb00088.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1991",
}
@Article{Melard:1991:CEA,
author = "Guy Melard and Marianne Paesmans and Roch Roy",
title = "Consistent Estimation of the Asymptotic Covariance
Structure of Multivariate Serial Correlations",
journal = j-J-TIME-SER-ANAL,
volume = "12",
number = "4",
pages = "351--361",
month = jul,
year = "1991",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1991.tb00089.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1991",
}
@Article{Yu:1991:MSS,
author = "Gwo-Hsing Yu and Yow-Chang Lin",
title = "A Methodology for Selecting Subset Autoregressive Time
Series Models",
journal = j-J-TIME-SER-ANAL,
volume = "12",
number = "4",
pages = "363--373",
month = jul,
year = "1991",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1991.tb00090.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1991",
}
@Article{Allende:1992:RGM,
author = "Hector Allende and Siegfried Heiler",
title = "Recursive Generalized M Estimates for Autoregressive
Moving-Average Models",
journal = j-J-TIME-SER-ANAL,
volume = "13",
number = "1",
pages = "1--18",
month = jan,
year = "1992",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1992.tb00091.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1992",
}
@Article{Chan:1992:NTS,
author = "Ngai Hang Chan and Lanh Tat Tran",
title = "Nonparametric Tests for Serial Dependence",
journal = j-J-TIME-SER-ANAL,
volume = "13",
number = "1",
pages = "19--28",
month = jan,
year = "1992",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1992.tb00092.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1992",
}
@Article{Hall:1992:JHT,
author = "Alastair Hall",
title = "Joint Hypothesis Tests for a Random Walk Based on
Instrumental Variable Estimators",
journal = j-J-TIME-SER-ANAL,
volume = "13",
number = "1",
pages = "29--45",
month = jan,
year = "1992",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1992.tb00093.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1992",
}
@Article{Hidalgo:1992:ASE,
author = "F. Javier Hidalgo",
title = "Adaptive Semiparametric Estimation in the Presence of
Autocorrelation of Unknown Form",
journal = j-J-TIME-SER-ANAL,
volume = "13",
number = "1",
pages = "47--78",
month = jan,
year = "1992",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1992.tb00094.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1992",
}
@Article{Martin:1992:TTS,
author = "Vance L. Martin",
title = "Threshold Time Series Models As Multimodal
Distribution Jump Processes",
journal = j-J-TIME-SER-ANAL,
volume = "13",
number = "1",
pages = "79--94",
month = jan,
year = "1992",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1992.tb00095.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1992",
}
@Article{Brockwell:1992:EST,
author = "Peter J. Brockwell and Jian Liu and Richard L.
Tweedie",
title = "On the Existence of Stationary Threshold
Autoregressive Moving-Average Processes",
journal = j-J-TIME-SER-ANAL,
volume = "13",
number = "2",
pages = "95--107",
month = mar,
year = "1992",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1992.tb00096.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1992",
}
@Article{Joyeux:1992:TSC,
author = "Roselyne Joyeux",
title = "Tests for Seasonal Cointegration Using Principal
Components",
journal = j-J-TIME-SER-ANAL,
volume = "13",
number = "2",
pages = "109--118",
month = mar,
year = "1992",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1992.tb00097.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1992",
}
@Article{Lim:1992:STI,
author = "K. S. Lim",
title = "On the Stability of a Threshold {$ {\rm AR}(1) $}
Without Intercepts",
journal = j-J-TIME-SER-ANAL,
volume = "13",
number = "2",
pages = "119--132",
month = mar,
year = "1992",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1992.tb00098.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1992",
}
@Article{Reinsel:1992:MLE,
author = "Gregory C. Reinsel and Sabyasachi Basu and Sook Fwe
Yap",
title = "Maximum Likelihood Estimators in the Multivariate
Autoregressive Moving-Average Model from a Generalized
Least Squares Viewpoint",
journal = j-J-TIME-SER-ANAL,
volume = "13",
number = "2",
pages = "133--145",
month = mar,
year = "1992",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1992.tb00099.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1992",
}
@Article{Tuan:1992:ADP,
author = "Dinh Pham Tuan",
title = "Approximate Distribution of Parameter Estimators for
First-Order Autoregressive Models",
journal = j-J-TIME-SER-ANAL,
volume = "13",
number = "2",
pages = "147--170",
month = mar,
year = "1992",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1992.tb00100.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1992",
}
@Article{Zhou:1992:AEP,
author = "Guofu Zhou",
title = "Algorithms for Estimation of Possibly Nonstationary
Vector Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "13",
number = "2",
pages = "171--188",
month = mar,
year = "1992",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1992.tb00101.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1992",
}
@Article{Anonymous:1992:C,
author = "Anonymous",
title = "Correction",
journal = j-J-TIME-SER-ANAL,
volume = "13",
number = "3",
pages = "281--282",
month = may,
year = "1992",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1992.tb00107.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1992",
}
@Article{Burman:1992:DDE,
author = "P. Burman and D. Nolan",
title = "Data-Dependent Estimation of Prediction Functions",
journal = j-J-TIME-SER-ANAL,
volume = "13",
number = "3",
pages = "189--207",
month = may,
year = "1992",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1992.tb00102.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1992",
}
@Article{Hardle:1992:KRS,
author = "Wolfgang H{\"a}rdle and Philippe Vieu",
title = "Kernel Regression Smoothing of Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "13",
number = "3",
pages = "209--232",
month = may,
year = "1992",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1992.tb00103.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1992",
}
@Article{Hinich:1992:NDT,
author = "Melvin J. Hinich and Douglas M. Patterson",
title = "A New Diagnostic Test of Model Inadequacy Which Uses
the Martingale Difference Criterion",
journal = j-J-TIME-SER-ANAL,
volume = "13",
number = "3",
pages = "233--252",
month = may,
year = "1992",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1992.tb00104.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1992",
}
@Article{Lawrance:1992:RRA,
author = "A. J. Lawrance and P. A. W. Lewis",
title = "Reversed Residuals in Autoregressive Time Series
Analysis",
journal = j-J-TIME-SER-ANAL,
volume = "13",
number = "3",
pages = "253--266",
month = may,
year = "1992",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1992.tb00105.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1992",
}
@Article{Rabinovitch:1992:PNS,
author = "A. Rabinovitch and R. Thieberger",
title = "`Purifying' Noisy Signals",
journal = j-J-TIME-SER-ANAL,
volume = "13",
number = "3",
pages = "267--280",
month = may,
year = "1992",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1992.tb00106.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1992",
}
@Article{Hong-zhi:1992:NNA,
author = "An Hong-zhi",
title = "Non-Negative Autoregressive Models",
journal = j-J-TIME-SER-ANAL,
volume = "13",
number = "4",
pages = "283--295",
month = jul,
year = "1992",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1992.tb00108.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1992",
}
@Article{Kreiss:1992:BSA,
author = "Jens-Peter Kreiss and J{\"u}rgen Franke",
title = "Bootstrapping Stationary Autoregressive Moving-Average
Models",
journal = j-J-TIME-SER-ANAL,
volume = "13",
number = "4",
pages = "297--317",
month = jul,
year = "1992",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1992.tb00109.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1992",
}
@Article{Liu:1992:SRK,
author = "Jian Liu",
title = "Spectral Radius, {Kronecker} Products and
Stationarity",
journal = j-J-TIME-SER-ANAL,
volume = "13",
number = "4",
pages = "319--325",
month = jul,
year = "1992",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1992.tb00110.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1992",
}
@Article{Marriott:1992:RAN,
author = "J. M. Marriott and A. F. M. Smith",
title = "Reparametrization Aspects of Numerical {Bayesian}
Methodology for Autoregressive Moving-Average Models",
journal = j-J-TIME-SER-ANAL,
volume = "13",
number = "4",
pages = "327--343",
month = jul,
year = "1992",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1992.tb00111.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1992",
}
@Article{Pourahmadi:1992:CCC,
author = "Mohsen Pourahmadi and A. G. Miamee",
title = "Computation of Canonical Correlation Between Past and
Future of a Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "13",
number = "4",
pages = "345--351",
month = jul,
year = "1992",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1992.tb00112.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1992",
}
@Article{Reinsel:1992:VAM,
author = "Gregory C. Reinsel and Sung K. Ahn",
title = "Vector Autoregressive Models with Unit Roots and
Reduced Rank Structure: Estimation. {Likelihood} Ratio
Test, and Forecasting",
journal = j-J-TIME-SER-ANAL,
volume = "13",
number = "4",
pages = "353--375",
month = jul,
year = "1992",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1992.tb00113.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1992",
}
@Article{Breidt:1992:TRI,
author = "F. J. Breidt and R. A. Davis",
title = "Time-Reversibility, Identifiability and Independence
of Innovations for Stationary Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "13",
number = "5",
pages = "377--390",
month = sep,
year = "1992",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1992.tb00114.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1992",
}
@Article{Lii:1992:DSN,
author = "K.-S. Lii and T.-H. Tsou",
title = "Detecting Sinusoids in Non-{Gaussian} Noise",
journal = j-J-TIME-SER-ANAL,
volume = "13",
number = "5",
pages = "391--409",
month = sep,
year = "1992",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1992.tb00115.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1992",
}
@Article{Marshall:1992:SSM,
author = "Pablo Marshall",
title = "State Space Models with Diffuse Initial Conditions",
journal = j-J-TIME-SER-ANAL,
volume = "13",
number = "5",
pages = "411--414",
month = sep,
year = "1992",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1992.tb00116.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1992",
}
@Article{Paparoditis:1992:OIS,
author = "Efstathios Paparoditis and Bernd Streitberg",
title = "Order Identification Statistics in Stationary
Autoregressive Moving-Average Models:Vector
Autocorrelations and the Bootstrap",
journal = j-J-TIME-SER-ANAL,
volume = "13",
number = "5",
pages = "415--434",
month = sep,
year = "1992",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1992.tb00117.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1992",
}
@Article{Reschenhofer:1992:TWN,
author = "E. Reschenhofer and I. M. Bomze",
title = "Testing for White Noise Against Multimodal Spectral
Alternatives",
journal = j-J-TIME-SER-ANAL,
volume = "13",
number = "5",
pages = "435--439",
month = sep,
year = "1992",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1992.tb00118.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1992",
}
@Article{Rigas:1992:SAS,
author = "A. G. Rigas",
title = "Spectral Analysis of Stationary Point Processes Using
the {Fast Fourier Transform} Algorithm",
journal = j-J-TIME-SER-ANAL,
volume = "13",
number = "5",
pages = "441--450",
month = sep,
year = "1992",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1992.tb00119.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1992",
}
@Article{Zhang:1992:RAB,
author = "H.-C. Zhang",
title = "Reduction of the Asymptotic Bias of Autoregressive and
Spectral Estimators by Tapering",
journal = j-J-TIME-SER-ANAL,
volume = "13",
number = "5",
pages = "451--469",
month = sep,
year = "1992",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1992.tb00120.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1992",
}
@Article{Agiakloglou:1992:EED,
author = "C. Agiakloglou and P. Newbold",
title = "Empirical Evidence on {Dickey--Fuller}-Type Tests",
journal = j-J-TIME-SER-ANAL,
volume = "13",
number = "6",
pages = "471--483",
month = nov,
year = "1992",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1992.tb00121.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "November 1992",
}
@Article{Anderson:1992:PAP,
author = "O. D. Anderson",
title = "Partial Autocorrelation Properties for Non-Stationary
Autoregressive Moving-Average Models",
journal = j-J-TIME-SER-ANAL,
volume = "13",
number = "6",
pages = "485--500",
month = nov,
year = "1992",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1992.tb00122.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "November 1992",
}
@Article{Bera:1992:TCH,
author = "A. K. Bera and M. L. Higgins",
title = "A Test for Conditional Heteroskedasticity in Time
Series Models",
journal = j-J-TIME-SER-ANAL,
volume = "13",
number = "6",
pages = "501--519",
month = nov,
year = "1992",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1992.tb00123.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "November 1992",
}
@Article{Sesay:1992:FDE,
author = "S. A. O. Sesay and T. Subba Rao",
title = "Frequency-Domain Estimation of Bilinear Time Series
Models",
journal = j-J-TIME-SER-ANAL,
volume = "13",
number = "6",
pages = "521--545",
month = nov,
year = "1992",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1992.tb00124.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "November 1992",
}
@Article{Yuan:1992:CTU,
author = "J. Yuan and T. Subba Rao",
title = "Classification of Textures Using Second-Order
Spectra",
journal = j-J-TIME-SER-ANAL,
volume = "13",
number = "6",
pages = "547--562",
month = nov,
year = "1992",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1992.tb00125.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "November 1992",
}
@Article{Anderson:1993:ARP,
author = "P. L. Anderson and A. V. Vecchia",
title = "Asymptotic Results for Periodic Autoregressive
Moving-Average Processes",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "1",
pages = "1--18",
month = jan,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00126.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1993",
}
@Article{Hosking:1993:ASS,
author = "J. R. M. Hosking and Nalini Ravishanker",
title = "Approximate Simultaneous Significance Intervals for
Residual Autocorrelations of Autoregressive
Moving-Average Time Series Models",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "1",
pages = "19--26",
month = jan,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00127.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1993",
}
@Article{Huang:1993:ENS,
author = "D. Huang and V. V. Anh",
title = "Estimation of the Non-Stationary Factor in Aruma
Models",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "1",
pages = "27--46",
month = jan,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00128.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1993",
}
@Article{Koreisha:1993:DOV,
author = "Sergio G. Koreisha and Tarmo Pukkila",
title = "Determining the Order of a Vector Autoregression When
the Number of Component Series Is Large",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "1",
pages = "47--69",
month = jan,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00129.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1993",
}
@Article{McCormick:1993:ENA,
author = "William P. McCormick and George Mathew",
title = "Estimation for Nonnegative Autoregressive Processes
with an Unknown Location Parameter",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "1",
pages = "71--92",
month = jan,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00130.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1993",
}
@Article{Meyn:1993:GED,
author = "Sean P. Meyn and Lei Guo",
title = "Geometric Ergodicity of a Doubly Stochastic Time
Series Model",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "1",
pages = "93--108",
month = jan,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00131.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1993",
}
@Article{Andel:1993:TSM,
author = "Jir{\'\i} Andel",
title = "A Time Series Model with Suddenly Changing
Parameters",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "2",
pages = "111--123",
month = mar,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00132.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1993",
}
@Article{Bhansali:1993:EPE,
author = "R. J. Bhansali",
title = "Estimation of the Prediction Error Variance and an {$
R^2 $} Measure by Autoregressive Model Fitting",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "2",
pages = "125--146",
month = mar,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00133.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1993",
}
@Article{Hannan:1993:LFE,
author = "E. J. Hannan and D. Huang",
title = "On-Line Frequency Estimation",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "2",
pages = "147--161",
month = mar,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00134.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1993",
}
@Article{Hodges:1993:CME,
author = "P. E. Hodges and D. F. Hale",
title = "A Computational Method for Estimating Densities of
Non-{Gaussian} Nonstationary Univariate Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "2",
pages = "163--178",
month = mar,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00135.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1993",
}
@Article{Hong-Zhi:1993:ERA,
author = "An Hong-Zhi and Huang Fuchun",
title = "Estimation for Regressive and Autoregressive Models
with Non-Negative Residual Errors",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "2",
pages = "179--191",
month = mar,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00136.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1993",
}
@Article{Martin:1993:EPP,
author = "Donald E. K. Martin and Benjamin Kedem",
title = "Estimation of the Period of Periodically Correlated
Sequences",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "2",
pages = "193--205",
month = mar,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00137.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1993",
}
@Article{McLeod:1993:NAM,
author = "A. I. McLeod",
title = "A Note on {ARMA} Model Parameter Redundancy",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "2",
pages = "207--208",
month = mar,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00138.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "March 1993",
}
@Article{Terasvirta:1993:PNN,
author = "Timo Ter{\"a}svirta and Chien-Fu Lin and Clive W. J.
Granger",
title = "Power of the Neural Network Linearity Test",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "2",
pages = "209--220",
month = mar,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00139.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1993",
}
@Article{Abraham:1993:EMA,
author = "Bovas Abraham and Alice Chuang",
title = "Expectation-Maximization Algorithms and the Estimation
of Time Series Models in the Presence of Outliers",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "3",
pages = "221--234",
month = may,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00140.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1993",
}
@Article{Agiakloglou:1993:BEF,
author = "Christos Agiakloglou and Paul Newbold and Mark Wohar",
title = "Bias in an Estimator of the Fractional Difference
Parameter",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "3",
pages = "235--246",
month = may,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00141.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1993",
}
@Article{Bai:1993:PSR,
author = "Jushan Bai",
title = "On the Partial Sums of Residuals in Autoregressive and
Moving Average Models",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "3",
pages = "247--260",
month = may,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00142.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1993",
}
@Article{Hotta:1993:EAP,
author = "L. K. Hotta and J. Cardosc Neto",
title = "The Effect of Aggregation on Prediction in
Autoregressive Integrated Moving-Average Models",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "3",
pages = "261--269",
month = may,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00143.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1993",
}
@Article{Hurvich:1993:CAI,
author = "Clifford M. Hurvich and Chih-Ling Tsai",
title = "A Corrected {Akaike} Information Criterion for Vector
Autoregressive Model Selection",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "3",
pages = "271--279",
month = may,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00144.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1993",
}
@Article{Hyndman:1993:YWE,
author = "Rob J. Hyndman",
title = "{Yule--Walker} Estimates for Continuous-Time
Autoregressive Models",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "3",
pages = "281--296",
month = may,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00145.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1993",
}
@Article{Nassiuma:1993:NSA,
author = "Dankit Nassiuma",
title = "Non-Stationary Autoregressive Moving-Average Processes
with Infinite Variance",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "3",
pages = "297--304",
month = may,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00146.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1993",
}
@Article{Nsiri:1993:IML,
author = "Sa{\"\i}d Nsiri and Roch Roy",
title = "On the Invertibility of Multivariate Linear
Processes",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "3",
pages = "305--316",
month = may,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00147.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1993",
}
@Article{Spall:1993:DNA,
author = "James C. Spall",
title = "The Distribution of Nonstationary Autoregressive
Processes Under General Noise Conditions",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "3",
pages = "317--330",
month = may,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00148.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
note = "See correction \cite{Spall:1993:CDN}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1993",
}
@Article{Cheung:1993:TFI,
author = "Yin-Wong Cheung",
title = "Tests for Fractional Integration: A {Monte Carlo}
Investigation",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "4",
pages = "331--345",
month = jul,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00149.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1993",
}
@Article{Hall:1993:PEW,
author = "Peter Hall and Jeffrey D. Hart",
title = "On the Probability of Error When Using a General
{Akaike}-Type Criterion to Estimate Autoregression
Order",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "4",
pages = "347--368",
month = jul,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00150.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1993",
}
@Article{Hassler:1993:RSE,
author = "Uwe Hassler",
title = "Regression of Spectral Estimators with Fractionally
Integrated Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "4",
pages = "369--380",
month = jul,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00151.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1993",
}
@Article{Smith:1993:VEQ,
author = "B. Smith and C. Field",
title = "Variance Estimation for Quadratic Statistics",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "4",
pages = "381--395",
month = jul,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00152.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1993",
}
@Article{Taniguchi:1993:NPA,
author = "Masanobu Taniguchi and Masao Kondo",
title = "Non-Parametric Approach in Time Series Analysis",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "4",
pages = "397--408",
month = jul,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00153.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1993",
}
@Article{Toloi:1993:SAA,
author = "Cl{\'e}lia M. C. Toloi and Pedro A. Morettin",
title = "Spectral Analysis for Amplitude-Modulated Time
Series",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "4",
pages = "409--432",
month = jul,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00154.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1993",
}
@Article{Wang:1993:ATE,
author = "Xiaobao Wang",
title = "An {AIC} Type Estimator for the Number of
Cosinusoids",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "4",
pages = "433--440",
month = jul,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00155.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1993",
}
@Article{Geweke:1993:BTA,
author = "John Geweke and Nobuhiko Terui",
title = "{Bayesian} Threshold Autoregressive Models for
Nonlinear Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "5",
pages = "441--454",
month = sep,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00156.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:56:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1993",
}
@Article{Hassler:1993:PR,
author = "Uwe Hassler",
title = "The Periodogram Regression",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "5",
pages = "549--549",
month = sep,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00164.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:56:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1993",
}
@Article{Hurvich:1993:ALF,
author = "Clifford M. Hurvich and Kaizo I. Beltrao",
title = "Asymptotics for the Low-Frequency Ordinates of the
Periodogram of a Long-Memory Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "5",
pages = "455--472",
month = sep,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00157.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:56:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1993",
}
@Article{Kabaila:1993:BPI,
author = "Paul Kabaila",
title = "On Bootstrap Predictive Inference for Autoregressive
Processes",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "5",
pages = "473--484",
month = sep,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00158.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:56:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1993",
}
@Article{Kavalieris:1993:TFE,
author = "L. Kavalieris",
title = "Transfer Function Estimation",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "5",
pages = "485--496",
month = sep,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00159.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:56:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1993",
}
@Article{Minozzo:1993:UEL,
author = "M. Minozzo and A. Azzalini",
title = "On the Unimodality of the Exact Likelihood Function
for Normal {$ {\rm AR}(2) $} Series",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "5",
pages = "497--509",
month = sep,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00160.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:56:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1993",
}
@Article{Ray:1993:MLM,
author = "Bonnie K. Ray",
title = "Modeling Long-Memory Processes for Optimal Long-Range
Prediction",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "5",
pages = "511--525",
month = sep,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00161.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:56:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1993",
}
@Article{Singer:1993:CTD,
author = "Hermann Singer",
title = "Continuous-Time Dynamical Systems with Sampled Data,
Errors of Measurement and Unobserved Components",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "5",
pages = "527--545",
month = sep,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00162.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:56:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1993",
}
@Article{Spall:1993:CDN,
author = "J. C. Spall",
title = "Correction to {``The Distribution of Nonstationary
Autoregressive Processes Under General Noise
Conditions''}",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "5",
pages = "550--550",
month = sep,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00165.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:56:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
note = "See \cite{Spall:1993:DNA}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1993",
}
@Article{Wang:1993:NSF,
author = "Xiaobao Wang",
title = "Non-Singularity of {Fisher} Information for
Autoregressive Moving-Average Processes",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "5",
pages = "547--548",
month = sep,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00163.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:56:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1993",
}
@Article{Anderson:1993:EGL,
author = "Oliver D. Anderson",
title = "Exact General-Lag Serial Correlation Moments and
Approximate Low-Lag Partial Correlation Moments for
{Gaussian} White Noise",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "6",
pages = "551--574",
month = nov,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00166.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "November 1993",
}
@Article{Li:1993:EBD,
author = "Ta-Hsin Li",
title = "Estimation and Blind Deconvolution of Autoregressive
Systems with Nonstationary Binary Inputs",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "6",
pages = "575--588",
month = nov,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00167.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "November 1993",
}
@Article{Libert:1993:ISS,
author = "Ga{\"e}tan Libert and Liang Wang and Bao Liu",
title = "An Innovation State Space Approach for Time Series
Forecasting",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "6",
pages = "589--601",
month = nov,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00168.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "November 1993",
}
@Article{Penm:1993:RFS,
author = "Jack H. W. Penm and Jammie H. Penm and R. D. Terrell",
title = "The Recursive Fitting of Subset {VARX} Models",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "6",
pages = "603--619",
month = nov,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00169.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "November 1993",
}
@Article{Sakai:1993:DNT,
author = "Hideaki Sakai",
title = "The Determination of the Number of Terms in a
Multichannel Sinusoidal Regression",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "6",
pages = "621--628",
month = nov,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00170.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "November 1993",
}
@Article{Shin:1993:MLE,
author = "Dong Wan Shin",
title = "Maximum Likelihood Estimation for Autoregressive
Processes Disturbed by a Moving Average",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "6",
pages = "629--643",
month = nov,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00171.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "November 1993",
}
@Article{Ula:1993:FMP,
author = "Taylan A. Ula",
title = "Forecasting of Multivariate Periodic Autoregressive
Moving-Average Processes",
journal = j-J-TIME-SER-ANAL,
volume = "14",
number = "6",
pages = "645--657",
month = nov,
year = "1993",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1993.tb00172.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "November 1993",
}
@Article{Chang:1994:ROT,
author = "Ming Chun Chang and David A. Dickey",
title = "Recognizing Overdifferenced Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "1",
pages = "1--18",
month = jan,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00173.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:56:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1994",
}
@Article{Hassler:1994:MSL,
author = "Uwe Hassler",
title = "(Mis)Specification of Long Memory in Seasonal Time
Series",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "1",
pages = "19--30",
month = jan,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00174.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:56:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1994",
}
@Article{Hurvich:1994:APA,
author = "Clifford M. Hurvich and Kaizo I. Beltrao",
title = "Acknowledgement of Priority for ``Asymptotics for the
Low-Frequency Ordinates of the Periodogram of a
Long-Memory Time Series''",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "1",
pages = "64--64",
month = jan,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00177.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:56:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1994",
}
@Article{Kadi:1994:RAU,
author = "A. Kadi and G. Oppenheim and M. C. Viano",
title = "Random Aggregation of Univariate and Multivariate
Linear Processes",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "1",
pages = "31--43",
month = jan,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00175.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:56:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1994",
}
@Article{Kedem:1994:IFA,
author = "Benjamin Kedem and James Troendle",
title = "An Iterative Filtering Algorithm for Non-{Fourier}
Frequency Estimation",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "1",
pages = "45--63",
month = jan,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00176.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:56:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1994",
}
@Article{Lye:1994:NLT,
author = "Jenny N. Lye and Vance L. Martin",
title = "Non-Linear Time Series Modelling and Distributional
Flexibility",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "1",
pages = "65--84",
month = jan,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00178.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:56:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1994",
}
@Article{Pfeffermann:1994:GME,
author = "D. Pfeffermann",
title = "A General Method for Estimating the Variances of
{X-11} Seasonally Adjusted Estimators",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "1",
pages = "85--116",
month = jan,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00179.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:56:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1994",
}
@Article{Zhang:1994:DAS,
author = "Guoqiang Zhang and Masanobu Taniguchi",
title = "Discriminant Analysis for Stationary Vector Time
Series",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "1",
pages = "117--126",
month = jan,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00180.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:56:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1994",
}
@Article{Bloomfield:1994:PCS,
author = "Peter Bloomfield and Harry L. Hurd and Robert B.
Lund",
title = "Periodic Correlation in Stratospheric Ozone Data",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "2",
pages = "127--150",
month = mar,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00181.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1994",
}
@Article{Cox:1994:BRD,
author = "D. R. Cox",
title = "Book Review: {{\booktitle{Developments in Time Series
Analysis}}, T. Subba Rao, Editor}",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "2",
pages = "251--252",
month = mar,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00189.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1994",
}
@Article{deJong:1994:SNS,
author = "Pidt de Jong and Singfat Chu-Chun-Lin",
title = "Stationary and Non-Stationary State Space Models",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "2",
pages = "151--166",
month = mar,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00182.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1994",
}
@Article{Eltinge:1994:CTC,
author = "John L. Eltinge",
title = "Comparison of Time and Cross-Sectional Aggregation
Under a Time Series Random Component Model",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "2",
pages = "167--181",
month = mar,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00183.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1994",
}
@Article{Fruhwirth-Schnatter:1994:DAD,
author = "Sylvia Fr{\"u}hwirth-Schnatter",
title = "Data Augmentation and Dynamic Linear Models",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "2",
pages = "183--202",
month = mar,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00184.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1994",
}
@Article{Kokoszka:1994:IVS,
author = "Piotr S. Kokoszka and Murad S. Taqqu",
title = "Infinite Variance Stable {ARMA} Processes",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "2",
pages = "203--220",
month = mar,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00185.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "March 1994",
}
@Article{McCulloch:1994:BAA,
author = "Robert E. McCulloch and Ruey S. Tsay",
title = "{Bayesian} Analysis of Autoregressive Time Series Via
the {Gibbs} Sampler",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "2",
pages = "235--250",
month = mar,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00188.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1994",
}
@Article{McLeod:1994:DCP,
author = "A. I. McLeod",
title = "Diagnostic Checking of Periodic Autoregression Models
with Application",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "2",
pages = "221--233",
month = mar,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00186.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1994",
}
@Article{Priestley:1994:PEJ,
author = "M. B. Priestley",
title = "{Professor Edward James Hannan} (1921--1994)",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "2",
pages = "234--234",
month = mar,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00187.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1994",
}
@Article{Agiakloglou:1994:LMT,
author = "Christos Agiakloglou and Paul Newbold",
title = "{Lagrange} Multiplier Tests for Fractional
Difference",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "3",
pages = "253--262",
month = may,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00190.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1994",
}
@Article{Bentarzi:1994:IPM,
author = "Mohamed Bentarzi and Marc Hallin",
title = "On the Invertibility of Periodic Moving-Average
Models",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "3",
pages = "263--268",
month = may,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00191.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1994",
}
@Article{Beran:1994:ELM,
author = "Jan Beran and Norma Terrin",
title = "Estimation of the Long-Memory Parameter, Based on a
Multivariate Central Limit Theorem",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "3",
pages = "269--278",
month = may,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00192.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1994",
}
@Article{Hall:1994:OIM,
author = "Alastair Hall",
title = "Order Identification in Misspecified Autoregressive
Time Series Models",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "3",
pages = "279--283",
month = may,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00193.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1994",
}
@Article{Hurvich:1994:ASE,
author = "Clifford M. Hurvich and Kaizo I. Beltrao",
title = "Automatic Semiparametric Estimation of the Memory
Parameter of a Long-Memory Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "3",
pages = "285--302",
month = may,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00194.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1994",
}
@Article{Kakizawa:1994:AES,
author = "Yoshihide Kakizawa and Masanobu Taniguchi",
title = "Asymptotic Efficiency of the Sample Covariances in a
{Gaussian} Stationary Process",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "3",
pages = "303--311",
month = may,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00195.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1994",
}
@Article{Nassiuma:1994:SSS,
author = "Dankit K. Nassiuma",
title = "Symmetric Stable Sequences with Missing Observations",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "3",
pages = "313--323",
month = may,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00196.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1994",
}
@Article{Paparoditis:1994:VAG,
author = "Efstathios Paparoditis",
title = "On Vector Autocorrelations and Generalized
Second-Order Functions for Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "3",
pages = "325--334",
month = may,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00197.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1994",
}
@Article{Reisen:1994:EFD,
author = "Valderio A. Reisen",
title = "Estimation of the Fractional Difference Parameter in
the {$ {\rm ARIMA}(p, d, q) $} Model Using the Smoothed
Periodogram",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "3",
pages = "335--350",
month = may,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00198.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARIMA (Autoregressive integrated moving average)",
onlinedate = "May 1994",
}
@Article{Breitung:1994:SST,
author = "Jorg Breitung",
title = "Some Simple Tests of the Moving-Average Unit Root
Hypothesis",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "4",
pages = "351--370",
month = jul,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00199.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1994",
}
@Article{Granger:1994:UMI,
author = "Clive Granger and Jin-Lung Lin",
title = "Using the Mutual Information Coefficient to Identify
Lags in Nonlinear Models",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "4",
pages = "371--384",
month = jul,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00200.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1994",
}
@Article{Ku:1994:NPS,
author = "Simon Ku and Eugene Seneta",
title = "The Number of Peaks in a Stationary Sample and Orthant
Probabilities",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "4",
pages = "385--403",
month = jul,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00201.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1994",
}
@Article{Truong:1994:STS,
author = "Young K. Truong and Charles J. Stone",
title = "Semiparametric Time Series Regression",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "4",
pages = "405--428",
month = jul,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00202.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1994",
}
@Article{vonSachs:1994:PIN,
author = "Rainer von Sachs",
title = "Peak-Insensitive Non-Parametric Spectrum Estimation",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "4",
pages = "429--452",
month = jul,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00203.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1994",
}
@Article{Bai:1994:LSE,
author = "Jushan Bai",
title = "Least Squares Estimation of a Shift in Linear
Processes",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "5",
pages = "453--472",
month = sep,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00204.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1994",
}
@Article{Chen:1994:LWE,
author = "Gemai Chen and Bovas Abraham and Shelton Peiris",
title = "Lag Window Estimation of the Degree of Differencing in
Fractionally Integrated Time Series Models",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "5",
pages = "473--487",
month = sep,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00205.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1994",
}
@Article{Gray:1994:GFP,
author = "Henry L. Gray and Nien-Fan Zhang and Wayne A.
Woodward",
title = "On Generalized Fractional Processes --- a Correction",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "5",
pages = "561--562",
month = sep,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00211.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1994",
}
@Article{Holst:1994:RES,
author = "Ulla Holst and Georg Lindgren and Jan Holst and Mikael
Thuvesholmen",
title = "Recursive Estimation in Switching Autoregressions with
a {Markov} Regime",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "5",
pages = "489--506",
month = sep,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00206.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1994",
}
@Article{Kabaila:1994:DSA,
author = "Paul Kabaila",
title = "The Detection of a Single Additive Outlier of Unknown
Position",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "5",
pages = "507--522",
month = sep,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00207.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1994",
}
@Article{McCulloch:1994:SAE,
author = "Robert E. McCulloch and Ruey S. Tsay",
title = "Statistical Analysis of Economic Time Series Via
{Markov} Switching Models",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "5",
pages = "523--539",
month = sep,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00208.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1994",
}
@Article{Politis:1994:MEP,
author = "Dimitris N. Politis",
title = "On the Maximum Entropy Property of Nonlinear
Autoregressions",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "5",
pages = "541--543",
month = sep,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00209.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1994",
}
@Article{Zhang:1994:NWE,
author = "Hu-Ming Zhang and Ping Wang",
title = "A New Way to Estimate Orders in Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "5",
pages = "545--559",
month = sep,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00210.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1994",
}
@Article{Anonymous:1994:AAS,
author = "Anonymous",
title = "The {Australian Academy of Science} Establishes a
{Hannan Medal for Distinguished Research in the
Mathematical Sciences}",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "6",
pages = "649--649",
month = nov,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00219.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "November 1994",
}
@Article{Escribano:1994:CCF,
author = "Alvaro Escribano and Daniel Pe{\~n}a",
title = "Cointegration and Common Factors",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "6",
pages = "577--586",
month = nov,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00213.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "November 1994",
}
@Article{Feuerverger:1994:EFI,
author = "Andrey Feuerverger and Peter Hall and Andrew T. A.
Wood",
title = "Estimation of Fractal Index and Fractal Dimension of a
{Gaussian} Process by Counting the Number of Level
Crossings",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "6",
pages = "587--606",
month = nov,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00214.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "November 1994",
}
@Article{Hallin:1994:PNA,
author = "Marc Hallin",
title = "On the {Pitman} Non-Admissibility of Correlogram-Based
Methods",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "6",
pages = "607--611",
month = nov,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00215.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "November 1994",
}
@Article{Kavalieris:1994:DNT,
author = "L. Kavalieris and E. J. Hannan",
title = "Determining the Number of Terms in a Trigonometric
Regression",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "6",
pages = "613--625",
month = nov,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00216.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "November 1994",
}
@Article{Li:1994:SRA,
author = "W. K. Li and T. K. Mak",
title = "On the Squared Residual Autocorrelations in Non-Linear
Time Series with Conditional Heteroskedasticity",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "6",
pages = "627--636",
month = nov,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00217.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "November 1994",
}
@Article{Robinson:1994:EJH,
author = "P. M. Robinson",
title = "{Edward J. Hannan}, 1921--1994",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "6",
pages = "563--576",
month = nov,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00212.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "November 1994",
}
@Article{Velilla:1994:GFT,
author = "Santiago Velilla",
title = "A Goodness-Of-Fit Test for Autoregressive
Moving-Average Models Based on the Standardized Sample
Spectral Distribution of the Residuals",
journal = j-J-TIME-SER-ANAL,
volume = "15",
number = "6",
pages = "637--647",
month = nov,
year = "1994",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1994.tb00218.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "November 1994",
}
@Article{Chanda:1995:LSA,
author = "Kamal C. Chanda",
title = "Large Sample Analysis of Autoregressive Moving-Average
Models with Errors in Variables",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "1",
pages = "1--15",
month = jan,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00220.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1995",
}
@Article{Hurvich:1995:EMP,
author = "Clifford M. Hurvich and Bonnie K. Ray",
title = "Estimation of the Memory Parameter for Nonstationary
Or Noninvertible Fractionally Integrated Processes",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "1",
pages = "17--41",
month = jan,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00221.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1995",
}
@Article{Lii:1995:BAR,
author = "Keh-Shin Lii and Tai-Houn Tsou",
title = "Bispectral Analysis of Randomly Sampled Data",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "1",
pages = "43--66",
month = jan,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00222.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1995",
}
@Article{Politis:1995:BCN,
author = "Dimitris N. Politis and Joseph P. Romano",
title = "Bias-Corrected Nonparametric Spectral Estimation",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "1",
pages = "67--103",
month = jan,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00223.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1995",
}
@Article{Usami:1995:ECT,
author = "Yoshihiro Usami and Mituaki Huzii",
title = "Estimation of Coefficients of Time Series Regression
with a Nonstationary Error Process",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "1",
pages = "105--118",
month = jan,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00224.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1995",
}
@Article{Wright:1995:SOM,
author = "J. H. Wright",
title = "Stochastic Orders of Magnitude Associated with
Two-Stage Estimators of Fractional {ARIMA} Systems",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "1",
pages = "119--125",
month = jan,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00225.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARIMA (Autoregressive integrated moving average)",
onlinedate = "January 1995",
}
@Article{Adams:1995:PEP,
author = "G. J. Adams and G. C. Goodwin",
title = "Parameter Estimation for Periodic {ARMA} Models",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "2",
pages = "127--145",
month = mar,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00226.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "March 1995",
}
@Article{Arellano:1995:TTS,
author = "Consuelo Arellano and Sastry G. Pantula",
title = "Testing for Trend Stationarity Versus Difference
Stationarity",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "2",
pages = "147--164",
month = mar,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00227.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1995",
}
@Article{Beran:1995:TEV,
author = "Jan Beran and Theo Gasser",
title = "Testing Equality of Variances for Paired Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "2",
pages = "165--176",
month = mar,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00228.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1995",
}
@Article{Breidt:1995:IBP,
author = "F. Jay Breidt and Richard A. Davis and William T. M.
Dunsmuir",
title = "Improved Bootstrap Prediction Intervals for
Autoregressions",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "2",
pages = "177--200",
month = mar,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00229.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1995",
}
@Article{Dargahi-Noubary:1995:SMI,
author = "G. R. Dargahi-Noubary",
title = "Stochastic Modeling and Identification of Seismic
Records Based on Established Deterministic
Formulations",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "2",
pages = "201--220",
month = mar,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00230.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1995",
}
@Article{Leibowitz:1995:APS,
author = "Daniela Leibowitz and Elia M. Leibowitz",
title = "An Algorithm for a Period Search in a Sparsely Covered
Time Series at a Fixed Phase",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "2",
pages = "221--236",
month = mar,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00231.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1995",
}
@Article{Walker:1995:RPC,
author = "A. M. Walker",
title = "On Results of {Porat} Concerning Asymptotic Efficiency
of Sample Covariances of {Gaussian} {ARMA} Processes",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "2",
pages = "237--248",
month = mar,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00232.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "March 1995",
}
@Article{Anonymous:1995:BR,
author = "Anonymous",
title = "Book Review",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "3",
pages = "355--358",
month = may,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00239.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1995",
}
@Article{Hamilton:1995:CRP,
author = "David Hamilton and Ka Ho Wu",
title = "Confidence Regions for Parameters in the {$ {\rm
AR}(1) $} Model",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "3",
pages = "249--265",
month = may,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00233.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1995",
}
@Article{Koreisha:1995:ISA,
author = "Sergio G. Koreisha and Tarmo Pukkila",
title = "The Identification of Seasonal Autoregressive Models",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "3",
pages = "267--290",
month = may,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00234.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1995",
}
@Article{Lii:1995:SRS,
author = "Keh-Shin Lii and Elias Masry",
title = "On the Selection of Random Sampling Schemes for the
Spectral Estimation of Continuous Time Processes",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "3",
pages = "291--311",
month = may,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00235.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1995",
}
@Article{Marmol:1995:SRB,
author = "Francesc Marmol",
title = "Spurious Regressions Between I( d ) Processes",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "3",
pages = "313--321",
month = may,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00236.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1995",
}
@Article{Viano:1995:LRD,
author = "M. C. Viano and Cl. Deniau and G. Oppenheim",
title = "Long-Range Dependence and Mixing for Discrete Time
Fractional Processes",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "3",
pages = "323--338",
month = may,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00237.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1995",
}
@Article{Yap:1995:RET,
author = "Sook Fwe Yap and Gregory C. Reinsel",
title = "Results on Estimation and Testing for a Unit Root in
the Nonstationary Autoregressive Moving-Average Model",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "3",
pages = "339--353",
month = may,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00238.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1995",
}
@Article{Kooperberg:1995:LEP,
author = "Charles Kooperberg and Charles J. Stone and Young K.
Truong",
title = "Logspline Estimation of a Possibly Mixed Spectral
Distribution",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "4",
pages = "359--388",
month = jul,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00240.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1995",
}
@Article{Kooperberg:1995:RCL,
author = "Charles Kooperberg and Charles J. Stone and Young K.
Truong",
title = "Rate of Convergence for Logspline Spectral Density
Estimation",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "4",
pages = "389--401",
month = jul,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00241.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1995",
}
@Article{Miller:1995:GVR,
author = "John P. Miller and Paul Newbold",
title = "A Generalized Variance Ratio Test of {$ {\rm ARIMA}(p,
1, q) $} Model Specification",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "4",
pages = "403--413",
month = jul,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00242.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARIMA (Autoregressive integrated moving average)",
onlinedate = "July 1995",
}
@Article{Park:1995:AEU,
author = "Heon Jin Park and Wayne A. Fuller",
title = "Alternative Estimators and Unit Root Tests for the
Autoregressive Process",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "4",
pages = "415--429",
month = jul,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00243.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1995",
}
@Article{Shin:1995:EMA,
author = "Dong Wan Shin and Sahadeb Sarkar",
title = "Estimation of the Multivariate Autoregressive Moving
Average Having Parameter Restrictions and an
Application to Rotational Sampling",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "4",
pages = "431--444",
month = jul,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00244.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1995",
}
@Article{Barnard:1995:ASC,
author = "Roger W. Barnard and Kamal C. Chanda",
title = "An Application of the {Schur--Cohn} Algorithm to Time
Series Analysis",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "5",
pages = "445--449",
month = sep,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00245.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1995",
}
@Article{Brockwell:1995:NED,
author = "Peter J. Brockwell",
title = "A Note on the Embedding of Discrete-Time {ARMA}
Processes",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "5",
pages = "451--460",
month = sep,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00246.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "September 1995",
}
@Article{Chen:1995:BIT,
author = "Cathy W. S. Chen and Jack C. Lee",
title = "{Bayesian} Inference of Threshold Autoregressive
Models",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "5",
pages = "483--492",
month = sep,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00248.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1995",
}
@Article{Chen:1995:TVS,
author = "Rong Chen",
title = "Threshold Variable Selection in Open-Loop Threshold
Autoregressive Models",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "5",
pages = "461--481",
month = sep,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00247.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1995",
}
@Article{Cheung:1995:EFS,
author = "Yin-Wong Cheung and Kon S. Lai",
title = "Estimating Finite Sample Critical Values for Unit Root
Tests Using Pure Random Walk Processes: A Note",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "5",
pages = "493--498",
month = sep,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00249.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1995",
}
@Article{Cubadda:1995:NTS,
author = "Gianluca Cubadda",
title = "A Note on Testing for Seasonal Cointegration Using
Principal Components in the Frequency Domain",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "5",
pages = "499--508",
month = sep,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00250.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1995",
}
@Article{Grahn:1995:CLS,
author = "T. Grahn",
title = "A Conditional Least Squares Approach to Bilinear Time
Series Estimation",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "5",
pages = "509--529",
month = sep,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00251.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1995",
}
@Article{Baragona:1995:LII,
author = "Roberto Baragona and Francesco Battaglia",
title = "Linear Interpolators and the Inverse Correlation
Function of Non-Stationary Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "6",
pages = "531--538",
month = nov,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00252.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "November 1995",
}
@Article{Corradi:1995:NTI,
author = "Valentina Corradi",
title = "Nonlinear Transformations of Integrated Time Series: A
Reconsideration",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "6",
pages = "539--549",
month = nov,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00253.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "November 1995",
}
@Article{Haddad:1995:RPI,
author = "John N. Haddad",
title = "The Recursive Property of the Inverse of the
Covariance Matrix of a Moving-Average Process of
General Order",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "6",
pages = "551--554",
month = nov,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00254.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "November 1995",
}
@Article{Hall:1995:RAU,
author = "Alastair Hall",
title = "Residual Autocovariances and Unit Root Tests Based on
Instrumental Variable Estimators from Time Series
Regression Models",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "6",
pages = "555--569",
month = nov,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00255.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "November 1995",
}
@Article{Hall:1995:SDT,
author = "Peter Hall and Rodney C. L. Wolff",
title = "On the Strength of Dependence of a Time Series
Generated by a Chaotic Map",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "6",
pages = "571--583",
month = nov,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00256.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "November 1995",
}
@Article{Janas:1995:CNL,
author = "Daniel Janas and Rainer von Sachs",
title = "Consistency for Non-Linear Functions of the
Periodogram of Tapered Data",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "6",
pages = "585--606",
month = nov,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00257.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "November 1995",
}
@Article{McLeod:1995:DCP,
author = "A. I. McLeod",
title = "Diagnostic Checking of Periodic Autoregression Models
with Application",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "6",
pages = "647--648",
month = nov,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00260.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "November 1995",
}
@Article{Miller:1995:EML,
author = "James W. Miller",
title = "Exact Maximum Likelihood Estimation in Autoregressive
Processes",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "6",
pages = "607--615",
month = nov,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00258.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "November 1995",
}
@Article{Poskitt:1995:RBG,
author = "D. S. Poskitt and M. O. Salau",
title = "On the Relationship Between Generalized Least Squares
and {Gaussian} Estimation of Vector {ARMA} Models",
journal = j-J-TIME-SER-ANAL,
volume = "16",
number = "6",
pages = "617--645",
month = nov,
year = "1995",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1995.tb00259.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "November 1995",
}
@Article{Chan:1996:AIN,
author = "Ngai Hang Chan and Ruey S. Tsay",
title = "Asymptotic Inference for Non-Invertible Moving-Average
Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "17",
number = "1",
pages = "1--17",
month = jan,
year = "1996",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1996.tb00261.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1996",
}
@Article{Comte:1996:SEL,
author = "F. Comte",
title = "Simulation and Estimation of Long Memory Continuous
Time Models",
journal = j-J-TIME-SER-ANAL,
volume = "17",
number = "1",
pages = "19--36",
month = jan,
year = "1996",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1996.tb00262.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1996",
}
@Article{Gonzalo:1996:RPT,
author = "Jesus Gonzalo and Tae-Hwy Lee",
title = "Relative Power of t Type Tests for Stationary and Unit
Root Processes",
journal = j-J-TIME-SER-ANAL,
volume = "17",
number = "1",
pages = "37--47",
month = jan,
year = "1996",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1996.tb00263.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1996",
}
@Article{Kim:1996:BSK,
author = "Tae Yoon Kim and Dennis D. Cox",
title = "Bandwidth Selection in Kernel Smoothing of Time
Series",
journal = j-J-TIME-SER-ANAL,
volume = "17",
number = "1",
pages = "49--63",
month = jan,
year = "1996",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1996.tb00264.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1996",
}
@Article{Li:1996:MSO,
author = "Lei Li and Zhongjie Xie",
title = "Model Selection and Order Determination for Time
Series by Information Between the Past and the Future",
journal = j-J-TIME-SER-ANAL,
volume = "17",
number = "1",
pages = "65--84",
month = jan,
year = "1996",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1996.tb00265.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1996",
}
@Article{Priestley:1996:WTD,
author = "M. B. Priestley",
title = "Wavelets and Time-Dependent Spectral Analysis",
journal = j-J-TIME-SER-ANAL,
volume = "17",
number = "1",
pages = "85--103",
month = jan,
year = "1996",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1996.tb00266.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1996",
}
@Article{Shin:1996:DRA,
author = "Dong Wan Shin and Jong Hyup Lee",
title = "Distribution of Residual Autocorrelations in
Nonstationary Autoregressive Processes",
journal = j-J-TIME-SER-ANAL,
volume = "17",
number = "1",
pages = "105--109",
month = jan,
year = "1996",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1996.tb00267.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1996",
}
@Article{Chung:1996:GFI,
author = "Ching-Fan Chung",
title = "A Generalized Fractionally Integrated Autoregressive
Moving-Average Process",
journal = j-J-TIME-SER-ANAL,
volume = "17",
number = "2",
pages = "111--140",
month = mar,
year = "1996",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1996.tb00268.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1996",
}
@Article{Heyde:1996:RST,
author = "C. C. Heyde and W. Dai",
title = "On the Robustness to Small Trends of Estimation Based
on the Smoothed Periodogram",
journal = j-J-TIME-SER-ANAL,
volume = "17",
number = "2",
pages = "141--150",
month = mar,
year = "1996",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1996.tb00269.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1996",
}
@Article{Newbold:1996:BNT,
author = "Paul Newbold and Dimitrios Vougas",
title = "{Beveridge--Nelson}-Type Trends for {$ {\rm I}(2) $}
and Some Seasonal Models",
journal = j-J-TIME-SER-ANAL,
volume = "17",
number = "2",
pages = "151--169",
month = mar,
year = "1996",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1996.tb00270.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1996",
}
@Article{Rigas:1996:SAS,
author = "A. G. Rigas",
title = "Spectral Analysis of a Stationary Bivariate Point
Process with Applications to Neurophysiological
Problems",
journal = j-J-TIME-SER-ANAL,
volume = "17",
number = "2",
pages = "171--187",
month = mar,
year = "1996",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1996.tb00271.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1996",
}
@Article{Stramer:1996:AMC,
author = "O. Stramer",
title = "On the Approximation of Moments for Continuous Time
Threshold {ARMA} Processes",
journal = j-J-TIME-SER-ANAL,
volume = "17",
number = "2",
pages = "189--202",
month = mar,
year = "1996",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1996.tb00272.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "March 1996",
}
@Article{Wong:1996:BAE,
author = "Chi-ming Wong and Robert Kohn",
title = "A {Bayesian} Approach to Estimating and Forecasting
Additive Nonparametric Autoregressive Models",
journal = j-J-TIME-SER-ANAL,
volume = "17",
number = "2",
pages = "203--220",
month = mar,
year = "1996",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1996.tb00273.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "March 1996",
}
@Article{Boswijk:1996:URP,
author = "H. Peter Boswijk and Philip Hans Franses",
title = "Unit Roots in Periodic Autoregressions",
journal = j-J-TIME-SER-ANAL,
volume = "17",
number = "3",
pages = "221--245",
month = may,
year = "1996",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1996.tb00274.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1996",
}
@Article{Buhlmann:1996:LAL,
author = "Peter B{\"u}hlmann",
title = "Locally Adaptive Lag-Window Spectral Estimation",
journal = j-J-TIME-SER-ANAL,
volume = "17",
number = "3",
pages = "247--270",
month = may,
year = "1996",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1996.tb00275.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1996",
}
@Article{Delgado:1996:TSI,
author = "Miguel A. Delgado",
title = "Testing Serial Independence Using the Sample
Distribution Function",
journal = j-J-TIME-SER-ANAL,
volume = "17",
number = "3",
pages = "271--285",
month = may,
year = "1996",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1996.tb00276.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1996",
}
@Article{Sato:1996:SPM,
author = "Seisho Sato and Naoto Kunitomo",
title = "Some Properties of the Maximum Likelihood Estimator in
the Simultaneous Switching Autoregressive Model",
journal = j-J-TIME-SER-ANAL,
volume = "17",
number = "3",
pages = "287--307",
month = may,
year = "1996",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1996.tb00277.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1996",
}
@Article{Shin:1996:EMV,
author = "Dong Wan Shin and Sahadeb Sarkar",
title = "Estimation of the Multi-Variate Autoregressive Moving
Average Having Parameter Restrictions and an
Application to Rotational Sampling",
journal = j-J-TIME-SER-ANAL,
volume = "17",
number = "3",
pages = "321--321",
month = may,
year = "1996",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1996.tb00279.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1996",
}
@Article{Shin:1996:TUR,
author = "Dong Wan Shin and Sahadeb Sarkar",
title = "Testing for a Unit Root in an {$ {\rm AR}(1) $} Time
Series Using Irregularly Observed Data",
journal = j-J-TIME-SER-ANAL,
volume = "17",
number = "3",
pages = "309--321",
month = may,
year = "1996",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1996.tb00278.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "May 1996",
}
@Article{Anderson:1996:HOM,
author = "Oliver D. Anderson and Zhao-Guo Chen",
title = "Higher Order Moments of Sample Autocovariances and
Sample Autocorrelations from an Independent Time
Series",
journal = j-J-TIME-SER-ANAL,
volume = "17",
number = "4",
pages = "323--331",
month = jul,
year = "1996",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1996.tb00280.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1996",
}
@Article{Boshnakov:1996:RCP,
author = "Georgi N. Boshnakov",
title = "Recursive Computation of the Parameters of Periodic
Autoregressive Moving-Average Processes",
journal = j-J-TIME-SER-ANAL,
volume = "17",
number = "4",
pages = "333--349",
month = jul,
year = "1996",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1996.tb00281.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1996",
}
@Article{Huang:1996:LHF,
author = "Dawei Huang",
title = "On Low and High Frequency Estimation",
journal = j-J-TIME-SER-ANAL,
volume = "17",
number = "4",
pages = "351--365",
month = jul,
year = "1996",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1996.tb00282.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1996",
}
@Article{Kakizawa:1996:TOA,
author = "Yoshihide Kakizawa",
title = "Third-Order Asymptotic Properties of Estimators in
{Gaussian} {ARMA} Processes with Unknown Mean",
journal = j-J-TIME-SER-ANAL,
volume = "17",
number = "4",
pages = "367--377",
month = jul,
year = "1996",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1996.tb00283.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "July 1996",
}
@Article{Ng:1996:EEE,
author = "Serena Ng and Pierre Perron",
title = "The Exact Error in Estimating the Spectral Density at
the Origin",
journal = j-J-TIME-SER-ANAL,
volume = "17",
number = "4",
pages = "379--408",
month = jul,
year = "1996",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1996.tb00284.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1996",
}
@Article{Snyder:1996:IKF,
author = "Ralph D. Snyder and Grant R. Saligari",
title = "Initialization of the {Kalman} Filter with Partially
Diffuse Initial Conditions",
journal = j-J-TIME-SER-ANAL,
volume = "17",
number = "4",
pages = "409--424",
month = jul,
year = "1996",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1996.tb00285.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "July 1996",
}
@Article{Dehay:1996:RSE,
author = "D. Dehay and V. Monsan",
title = "Random Sampling Estimation for Almost Periodically
Correlated Processes",
journal = j-J-TIME-SER-ANAL,
volume = "17",
number = "5",
pages = "425--445",
month = sep,
year = "1996",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1996.tb00286.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1996",
}
@Article{Fernandez-Macho:1996:SML,
author = "F. Javier Fern{\'a}ndez-Macho",
title = "Spectral Maximum Likelihood Estimation of a
Signal-To-Noise Ratio Lying in the Vicinity of Zero",
journal = j-J-TIME-SER-ANAL,
volume = "17",
number = "5",
pages = "447--459",
month = sep,
year = "1996",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1996.tb00287.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1996",
}
@Article{Raimondo:1996:TCP,
author = "M. Raimondo",
title = "Testing Change-Points in the Explosive {Gaussian}
Autoregressive Processes",
journal = j-J-TIME-SER-ANAL,
volume = "17",
number = "5",
pages = "461--480",
month = sep,
year = "1996",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1996.tb00288.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1996",
}
@Article{Saikkonen:1996:TOD,
author = "Pentti Saikkonen and Ritva Luukkonen",
title = "Testing the Order of Differencing in Time Series
Regression",
journal = j-J-TIME-SER-ANAL,
volume = "17",
number = "5",
pages = "481--496",
month = sep,
year = "1996",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1996.tb00289.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1996",
}
@Article{Schmid:1996:OTT,
author = "W. Schmid",
title = "An Outlier Test for Time Series Based on a Two-Sided
Predictor",
journal = j-J-TIME-SER-ANAL,
volume = "17",
number = "5",
pages = "497--510",
month = sep,
year = "1996",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1996.tb00290.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1996",
}
@Article{Svensson:1996:OPC,
author = "A. Svensson and J. Holst and R. Lindquist and G.
Lindgren",
title = "Optimal Prediction of Catastrophes in Autoregressive
Moving-Average Processes",
journal = j-J-TIME-SER-ANAL,
volume = "17",
number = "5",
pages = "511--531",
month = sep,
year = "1996",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1996.tb00291.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "September 1996",
}
@Article{Anderson:1996:AAT,
author = "T. W. Anderson and Linfeng You",
title = "Adequacy of Asymptotic Theory for Goodness-Of-Fit
Criteria for Spectral Distributions",
journal = j-J-TIME-SER-ANAL,
volume = "17",
number = "6",
pages = "533--552",
month = nov,
year = "1996",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1996.tb00292.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "November 1996",
}
@Article{Lindoff:1996:BCR,
author = "B. Lindoff and J. Holst",
title = "Bias and Covariance of the Recursive Least Squares
Estimator with Exponential Forgetting in Vector
Autoregressions",
journal = j-J-TIME-SER-ANAL,
volume = "17",
number = "6",
pages = "553--570",
month = nov,
year = "1996",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1996.tb00293.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "November 1996",
}
@Article{Masry:1996:MLP,
author = "Elias Masry",
title = "Multivariate Local Polynomial Regression for Time
Series:Uniform Strong Consistency and Rates",
journal = j-J-TIME-SER-ANAL,
volume = "17",
number = "6",
pages = "571--599",
month = nov,
year = "1996",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1996.tb00294.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "November 1996",
}
@Article{Neumann:1996:SDE,
author = "Michael H. Neumann",
title = "Spectral Density Estimation Via Nonlinear Wavelet
Methods for Stationary Non-{Gaussian} Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "17",
number = "6",
pages = "601--633",
month = nov,
year = "1996",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1996.tb00295.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "November 1996",
}
@Article{Baragona:1997:OCA,
author = "R. Baragona and F. Carlucci",
title = "An Optimality Criterion for Aggregating a Set of Time
Series in a Composite Index",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "1",
pages = "1--9",
month = jan,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00035",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1997",
}
@Article{Barnett:1997:RBE,
author = "Glen Barnett and Robert Kohn and Simon Sheather",
title = "Robust {Bayesian} Estimation of
Autoregressive--Moving-Average Models",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "1",
pages = "11--28",
month = jan,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00036",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1997",
}
@Article{Flores:1997:GTU,
author = "Rafael Flores and Alfonso Novales",
title = "A General Test for Univariate Seasonality",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "1",
pages = "29--48",
month = jan,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00037",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1997",
}
@Article{Giraitis:1997:ROS,
author = "Liudas Giraitis and Peter M. Robinson and Alexander
Samarov",
title = "Rate Optimal Semiparametric Estimation of the Memory
Parameter of the {Gaussian} Time Series with Long-Range
Dependence",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "1",
pages = "49--60",
month = jan,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00038",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1997",
}
@Article{Keenan:1997:CLT,
author = "Daniel M. Keenan",
title = "A Central Limit Theorem for m ( n ) Autocovariances",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "1",
pages = "61--78",
month = jan,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00039",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1997",
}
@Article{Sun:1997:SGS,
author = "T. C. Sun and Milton Chaika",
title = "On Simulation of a {Gaussian} Stationary Process",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "1",
pages = "79--93",
month = jan,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00040",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "January 1997",
}
@Article{Hidalgo:1997:NPE,
author = "Javier Hidalgo",
title = "Non-Parametric Estimation with Strongly Dependent
Multivariate Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "2",
pages = "95--122",
month = mar,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00041",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 June 2008",
}
@Article{Kunst:1997:TCN,
author = "Robert M. Kunst",
title = "Testing for Cyclical Non-Stationarity in
Autoregressive Processes",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "2",
pages = "123--135",
month = mar,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00042",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 June 2008",
}
@Article{Lobato:1997:CAC,
author = "Ignacio N. Lobato",
title = "Consistency of the Averaged Cross-Periodogram in Long
Memory Series",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "2",
pages = "137--155",
month = mar,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00043",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 June 2008",
}
@Article{Mitchell:1997:ECM,
author = "Heather Mitchell and Peter Brockwell",
title = "Estimation of the Coefficients of a Multivariate
Linear Filter Using the Innovations Algorithm",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "2",
pages = "157--179",
month = mar,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00044",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 June 2008",
}
@Article{Wong:1997:FDT,
author = "Woon Wong",
title = "Frequency Domain Tests of Multivariate {Gaussianity}
and Linearity",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "2",
pages = "181--194",
month = mar,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00045",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 June 2008",
}
@Article{Zhang:1997:PMN,
author = "Xichuan Zhang and R. Deane Terrell",
title = "Projection Modulus: a New Direction for Selecting
Subset Autoregressive Models",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "2",
pages = "195--212",
month = mar,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00046",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:52:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 June 2008",
}
@Article{Bhansali:1997:RAS,
author = "R. J. Bhansali",
title = "Robustness of the autoregressive spectral estimate for
linear processes with infinite variance",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "3",
pages = "213--229",
month = may,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00047",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:53:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Gao:1997:CTW,
author = "Hong-Ye Gao",
title = "Choice of thresholds for wavelet shrinkage estimate of
the spectrum",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "3",
pages = "231--251",
month = may,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00048",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:53:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Hong:1997:OST,
author = "Yongmiao Hong",
title = "One-sided testing for conditional heteroskedasticity
in time series models",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "3",
pages = "253--277",
month = may,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00049",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:53:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Teverovsky:1997:TLR,
author = "Vadim Teverovsky and Murad Taqqu",
title = "Testing for long-range dependence in the presence of
shifting means or a slowly declining trend, using a
variance-type estimator",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "3",
pages = "279--304",
month = may,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00050",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:53:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Turkman:1997:EBT,
author = "K. F. Turkman and M. A. Amaral Turkman",
title = "Extremes of bilinear time series models",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "3",
pages = "305--319",
month = may,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00051",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:53:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Anonymous:1997:C,
author = "Anonymous",
title = "Corrigendum",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "3",
pages = "320--320",
month = may,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00052",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:53:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 June 2008",
}
@Article{Anderson:1997:GFT,
author = "T. W. Anderson",
title = "Goodness-of-fit tests for autoregressive processes",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "4",
pages = "321--339",
month = jul,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00053",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:53:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Cappuccio:1997:SRB,
author = "Nunzio Cappuccio and Diego Lubian",
title = "Spurious regressions between {$ {\rm I}(1) $}
processes with long memory errors",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "4",
pages = "341--354",
month = jul,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00054",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:53:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Cheng:1997:ZCR,
author = "Ximing Cheng and Yougui Wu and Jinguan Du and Huowang
Liu",
title = "The zero-crossing rate of $p$ th-order autoregressive
processes",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "4",
pages = "355--374",
month = jul,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00055",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:53:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Datta:1997:NDE,
author = "Somnath Datta",
title = "A note on L 1 density estimation for linear
processes",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "4",
pages = "375--383",
month = jul,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00056",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:53:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Deo:1997:ATC,
author = "R. S. Deo",
title = "Asymptotic theory for certain regression models with
long memory errors",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "4",
pages = "385--393",
month = jul,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00057",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:53:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{McCabe:1997:PAT,
author = "B. P. M. McCabe and S. J. Leybourne and Y. Shin",
title = "A Parametric approach to testing the null of
cointegration",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "4",
pages = "395--413",
month = jul,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00058",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:53:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Sakai:1997:BPA,
author = "Hideaki Sakai and Shyuichi Ohno",
title = "On backward periodic autoregressive processes",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "4",
pages = "415--427",
month = jul,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00059",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:53:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{So:1997:MMA,
author = "Mike K. P. So and W. K. Li and K. Lam",
title = "Multivariate modelling of the autoregressive random
variance process",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "4",
pages = "429--446",
month = jul,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00060",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:53:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Ling:1997:DCN,
author = "Shiqing Ling and W. K. Li",
title = "Diagnostic checking of nonlinear multivariate time
series with multivariate arch errors",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "5",
pages = "447--464",
month = sep,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00061",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:53:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Lopes:1997:SDC,
author = "Artur Lopes and Selvia Lopes and Rafael R. Souza",
title = "On the spectral density of a class of chaotic time
series",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "5",
pages = "465--474",
month = sep,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00062",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:53:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Shin:1997:SMN,
author = "Dong Wan Shin and Yoon Dong Lee",
title = "A study on misspecified nonstationary autoregressive
time series with a unit root",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "5",
pages = "475--484",
month = sep,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00063",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:53:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Shoji:1997:CSE,
author = "Isao Shoji and Tohru Ozaki",
title = "Comparative study of estimation methods for continuous
time stochastic processes",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "5",
pages = "485--506",
month = sep,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00064",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:53:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Smith:1997:CBM,
author = "Jeremy Smith and Nick Taylor and Sanjay Yadav",
title = "Comparing the bias and misspecification in {ARFIMA}
models",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "5",
pages = "507--527",
month = sep,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00065",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:53:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Anonymous:1997:BR,
author = "Anonymous",
title = "Book reviews",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "5",
pages = "529--534",
month = sep,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00066",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:53:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 June 2008",
}
@Article{Berlinet:1997:BFN,
author = "Alain Berlinet and Christian Francq",
title = "On {Bartlett}'s Formula for Non-linear Processes",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "6",
pages = "535--552",
month = nov,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00067",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:53:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Francq:1997:WND,
author = "Christian Francq and Michel Roussignol",
title = "On White Noises Driven by Hidden {Markov} Chains",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "6",
pages = "553--578",
month = nov,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00068",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:53:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Muller:1997:ILS,
author = "Daniel Muller and William W. S. Wei",
title = "Iterative Least Squares Estimation and Identification
of the Transfer Function Model",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "6",
pages = "579--592",
month = nov,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00069",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:53:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Muller:1997:BMN,
author = "Peter M{\"u}ller and Mike West and Steven MacEachern",
title = "{Bayesian} Models for Non-linear Autoregressions",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "6",
pages = "593--614",
month = nov,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00070",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:53:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Poggi:1997:TLF,
author = "Jean-Michel Poggi and Bruno Portier",
title = "A Test of Linearity for Functional Autoregressive
Models",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "6",
pages = "615--639",
month = nov,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00071",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:53:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Shibata:1997:CFE,
author = "Ritei Shibata and Mutsumi Takagiwa",
title = "Consistency of Frequency Estimates Based on the
Wavelet Transform",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "6",
pages = "641--662",
month = nov,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00072",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:53:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Anonymous:1997:JTS,
author = "Anonymous",
title = "{{\booktitle{Journal of Time Series Analysis}}}: Index
to Volume 18 1997",
journal = j-J-TIME-SER-ANAL,
volume = "18",
number = "6",
pages = "663--664",
month = nov,
year = "1997",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00073",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:53:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 June 2008",
}
@Article{DeGooijer:1998:TMA,
author = "Jan {De Gooijer}",
title = "On threshold moving-average models",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "1",
pages = "1--18",
month = jan,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00074",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Hurvich:1998:MSE,
author = "Clifford M. Hurvich and Rohit Deo and Julia Brodsky",
title = "The mean squared error of {Geweke} and
{Porter-Hudak}'s estimator of the memory parameter of a
long-memory time series",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "1",
pages = "19--46",
month = jan,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00075",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Li:1998:TCA,
author = "Ta-Hsin Li",
title = "Time-correlation analysis of nonstationary time
series",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "1",
pages = "47--67",
month = jan,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00076",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Li:1998:TAF,
author = "Ta-Hsin Li and Benjamin Kedem",
title = "Tracking abrupt frequency changes",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "1",
pages = "69--82",
month = jan,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00077",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Leybourne:1998:URS,
author = "Stephen Leybourne and Paul Newbold and Dimitrios
Vougas",
title = "Unit roots and smooth transitions",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "1",
pages = "83--97",
month = jan,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00078",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Pai:1998:BAA,
author = "Jeffrey S. Pai and Nalini Ravishanker",
title = "{Bayesian} analysis of autoregressive fractionally
integrated moving-average processes",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "1",
pages = "99--112",
month = jan,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00079",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Wong:1998:NCA,
author = "C. S. Wong and W. K. Li",
title = "A note on the corrected {Akaike} information criterion
for threshold autoregressive models",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "1",
pages = "113--124",
month = jan,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00080",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Turkman:1998:BR,
author = "K. F. Turkman",
title = "Book Review",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "1",
pages = "125--126",
month = jan,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00081",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Burman:1998:SMS,
author = "Prabir Burman and Robert Shumway",
title = "Semiparametric Modeling of Seasonal Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "2",
pages = "127--145",
month = mar,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00082",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Franses:1998:TUR,
author = "Philip Hans Franses and Michael McAleer",
title = "Testing for unit roots and non-linear
transformations",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "2",
pages = "147--164",
month = mar,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00083",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Kulperger:1998:TIT,
author = "R. J. Kulperger and R. A. Lockhart",
title = "Tests of Independence in Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "2",
pages = "165--185",
month = mar,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00084",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Mentz:1998:RVE,
author = "Raul P. Mentz and Pedro A. Morettin and Cl{\'e}lia
Toloi",
title = "On Residual Variance Estimation in Autoregressive
Models",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "2",
pages = "187--208",
month = mar,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00085",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Monti:1998:PEP,
author = "Anna Clara Monti",
title = "A proposal for estimation of the parameters of
multivariate moving-average models",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "2",
pages = "209--219",
month = mar,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00086",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Poggi:1998:EFI,
author = "John-Michel Poggi and Marie-Claude Viano",
title = "An Estimate of the Fractal Index Using Multiscale
Aggregates",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "2",
pages = "221--233",
month = mar,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00087",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Qiou:1998:BIT,
author = "Zuqiang Qiou and Nalini Ravishanker",
title = "{Bayesian} inference for time series with stable
innovations",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "2",
pages = "235--249",
month = mar,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00088",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Basawa:1998:BR,
author = "Iswar Basawa",
title = "Book Review",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "2",
pages = "251--252",
month = mar,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00089",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Abry:1998:LRD,
author = "Patrice Abry and Darryl Veitch and Patrick Flandrin",
title = "Long-range dependence: revisiting aggregation with
wavelets",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "3",
pages = "253--266",
month = may,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00090",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Banerjee:1998:ECM,
author = "Anindya Banerjee and Juan Dolado and Ricardo Mestre",
title = "Error-correction mechanism tests for cointegration in
a single-equation framework",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "3",
pages = "267--283",
month = may,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00091",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Cooil:1998:DET,
author = "Bruce Cooil and Luke Froeb",
title = "A difference estimator for testing equality of
variances for paired time series",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "3",
pages = "285--290",
month = may,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00092",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Krishnamurthy:1998:CEL,
author = "Vikram Krishnamurthy and Tobias Ryden",
title = "Consistent estimation of linear and non-linear
autoregressive models with {Markov} regime",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "3",
pages = "291--307",
month = may,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00093",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{McGee:1998:THC,
author = "Monnie McGee and Katherine Ensor",
title = "Tests for harmonic components in the spectra of
categorical time series",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "3",
pages = "309--323",
month = may,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00094",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Oya:1998:DFL,
author = "Kosuke Oya and Hiro Toda",
title = "{Dickey--Fuller}, {Lagrange} Multiplier and Combined
Tests for a Unit Root in Autoregressive Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "3",
pages = "325--347",
month = may,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00095",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Taylor:1998:TUR,
author = "A. M. Robert Taylor",
title = "Testing for Unit Roots in Monthly Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "3",
pages = "349--368",
month = may,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00096",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Wright:1998:TSB,
author = "Jonathan H. Wright",
title = "Testing for a structural break at unknown date with
long-memory disturbances",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "3",
pages = "369--376",
month = may,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00097",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Laycock:1998:BR,
author = "Patric Laycock",
title = "Book Review",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "3",
pages = "377--378",
month = may,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00098",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Deo:1998:LTF,
author = "Rohit S. Deo and Clifford M. Hurvich",
title = "Linear Trend with Fractionally Integrated Errors",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "4",
pages = "379--397",
month = jul,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00099",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Kim:1998:TCM,
author = "Jaehee H. Kim and Jeffrey D. Hart",
title = "Tests for change in a mean function when the data are
dependent",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "4",
pages = "399--424",
month = jul,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00100",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Larsson:1998:BCU,
author = "Rolf Larsson",
title = "{Bartlett} corrections for unit root test statistics",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "4",
pages = "425--438",
month = jul,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00101",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Latour:1998:ESS,
author = "Alain Latour",
title = "Existence and stochastic structure of a non-negative
integer-valued autoregressive process",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "4",
pages = "439--455",
month = jul,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00102",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{DeLuna:1998:IAF,
author = "Xavier {De Luna}",
title = "An Improvement of {Akaike}'s {FPE} Criterion to Reduce
its Variability",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "4",
pages = "457--471",
month = jul,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00103",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{McLeod:1998:HDT,
author = "A. I. McLeod",
title = "Hyperbolic Decay Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "4",
pages = "473--483",
month = jul,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00104",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Woodward:1998:FGL,
author = "Wayne A. Woodward and Q. C. Cheng and H. L. Gray",
title = "A $k$-Factor {GARMA} Long-memory Model",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "4",
pages = "485--504",
month = jul,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.1998.00105.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "17 December 2003",
}
@Article{Harvey:1998:TDV,
author = "Andrew Harvey and Mariane Streibel",
title = "Tests for Deterministic Versus Indeterministic
Cycles",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "5",
pages = "505--529",
month = sep,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00106",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Kilian:1998:ALO,
author = "Lutz Kilian",
title = "Accounting for lag order uncertainty in
autoregressions: the endogenous lag order bootstrap
algorithm",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "5",
pages = "531--548",
month = sep,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00107",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Prewitt:1998:GFT,
author = "Kathryn Prewitt",
title = "Goodness-of-fit Test in Parametric Time Series
Models",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "5",
pages = "549--574",
month = sep,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00108",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Schick:1998:AEA,
author = "Anton Schick",
title = "An adaptive estimator of the autocorrelation
coefficient in regression models with autoregressive
errors",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "5",
pages = "575--589",
month = sep,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00109",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Shin:1998:URT,
author = "Dong Wan Shin and Wayne Fuller",
title = "Unit root tests based on unconditional maximum
likelihood estimation for the autoregressive moving
average",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "5",
pages = "591--599",
month = sep,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00110",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Shin:1998:TUR,
author = "Dong Wan Shin and Sahadeb Sarkar",
title = "Testing for a unit root in autoregressive
moving-average models with missing data",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "5",
pages = "601--608",
month = sep,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00111",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Tam:1998:SMA,
author = "Wing-kuen Tam and Gregory Reinsel",
title = "Seasonal moving-average unit root tests in the
presence of a linear trend",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "5",
pages = "609--625",
month = sep,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00112",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Anonymous:1998:BR,
author = "Anonymous",
title = "Book Review",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "5",
pages = "627--628",
month = sep,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00113",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 June 2008",
}
@Article{Dahlhaus:1998:OSL,
author = "Rainer Dahlhaus and Liudas Giraitis",
title = "On the optimal segment length for parameter estimates
for locally stationary time series",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "6",
pages = "629--655",
month = nov,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00114",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Dai:1998:STB,
author = "Yuqing Dai and L. Billard",
title = "A Space-Time Bilinear Model and its Identification",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "6",
pages = "657--679",
month = nov,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00115",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Guo:1998:SIR,
author = "Jiin-Huarng Guo and L. Billard",
title = "Some inference results for causal autoregressive
processes on a plane",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "6",
pages = "681--691",
month = nov,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00116",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Kuan:1998:CPE,
author = "Chung-Ming Kuan and Chih-Chiang Hsu",
title = "Change-Point Estimation of Fractionally Integrated
Processes",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "6",
pages = "693--708",
month = nov,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00117",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Oke:1998:SRS,
author = "Thimothy Oke",
title = "Some Results on Specification Search and Pre-testing
in an {$ {\rm ARMA}(1, 1) $} Process",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "6",
pages = "709--722",
month = nov,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00118",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Shin:1998:LDR,
author = "Dong Wan Shin",
title = "The limiting distribution of the residual processes in
nonstationary autoregressive processes",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "6",
pages = "723--736",
month = nov,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00119",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Terdik:1998:NTL,
author = "Gy. Terdik and J. Math",
title = "A new test of linearity of time series based on the
bispectrum",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "6",
pages = "737--753",
month = nov,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00120",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2001",
}
@Article{Anonymous:1998:IV,
author = "Anonymous",
title = "Index to Volume 19, 1998",
journal = j-J-TIME-SER-ANAL,
volume = "19",
number = "6",
pages = "755--756",
month = nov,
year = "1998",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00121",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 June 2008",
}
@Article{vanGarderen:1999:EGA,
author = "Kees Jan van Garderen",
title = "Exact Geometry of Autoregressive Models",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "1",
pages = "1--21",
month = jan,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00122",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{He:1999:PAF,
author = "Changli He and Timo Ter{\"a}svirta",
title = "Properties of the Autocorrelation Function of Squared
Observations for Second-order {GARCH} Processes Under
Two Sets of Parameter Constraints",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "1",
pages = "23--30",
month = jan,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00123",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Komaki:1999:EMP,
author = "Fumiyasu Komaki",
title = "An estimating method for parametric spectral densities
of {Gaussian} time series",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "1",
pages = "31--50",
month = jan,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00124",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Leybourne:1999:SPP,
author = "Stephen Leybourne and Paul Newbold",
title = "On the size properties of {Phillips--Perron} tests",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "1",
pages = "51--61",
month = jan,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00125",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Pitt:1999:ACR,
author = "Michael K. Pitt and Neil Shephard",
title = "Analytic convergence rates and parameterization issues
for the {Gibbs} sampler applied to state space models",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "1",
pages = "63--85",
month = jan,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00126",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Velasco:1999:GSE,
author = "Carlos Velasco",
title = "{Gaussian} semiparametric estimation of non-stationary
time series",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "1",
pages = "87--127",
month = jan,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00127",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Abadir:1999:DCI,
author = "Karim M. Abadir and A. M. Robert Taylor",
title = "On the Definitions of (Co-)integration",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "2",
pages = "129--137",
month = mar,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00128",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Chambers:1999:NMS,
author = "Marcus J. Chambers",
title = "A note on modelling seasonal processes in continuous
time",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "2",
pages = "139--143",
month = mar,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00129",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Dargahi-Noubary:1999:LDG,
author = "G. R. Dargahi-Noubary",
title = "A Linear Discriminant for {Gaussian} Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "2",
pages = "145--153",
month = mar,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00130",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Hotta:1999:ADS,
author = "Luiz K. Hotta and Klaus L. Vasconcellos",
title = "Aggregation and Disaggregation of Structural Time
Series Models",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "2",
pages = "155--171",
month = mar,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00131",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Mukherjee:1999:AQR,
author = "Kanchan Mukherjee",
title = "Asymptotics of quantiles and rank scores in nonlinear
time series",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "2",
pages = "173--192",
month = mar,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00132",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Paparoditis:1999:LBP,
author = "Efstathios Paparoditis and Dimitris N. Politis",
title = "The Local Bootstrap for Periodogram Statistics",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "2",
pages = "193--222",
month = mar,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00133",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Jammalamadaka:1999:INO,
author = "S. Rao Jammalamadaka and Chengou Wu and Weiqung Wang",
title = "The Influence of Numerical and Observational Errors on
the Likelihood of an {ARMA} Series",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "2",
pages = "223--235",
month = mar,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00134",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "04 January 2002",
}
@Article{Vogelsang:1999:TSP,
author = "Timothy J. Vogelsang",
title = "Two simple procedures for testing for a unit root when
there are additive outliers",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "2",
pages = "237--252",
month = mar,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00135",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Corradi:1999:STV,
author = "Valentina Corradi and Halbert White",
title = "Specification tests for the variance of a diffusion",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "3",
pages = "253--270",
month = may,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00136",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Ferreira:1999:VBK,
author = "Eva Ferreira and Juan Manuel Rodriguez-Poo",
title = "Variable Bandwidth Kernel Estimators of the Spectral
Density",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "3",
pages = "271--287",
month = may,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00137",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Fokianos:1999:SAA,
author = "Konstantinos Fokianos and Benjamin Kedem",
title = "A stochastic approximation algorithm for the adaptive
control of time series following generalized linear
models",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "3",
pages = "289--308",
month = may,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00138",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Gerlach:1999:DTS,
author = "Richard Gerlach and Chris Carter and Robert Kohn",
title = "Diagnostics for Time Series Analysis",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "3",
pages = "309--330",
month = may,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00139",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Hurvich:1999:PSN,
author = "Clifford M. Hurvich and Rohit S. Deo",
title = "Plug-in selection of the number of frequencies in
regression estimates of the memory parameter of a
long-memory time series",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "3",
pages = "331--341",
month = may,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00140",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Kakizawa:1999:VEE,
author = "Yoshihide Kakizawa",
title = "Valid {Edgeworth} expansions of some estimators and
bootstrap confidence intervals in first-order
autoregression",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "3",
pages = "343--359",
month = may,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00141",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Anonymous:1999:BRa,
author = "Anonymous",
title = "Book Review",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "3",
pages = "361--363",
month = may,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00142",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 June 2008",
}
@Article{Allen:1999:NBE,
author = "Michael Allen and Somnath Datta",
title = "A Note on Bootstrapping {$M$}-Estimators in {ARMA}
Models",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "4",
pages = "365--379",
month = jul,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00143",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "04 January 2002",
}
@Article{Ben:1999:REV,
author = "Marta Garcia Ben and Elena J. Martinez and Victor J.
Yohai",
title = "Robust Estimation in Vector Autoregressive
Moving-Average Models",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "4",
pages = "381--399",
month = jul,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00144",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Huerta:1999:BIP,
author = "Gabriel Huerta and Mike West",
title = "{Bayesian} inference on periodicities and component
spectral structure in time series",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "4",
pages = "401--416",
month = jul,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00145",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Jian:1999:CEN,
author = "Huang Jian and Yudi Pawitan",
title = "Consistent estimation for non-{Gaussian} non-causal
autoregessive processes",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "4",
pages = "417--423",
month = jul,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00146",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Lin:1999:RMT,
author = "T. C. Lin and M. Pourahmadi and A. Schick",
title = "Regression Models with Time Series Errors",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "4",
pages = "425--433",
month = jul,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00147",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Martin:1999:DPA,
author = "Donald E. K. Martin",
title = "Detection of periodic autocorrelation in time series
data via zero-crossings",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "4",
pages = "435--452",
month = jul,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00148",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Smith:1999:LRT,
author = "Richard J. Smith and A. M. Robert Taylor",
title = "Likelihood Ratio Tests for Seasonal Unit Roots",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "4",
pages = "453--476",
month = jul,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00149",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Zielinski:1999:MUE,
author = "Ryszard Zielinski",
title = "A Median-Unbiased Estimator of the {$ {\rm AR}(1) $}
Coefficient",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "4",
pages = "477--481",
month = jul,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00150",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Chen:1999:PTA,
author = "Z. G. Chen and O. D. Anderson",
title = "Polyvariograms and their Asymptotes",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "5",
pages = "387--512",
month = sep,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00152",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Brockwell:1999:CNE,
author = "A. E. Brockwell and P. J. Brockwell",
title = "A Class of Non-Embeddable {ARMA} Processes",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "5",
pages = "483--486",
month = sep,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00151",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "04 January 2002",
}
@Article{Gilbert:1999:AOT,
author = "S. D. Gilbert",
title = "A Testing for the Onset of Trend, Using Wavelets",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "5",
pages = "513--526",
month = sep,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00153",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Gomez:1999:BND,
author = "Victor Gomez and Jorg Breitung",
title = "The {Beveridge--Nelson} decomposition: a different
perspective with new results",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "5",
pages = "527--535",
month = sep,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00154",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Icaza:1999:SSE,
author = "Gloria Icaza and Richard Jones",
title = "A State-Space {EM} Algorithm for Longitudinal Data",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "5",
pages = "537--550",
month = sep,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00155",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Kakizawa:1999:NAE,
author = "Yoshihide Kakizawa",
title = "Note on the asymptotic efficiency of sample
covariances in {Gaussian} vector stationary processes",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "5",
pages = "551--558",
month = sep,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00156",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Kato:1999:SDW,
author = "Takeshi Kato and Elias Masry",
title = "On the spectral density of the wavelet transform of
fractional {Brownian} motion",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "5",
pages = "559--563",
month = sep,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00157",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Lubian:1999:LME,
author = "Diego Lubian",
title = "Long-Memory errors in time series regressions with a
unit root",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "5",
pages = "565--577",
month = sep,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00158",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Yang:1999:NAM,
author = "Lijian Yang and Wolfgang H{\"a}rdle and Jens Nielsen",
title = "Nonparametric autoregression with multiplicative
volatility and additive mean",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "5",
pages = "579--604",
month = sep,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00159",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Anonymous:1999:CTO,
author = "Anonymous",
title = "Corrigendum: testing for the onset of trend, using
wavelets",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "6",
pages = "i--i",
month = nov,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00160",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Abraham:1999:IGA,
author = "B. Abraham and N. Balakrishna",
title = "Inverse {Gaussian} Autoregressive Models",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "6",
pages = "605--618",
month = nov,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00161",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Chen:1999:BAG,
author = "Hui Chen and J. P. Romano",
title = "Bootstrap-assisted goodness-of-fit tests in the
frequency domain",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "6",
pages = "619--654",
month = nov,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00162",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Kabaila:1999:RPP,
author = "Paul Kabaila",
title = "The Relevance Property For Prediction Intervals",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "6",
pages = "655--662",
month = nov,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00163",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Kabaila:1999:APE,
author = "Paul Kabaila and Zhisong He",
title = "On Assessing Prediction Error in Autoregressive
Models",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "6",
pages = "663--670",
month = nov,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00164",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Sollis:1999:URA,
author = "Robert Sollis and Stephen Leybourne and Paul Newbold",
title = "Unit Roots and Asymmetric Smooth Transitions",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "6",
pages = "671--677",
month = nov,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00165",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Tse:1999:NDM,
author = "Y. K. Tse and A. K. C. Tsui",
title = "A Note on Diagnosing Multivariate Conditional
Heteroscedasticity Models",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "6",
pages = "679--691",
month = nov,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00166",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Xia:1999:PPA,
author = "Xingcun Xia and H. Z. An",
title = "Projection Pursuit Autoregression in Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "6",
pages = "693--714",
month = nov,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00167",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Anonymous:1999:BRb,
author = "Anonymous",
title = "Book Review",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "6",
pages = "715--716",
month = nov,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00168",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 June 2008",
}
@Article{Anonymous:1999:JTS,
author = "Anonymous",
title = "{{\booktitle{Journal of Time Series Analysis}}}: index
to volume 20 1999",
journal = j-J-TIME-SER-ANAL,
volume = "20",
number = "6",
pages = "717--718",
month = nov,
year = "1999",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00169",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 June 2008",
}
@Article{Arteche:2000:SIS,
author = "Josu Arteche and Peter M. Robinson",
title = "Semiparametric inference in seasonal and cyclical long
memory processes",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "1",
pages = "1--25",
month = jan,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00170",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Hasseler:2000:SRL,
author = "Uwe Hasseler",
title = "Simple Regressions with Linear Time Trends",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "1",
pages = "27--32",
month = jan,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00171",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Lavielle:2000:LSE,
author = "Marc Lavielle and Eric Moulines",
title = "Least-squares estimation of an unknown number of
shifts in a time series",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "1",
pages = "33--59",
month = jan,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00172",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Leipus:2000:MLM,
author = "Remigijus Leipus and Marie-Claude Viano",
title = "Modelling long-memory time series with finite or
infinite variance: a general approach",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "1",
pages = "61--74",
month = jan,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00173",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Lund:2000:RPL,
author = "Robert Lund and I. V. Basawa",
title = "Recursive Prediction and Likelihood Evaluation for
Periodic {ARMA} Models",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "1",
pages = "75--93",
month = jan,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00174",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "04 January 2002",
}
@Article{Walker:2000:SRC,
author = "A. M. Walker",
title = "Some results concerning the asymptotic distribution of
sample {Fourier} transforms and periodograms for a
discrete-time stationary process with a continuous
spectrum",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "1",
pages = "95--109",
month = jan,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00175",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Anonymous:2000:BR,
author = "Anonymous",
title = "Book Review",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "1",
pages = "111--112",
month = jan,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00176",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 June 2008",
}
@Article{Chen:2000:HFE,
author = "Zhao-Guo Chen and Ka Ho Wu and Rainer Dahlhaus",
title = "Hidden Frequency Estimation with Data Tapers",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "2",
pages = "113--142",
month = mar,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00177",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Fasso:2000:RAD,
author = "Alessandro Fasso",
title = "Residual Autocorrelation Distribution in the
Validation Data Set",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "2",
pages = "143--153",
month = mar,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00178",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Hurvich:2000:ETP,
author = "Clifford M. Hurvich and Willa W. Chen",
title = "An efficient taper for potentially overdifferenced
long-memory time series",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "2",
pages = "155--180",
month = mar,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00179",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Kohda:2000:CPC,
author = "Tohru Kohda and Akio Tsuneda and Anthony J. Lawrance",
title = "Correlational Properties of {Chebyshev} Chaotic
Sequences",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "2",
pages = "181--191",
month = mar,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00180",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Moulines:2000:DDO,
author = "Eric Moulines and Philippe Soulier",
title = "Data driven order selection for projection estimator
of the spectral density of time series with long range
dependence",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "2",
pages = "193--218",
month = mar,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00181",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Quenneville:2000:BPM,
author = "Benoit Quenneville and Avinash C. Singh",
title = "{Bayesian} prediction mean squared error for state
space models with estimated parameters",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "2",
pages = "219--236",
month = mar,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00182",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Belcher:2000:TSE,
author = "John Belcher and Granville Tunnicliffe Wilson",
title = "Time Scale Estimation by Tracking Parameter
Variation",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "3",
pages = "237--248",
month = may,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00183",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Gonen:2000:LDU,
author = "Mithat Gonen and Madan L. Puri and Frits H. Ruymgaart
and Martien C. A. {Van Zuijlen}",
title = "The limiting density of unit root test statistics: a
unifying technique",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "3",
pages = "249--260",
month = may,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00184",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Hasegawa:2000:BUR,
author = "Hikaru Hasegawa and Anoop Chaturvedi and Tran Van
Hoa",
title = "{Bayesian} Unit Root Test in Nonnormal {$ {\rm AR}(1)
$} Model",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "3",
pages = "261--280",
month = may,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00185",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Koopman:2000:FFS,
author = "S. J. Koopman and J. Durbin",
title = "Fast filtering and smoothing for multivariate state
space models",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "3",
pages = "281--296",
month = may,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00186",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Meerschaert:2000:MAR,
author = "Mark M. Meerschaert and Hans-Peter Scheffler",
title = "Moving averages of random vectors with regularly
varying tails",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "3",
pages = "297--328",
month = may,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00187",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Velasco:2000:LCV,
author = "Carlos Velasco",
title = "Local Cross-validation for Spectrum Bandwidth Choice",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "3",
pages = "329--361",
month = may,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00188",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Ozaki:2000:RLF,
author = "T. Ozaki and J. C. Jimenez and V. Haggan-Ozaki",
title = "The role of the likelihood function in the estimation
of chaos models",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "4",
pages = "363--387",
month = jul,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00189",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Penm:2000:RAS,
author = "J. H. W. Penm and T. J. Brailsford and R. D. Terrell",
title = "A Robust Algorithm in Sequentially Selecting Subset
Time Series Systems Using Neural Networks",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "4",
pages = "389--412",
month = jul,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00190",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Pourahmadi:2000:PVI,
author = "Mohsen Pourahmadi and E. S. Soofi",
title = "Prediction variance and information worth of
observations in time series",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "4",
pages = "413--434",
month = jul,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00191",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Saikkonen:2000:TAP,
author = "Pentti Saikkonen and Helmut L{\"u}tkepohl",
title = "Trend adjustment prior to testing for the
cointegrating rank of a vector autoregressive process",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "4",
pages = "435--456",
month = jul,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00192",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Tschernig:2000:NLS,
author = "Rolf Tschernig and Lijian Yang",
title = "Nonparametric Lag Selection for Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "4",
pages = "457--487",
month = jul,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00193",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Anderson:2000:SIG,
author = "T. W. Anderson and M. A. Stephens",
title = "Sign invariance in goodness-of-fit tests for time
series",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "5",
pages = "489--496",
month = sep,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00194",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Bardet:2000:TPS,
author = "Jean-Marc Bardet",
title = "Testing for the presence of self-similarity of
{Gaussian} time series having stationary increments",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "5",
pages = "497--515",
month = sep,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00195",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Beran:2000:EDF,
author = "Jan Beran and Sucharita Ghosh",
title = "Estimation of the dominating frequency for stationary
and nonstationary fractional autoregressive models",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "5",
pages = "517--533",
month = sep,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00196",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Comte:2000:SON,
author = "Fabienne Comte and Offer Lieberman",
title = "Second-Order Noncausality in Multivariate {GARCH}
Processes",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "5",
pages = "535--557",
month = sep,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00197",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Gaetan:2000:SAM,
author = "Carlo Gaetan",
title = "Subset {ARMA} Model Identification Using Genetic
Algorithms",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "5",
pages = "559--570",
month = sep,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00198",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "04 January 2002",
}
@Article{Tiku:2000:TSM,
author = "M. L. Tiku and Wing-Keung Wong and David C. Vaughan
and Guorui Bian",
title = "Time series models in non-normal situations: symmetric
innovations",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "5",
pages = "571--596",
month = sep,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00199",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{VonSachs:2000:WBT,
author = "Rainer {Von Sachs} and Michael H. Neumann",
title = "A Wavelet-Based Test for Stationarity",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "5",
pages = "597--613",
month = sep,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00200",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Dittmann:2000:RBT,
author = "Ingolf Dittmann",
title = "Residual-Based tests for fractional cointegration: a
{Monte Carlo} study",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "6",
pages = "615--647",
month = nov,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00201",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Foutz:2000:AFS,
author = "Robert V. Foutz and Hoonja Lee",
title = "Adaptive {Fourier} series and the analysis of
periodicities in time series data",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "6",
pages = "649--662",
month = nov,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00202",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Ma:2000:HRE,
author = "Yanyuan Ma and Marc G. Genton",
title = "Highly Robust Estimation of the Autocovariance
Function",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "6",
pages = "663--684",
month = nov,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00203",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Marinucci:2000:SRC,
author = "D. Marinucci",
title = "Spectral Regression For Cointegrated Time Series With
Long-Memory Innovations",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "6",
pages = "685--705",
month = nov,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00204",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Quinn:2000:KFE,
author = "B. G. Quinn",
title = "On {Kay}'s Frequency Estimator",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "6",
pages = "707--712",
month = nov,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00205",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Yuan:2000:TLS,
author = "J. Yuan",
title = "Testing Linearity For Stationary Time Series Using the
Sample Interquartile Range",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "6",
pages = "713--722",
month = nov,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00206",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Yuan:2000:TGL,
author = "J. Yuan",
title = "Testing {Gaussianity} and linearity for random fields
in the frequency domain",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "6",
pages = "723--737",
month = nov,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00207",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2002",
}
@Article{Anonymous:2000:IV,
author = "Anonymous",
title = "Index to Volume 21, 2000",
journal = j-J-TIME-SER-ANAL,
volume = "21",
number = "6",
pages = "739--740",
month = nov,
year = "2000",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00208",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 June 2008",
}
@Article{Alpay:2001:EPD,
author = "D. Alpay and A. Chevreuil and Ph. Loubaton",
title = "An Extension Problem For Discrete-Time Periodically
Correlated Stochastic Processes",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "1",
pages = "1--11",
month = jan,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00209",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 December 2001",
}
@Article{Rozenholc:2001:NTC,
author = "Yves Rozenholc",
title = "Nonparametric tests of change-points with tapered
data",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "1",
pages = "13--43",
month = jan,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00210",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 December 2001",
}
@Article{Sanchez:2001:PPO,
author = "Ismael Sanchez and Daniel Pena",
title = "Properties of Predictors in Overdifferenced Nearly
Nonstationary Autoregression",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "1",
pages = "45--66",
month = jan,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00211",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 December 2001",
}
@Article{Villani:2001:FBL,
author = "Mattias Villani",
title = "Fractional {Bayesian} Lag Length Inference in
Multivariate Autoregressive Processes",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "1",
pages = "67--86",
month = jan,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00212",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 December 2001",
}
@Article{Xiao:2001:TNH,
author = "Zhijie Xiao",
title = "Testing the null hypothesis of stationarity against an
autoregressive unit root alternative",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "1",
pages = "87--105",
month = jan,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00213",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 December 2001",
}
@Article{Zhang:2001:ASM,
author = "Jing Zhang and Robert A. Stine",
title = "Autocovariance structure of {Markov} regime switching
models and model selection",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "1",
pages = "107--124",
month = jan,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00214",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 December 2001",
}
@Article{Anonymous:2001:BRa,
author = "Anonymous",
title = "Book Review",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "1",
pages = "125--126",
month = jan,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00215",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 June 2008",
}
@Article{Busetti:2001:TPR,
author = "Fabio Busetti and Andrew Harvey",
title = "Testing for the presence of a random walk in series
with structural breaks",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "2",
pages = "127--150",
month = mar,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00216",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 December 2001",
}
@Article{Chen:2001:FCA,
author = "Rong Chen and Lon-Mu Liu",
title = "Functional coefficient autoregressive models:
estimation and tests of hypotheses",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "2",
pages = "151--173",
month = mar,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00217",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 December 2001",
}
@Article{Choy:2001:SRM,
author = "Kokyo Choy and Masanobu Taniguchi",
title = "Stochastic Regression Model with Dependent
Disturbances",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "2",
pages = "175--196",
month = mar,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00218",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 December 2001",
}
@Article{Francq:2001:CHD,
author = "Christian Francq and Michel Roussignol and Jean-Michel
Zakoian",
title = "Conditional heteroskedasticity driven by hidden
{Markov} chains",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "2",
pages = "197--220",
month = mar,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00219",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 December 2001",
}
@Article{Hurvich:2001:BSE,
author = "Clifford M. Hurvich and Julia Brodsky",
title = "Broadband semiparametric estimation of the memory
parameter of a long-memory time series using fractional
exponential models",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "2",
pages = "221--249",
month = mar,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00220",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 December 2001",
}
@Article{Anonymous:2001:BRb,
author = "Anonymous",
title = "Book Review",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "2",
pages = "251--252",
month = mar,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00221",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 June 2008",
}
@Article{Daniels:2001:HAC,
author = "Michael J. Daniels and Noel Cressie",
title = "A hierarchical approach to covariance function
estimation for time series",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "3",
pages = "253--266",
month = may,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00222",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 December 2001",
}
@Article{DeGooijer:2001:CVC,
author = "Jan G. {De Gooijer}",
title = "Cross-validation Criteria for {SETAR} Model
Selection",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "3",
pages = "267--281",
month = may,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00223",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 December 2001",
}
@Article{Hassler:2001:ELT,
author = "Uwe Hassler",
title = "The Effect of Linear Time Trends on the {KPSS} Test
for Cointegration",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "3",
pages = "283--292",
month = may,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00224",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 December 2001",
}
@Article{Henry:2001:RAB,
author = "Marc Henry",
title = "Robust Automatic Bandwidth for Long Memory",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "3",
pages = "293--316",
month = may,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00225",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 December 2001",
}
@Article{Kokoszka:2001:COU,
author = "Piotr S. Kokoszka and Murad S. Taqqu",
title = "Can One Use the {Durbin--Levinson} Algorithm to
Generate Infinite Variance Fractional {ARIMA} Time
Series?",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "3",
pages = "317--337",
month = may,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00226",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARIMA (Autoregressive integrated moving average)",
onlinedate = "21 December 2001",
}
@Article{Pawlak:2001:DPG,
author = "M. Pawlak and W. Schmid",
title = "On the Distributional Properties of {GARCH}
Processes",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "3",
pages = "339--352",
month = may,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00227",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 December 2001",
}
@Article{Sibbertsen:2001:ELR,
author = "Philipp Sibbertsen",
title = "{$S$}-Estimation in the Linear Regression Model with
Long-memory Error Terms Under Trend",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "3",
pages = "353--363",
month = may,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00228",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 December 2001",
}
@Article{Stulajter:2001:PTS,
author = "Frantisek Stulajter",
title = "Predictions in time Series Using Multivariate
Regression Models",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "3",
pages = "365--373",
month = may,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00229",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 December 2001",
}
@Article{Anonymous:2001:BRc,
author = "Anonymous",
title = "Book Reviews",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "3",
pages = "375--377",
month = may,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00230",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 June 2008",
}
@Article{Berchtold:2001:EMT,
author = "Andre Berchtold",
title = "Estimation in the Mixture Transition Distribution
Model",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "4",
pages = "379--397",
month = jul,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00231",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 December 2001",
}
@Article{Bondon:2001:RRM,
author = "Pascal Bondon",
title = "Recursive relations for multistep prediction of a
stationary time series",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "4",
pages = "399--410",
month = jul,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00232",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 December 2001",
}
@Article{Gil-Alana:2001:TSC,
author = "L. A. Gil-Alana",
title = "Testing Stochastic Cycles in Macroeconomic Time
Series",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "4",
pages = "411--430",
month = jul,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00233",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 December 2001",
}
@Article{Henry:2001:APS,
author = "Marc Henry",
title = "Averaged periodogram spectral estimation with
long-memory conditional heteroscedasticity",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "4",
pages = "431--459",
month = jul,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00234",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 December 2001",
}
@Article{Li:2001:BTS,
author = "Hongyi Li and Zhijie Xiao",
title = "Bootstrapping Time Series Regressions with Integrated
Processes",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "4",
pages = "461--480",
month = jul,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00235",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 December 2001",
}
@Article{Meerschaert:2001:SCC,
author = "Mark M. Meerschaert and Hans-Peter Scheffler",
title = "Sample cross-correlations for moving averages with
regularly varying tails",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "4",
pages = "481--492",
month = jul,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00236",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 December 2001",
}
@Article{Skold:2001:BCC,
author = "Martin Skold",
title = "A bias correction for cross-validation bandwidth
selection when a kernel estimate is based on dependent
data",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "4",
pages = "493--503",
month = jul,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00237",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 December 2001",
}
@Article{Cleur:2001:MLE,
author = "Eugene M. Cleur",
title = "Maximum likelihood estimates of a class of
one-dimensional stochastic differential equation models
from discrete data",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "5",
pages = "505--515",
month = sep,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00238",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 March 2002",
}
@Article{Gao:2001:PES,
author = "Jiti Gao and Vo Anh and Chris Heyde and Quang Tieng",
title = "Parameter estimation of stochastic processes with
long-range dependence and intermittency",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "5",
pages = "517--535",
month = sep,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00239",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 March 2002",
}
@Article{Hosoya:2001:ETS,
author = "Yuzo Hosoya",
title = "Elimination of third-series effect and defining
partial measures of causality",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "5",
pages = "537--554",
month = sep,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00240",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 March 2002",
}
@Article{Karanasos:2001:PAM,
author = "Menelaos Karanasos",
title = "Prediction in {ARMA} Models with {GARCH} in Mean
Effects",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "5",
pages = "555--576",
month = sep,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00241",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "13 March 2002",
}
@Article{Psaradakis:2001:BTA,
author = "Zacharias Psaradakis",
title = "Bootstrap tests for an autoregressive unit root in the
presence of weakly dependent errors",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "5",
pages = "577--594",
month = sep,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00242",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 March 2002",
}
@Article{Shin:2001:RMA,
author = "Dong Wan Shin and Beong Soo So",
title = "Recursive Mean Adjustment for Unit Root Tests",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "5",
pages = "595--612",
month = sep,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00243",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 March 2002",
}
@Article{Zhang:2001:EHF,
author = "Hao Zhang and V. Mandrekar",
title = "Estimation of Hidden Frequencies for {$2$D} Stationary
Processes",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "5",
pages = "613--629",
month = sep,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00244",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 March 2002",
}
@Article{Baillie:2001:EGM,
author = "Richard T. Baillie and Huimin Chung",
title = "Estimation of {GARCH} Models from the Autocorrelations
of the Squares of a Process",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "6",
pages = "631--650",
month = nov,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00245",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 March 2002",
}
@Article{Basawa:2001:LSP,
author = "I. V. Basawa and Robert Lund",
title = "Large Sample Properties of Parameter Estimates for
Periodic {ARMA} Models",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "6",
pages = "651--663",
month = nov,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00246",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "13 March 2002",
}
@Article{Gourieroux:2001:SSM,
author = "Christian Gourieroux and Joann Jasiak",
title = "State-space Models with Finite Dimensional
Dependence",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "6",
pages = "665--678",
month = nov,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00247",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 March 2002",
}
@Article{Hurvich:2001:MSB,
author = "Clifford M. Hurvich",
title = "Model selection for broadband semiparametric
estimation of long memory in time series",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "6",
pages = "679--709",
month = nov,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00248",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 March 2002",
}
@Article{Ing:2001:NMS,
author = "C. K. Ing",
title = "A note on mean-squared prediction errors of the least
squares predictors in random walk models",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "6",
pages = "711--724",
month = nov,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00249",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 March 2002",
}
@Article{Kabaila:2001:PIC,
author = "Paul Kabaila and Zhisong He",
title = "On Prediction Intervals for Conditionally
Heteroscedastic Processes",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "6",
pages = "725--731",
month = nov,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00250",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 March 2002",
}
@Article{Kapetanios:2001:MST,
author = "George Kapetanios",
title = "Model Selection in Threshold Models",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "6",
pages = "733--754",
month = nov,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00251",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 March 2002",
}
@Article{Anonymous:2001:IV,
author = "Anonymous",
title = "Index to Volume: 22 2001",
journal = j-J-TIME-SER-ANAL,
volume = "22",
number = "6",
pages = "755--756",
month = nov,
year = "2001",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00252",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 June 2008",
}
@Article{Hansen:2002:ACU,
author = "Henrik Hansen and Anders Rahbek",
title = "Approximate Conditional Unit Root Inference",
journal = j-J-TIME-SER-ANAL,
volume = "23",
number = "1",
pages = "1--28",
month = jan,
year = "2002",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.01505",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "02 August 2007",
}
@Article{Irizarry:2002:WEH,
author = "Rafael A. Irizarry",
title = "Weighted estimation of harmonic components in a
musical sound signal",
journal = j-J-TIME-SER-ANAL,
volume = "23",
number = "1",
pages = "29--48",
month = jan,
year = "2002",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.01515",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "02 August 2007",
}
@Article{Ma:2002:EML,
author = "Chunsheng Ma",
title = "Exact Maximum Likelihood Estimation of an {ARMA(1, 1)}
Model with Incomplete Data",
journal = j-J-TIME-SER-ANAL,
volume = "23",
number = "1",
pages = "49--56",
month = jan,
year = "2002",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.01639",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "02 August 2007",
}
@Article{Shimotsu:2002:PLP,
author = "Katsumi Shimotsu and Peter C. B. Phillips",
title = "Pooled Log Periodogram Regression",
journal = j-J-TIME-SER-ANAL,
volume = "23",
number = "1",
pages = "57--93",
month = jan,
year = "2002",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00575",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "02 August 2007",
}
@Article{Teles:2002:UAT,
author = "Paulo Teles and William W. S. Wei",
title = "The use of aggregate time series in testing for
{Gaussianity}",
journal = j-J-TIME-SER-ANAL,
volume = "23",
number = "1",
pages = "95--116",
month = jan,
year = "2002",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.01506",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "02 August 2007",
}
@Article{Tse:2002:VRT,
author = "Y. K. Tse and X. B. Zhang",
title = "The Variance Ratio Test with Stable {Paretian}
Errors",
journal = j-J-TIME-SER-ANAL,
volume = "23",
number = "1",
pages = "117--126",
month = jan,
year = "2002",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.01664",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "02 August 2007",
}
@Article{Gourieroux:2002:NAA,
author = "Christian Gouri{\'e}roux and Joann Jasiak",
title = "Nonlinear Autocorrelograms: an Application to
Inter-Trade Durations",
journal = j-J-TIME-SER-ANAL,
volume = "23",
number = "2",
pages = "127--154",
month = mar,
year = "2002",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00259",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "29 April 2002",
}
@Article{Haldrup:2002:RUR,
author = "Niels Haldrup and Peter Lildholdt",
title = "On the robustness of unit root tests in the presence
of double unit roots",
journal = j-J-TIME-SER-ANAL,
volume = "23",
number = "2",
pages = "155--171",
month = mar,
year = "2002",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00260",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "29 April 2002",
}
@Article{Leybourne:2002:DTC,
author = "Stephen J. Leybourne and Paul Newbold and Dimitrios
Vougas and Tae-Hwan Kim",
title = "A direct test for cointegration between a pair of time
series",
journal = j-J-TIME-SER-ANAL,
volume = "23",
number = "2",
pages = "173--191",
month = mar,
year = "2002",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00261",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "29 April 2002",
}
@Article{Planas:2002:CRA,
author = "Christophe Planas and Raoul Depoutot",
title = "Controlling Revisions in {ARIMA}-Model-Based Seasonal
Adjustment",
journal = j-J-TIME-SER-ANAL,
volume = "23",
number = "2",
pages = "193--213",
month = mar,
year = "2002",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00262",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARIMA (Autoregressive integrated moving average)",
onlinedate = "29 April 2002",
}
@Article{Xiao:2002:NPC,
author = "Zhijie Xiao and Oliver Linton",
title = "A Nonparametric Prewhitened Covariance Estimator",
journal = j-J-TIME-SER-ANAL,
volume = "23",
number = "2",
pages = "215--250",
month = mar,
year = "2002",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00263",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:28:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "29 April 2002",
}
@Article{Arteche:2002:SRT,
author = "Josu Arteche",
title = "Semiparametric robust tests on seasonal or cyclical
long memory time series",
journal = j-J-TIME-SER-ANAL,
volume = "23",
number = "3",
pages = "251--285",
month = may,
year = "2002",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00264",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 May 2002",
}
@Article{Broze:2002:EUH,
author = "Laurence Broze and Christian Francq and Jean-Michel
Zako{\"i}an",
title = "Efficient use of higher-lag autocorrelations for
estimating autoregressive processes",
journal = j-J-TIME-SER-ANAL,
volume = "23",
number = "3",
pages = "287--312",
month = may,
year = "2002",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00265",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 May 2002",
}
@Article{Hall:2002:PNE,
author = "Peter Hall and Liang Peng and Qiwei Yao",
title = "Prediction and nonparametric estimation for time
series with heavy tails",
journal = j-J-TIME-SER-ANAL,
volume = "23",
number = "3",
pages = "313--331",
month = may,
year = "2002",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00266",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 May 2002",
}
@Article{Levy:2002:CFD,
author = "D. Levy",
title = "Cointegration in frequency domain",
journal = j-J-TIME-SER-ANAL,
volume = "23",
number = "3",
pages = "333--339",
month = may,
year = "2002",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00267",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 May 2002",
}
@Article{Muler:2002:REA,
author = "Nora Muler and Victor J. Yohai",
title = "Robust estimates for arch processes",
journal = j-J-TIME-SER-ANAL,
volume = "23",
number = "3",
pages = "341--375",
month = may,
year = "2002",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00268",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 May 2002",
}
@Article{Gonzalo:2002:LLE,
author = "Jes{\'u}s Gonzalo and Jean-Yves Pitarakis",
title = "Lag length estimation in large dimensional systems",
journal = j-J-TIME-SER-ANAL,
volume = "23",
number = "4",
pages = "401--423",
month = jul,
year = "2002",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00270",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 May 2002",
}
@Article{Kaufmann:2002:BAS,
author = "Sylvia Kaufmann and Sylvia Fr{\"u}hwirth-Schnatter",
title = "{Bayesian} analysis of switching {ARCH} models",
journal = j-J-TIME-SER-ANAL,
volume = "23",
number = "4",
pages = "425--458",
month = jul,
year = "2002",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00271",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 May 2002",
}
@Article{Lewis:2002:NMP,
author = "Peter A. W. Lewis and Bonnie K. Ray",
title = "Nonlinear modelling of periodic threshold
autoregressions using {TSMARS}",
journal = j-J-TIME-SER-ANAL,
volume = "23",
number = "4",
pages = "459--471",
month = jul,
year = "2002",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00269",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 May 2002",
}
@Article{Mauricio:2002:AEL,
author = "Jos{\'E} Alberto Mauricio",
title = "An algorithm for the exact likelihood of a stationary
vector autoregressive-moving average model",
journal = j-J-TIME-SER-ANAL,
volume = "23",
number = "4",
pages = "473--486",
month = jul,
year = "2002",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00273",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 May 2002",
}
@Article{Pipiras:2002:DFB,
author = "Vladas Pipiras and Murad S. Taqqu",
title = "Deconvolution of fractional {Brownian} motion",
journal = j-J-TIME-SER-ANAL,
volume = "23",
number = "4",
pages = "487--501",
month = jul,
year = "2002",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00274",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:00 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 May 2002",
}
@Article{Bertelli:2002:NCA,
author = "Stefano Bertelli and Massimiliano Caporin",
title = "A note on calculating autocovariances of long-memory
processes",
journal = j-J-TIME-SER-ANAL,
volume = "23",
number = "5",
pages = "503--508",
month = sep,
year = "2002",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00275",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 October 2002",
}
@Article{Escribano:2002:NEC,
author = "Alvaro Escribano and Santiago Mira",
title = "Nonlinear error correction models",
journal = j-J-TIME-SER-ANAL,
volume = "23",
number = "5",
pages = "509--522",
month = sep,
year = "2002",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00276",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 October 2002",
}
@Article{Fay:2002:NFP,
author = "Gilles Fay and Eric Moulines and Philippe Soulier",
title = "Nonlinear functionals of the periodogram",
journal = j-J-TIME-SER-ANAL,
volume = "23",
number = "5",
pages = "523--553",
month = sep,
year = "2002",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00277",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 October 2002",
}
@Article{Franke:2002:PNA,
author = "J. Franke and J.-P. Kreiss and E. Mammen and M. H.
Neumann",
title = "Properties of the nonparametric autoregressive
bootstrap",
journal = j-J-TIME-SER-ANAL,
volume = "23",
number = "5",
pages = "555--585",
month = sep,
year = "2002",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00278",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 October 2002",
}
@Article{Miguel:2002:AFI,
author = "Jes{\'u}s Miguel and Pilar Olave",
title = "Adjusting forecast intervals in {ARCH-M} models",
journal = j-J-TIME-SER-ANAL,
volume = "23",
number = "5",
pages = "587--598",
month = sep,
year = "2002",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00279",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 October 2002",
}
@Article{Prado:2002:TVA,
author = "Raquel Prado and Gabriel Huerta",
title = "Time-varying autoregressions with model order
uncertainty",
journal = j-J-TIME-SER-ANAL,
volume = "23",
number = "5",
pages = "599--618",
month = sep,
year = "2002",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00280",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 October 2002",
}
@Article{Zarepour:2002:NMA,
author = "M. Zarepour and D. Banjevic",
title = "A note on maximum autoregressive processes of order
one",
journal = j-J-TIME-SER-ANAL,
volume = "23",
number = "5",
pages = "619--626",
month = sep,
year = "2002",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00281",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 October 2002",
}
@Article{Whittle:2002:ETF,
author = "P. Whittle",
title = "The estimation and tracking of frequency",
journal = j-J-TIME-SER-ANAL,
volume = "23",
number = "5",
pages = "627--628",
month = sep,
year = "2002",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00282",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 October 2002",
}
@Article{Brailsford:2002:SFF,
author = "T. J. Brailsford and Jack H. W. Penm and R. D.
Terrell",
title = "Selecting the forgetting factor in subset
autoregressive modelling",
journal = j-J-TIME-SER-ANAL,
volume = "23",
number = "6",
pages = "629--649",
month = nov,
year = "2002",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00283",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "09 December 2002",
}
@Article{Breitung:2002:TAS,
author = "J{\"O}Rg Breitung and Norman R. Swanson",
title = "Temporal aggregation and spurious instantaneous
causality in multiple time series models",
journal = j-J-TIME-SER-ANAL,
volume = "23",
number = "6",
pages = "651--665",
month = nov,
year = "2002",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00284",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "09 December 2002",
}
@Article{Lanne:2002:CUR,
author = "Markku Lanne and Helmut L{\"u}tkepohl and Pentti
Saikkonen",
title = "Comparison of unit root tests for time series with
level shifts",
journal = j-J-TIME-SER-ANAL,
volume = "23",
number = "6",
pages = "667--685",
month = nov,
year = "2002",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00285",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "09 December 2002",
}
@Article{Ray:2002:BMC,
author = "Bonnie K. Ray and Ruey S. Tsay",
title = "{Bayesian} methods for change-point detection in
long-range dependent processes",
journal = j-J-TIME-SER-ANAL,
volume = "23",
number = "6",
pages = "687--705",
month = nov,
year = "2002",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00286",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "09 December 2002",
}
@Article{Truong-van:2002:ALS,
author = "B. Truong-van and P. Varachaud",
title = "Asymptotic laws of successive least squares estimates
for seasonal {ARIMA} models and application",
journal = j-J-TIME-SER-ANAL,
volume = "23",
number = "6",
pages = "707--731",
month = nov,
year = "2002",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00287",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARIMA (Autoregressive integrated moving average)",
onlinedate = "09 December 2002",
}
@Article{Wall:2002:SSA,
author = "Kent D. Wall and David S. Stoffer",
title = "A state space approach to bootstrapping conditional
forecasts in {ARMA} models",
journal = j-J-TIME-SER-ANAL,
volume = "23",
number = "6",
pages = "733--751",
month = nov,
year = "2002",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00288",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "09 December 2002",
}
@Article{Anonymous:2002:JTS,
author = "Anonymous",
title = "{{\booktitle{Journal of Time Series Analysis}}}: index
to volume 23 2002",
journal = j-J-TIME-SER-ANAL,
volume = "23",
number = "6",
pages = "753--754",
month = nov,
year = "2002",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00289",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:01 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "09 December 2002",
}
@Article{Blanke:2003:OSD,
author = "D. Blanke and B. Pumo",
title = "Optimal sampling for density estimation in continuous
time",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "1",
pages = "1--23",
month = jan,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00290",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 February 2003",
}
@Article{Dai:2003:MLE,
author = "Yuqing Dai and L. Billard",
title = "Maximum likelihood estimation in space time bilinear
models",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "1",
pages = "25--44",
month = jan,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00291",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 February 2003",
}
@Article{Hurn:2003:ESM,
author = "A. S. Hurn and K. A. Lindsay and V. L. Martin",
title = "On the efficacy of simulated maximum likelihood for
estimating the parameters of stochastic differential
{Equations*}",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "1",
pages = "45--63",
month = jan,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00292",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 February 2003",
}
@Article{Jung:2003:TSD,
author = "Robert C. Jung and A. R. Tremayne",
title = "Testing for serial dependence in time series models of
counts",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "1",
pages = "65--84",
month = jan,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00293",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 February 2003",
}
@Article{Koopman:2003:FSS,
author = "S. J. Koopman and J. Durbin",
title = "Filtering and smoothing of state vector for diffuse
state-space models",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "1",
pages = "85--98",
month = jan,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00294",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 February 2003",
}
@Article{Swensen:2003:BUR,
author = "Anders Rygh Swensen",
title = "Bootstrapping unit root tests for integrated
processes",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "1",
pages = "99--126",
month = jan,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00295",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 February 2003",
}
@Article{Bose:2003:EAP,
author = "Arup Bose and Kanchan Mukherjee",
title = "Estimating the {ARCH} parameters by solving linear
equations",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "2",
pages = "127--136",
month = mar,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00296",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 March 2003",
}
@Article{Busetti:2003:FCS,
author = "Fabio Busetti and Andrew Harvey",
title = "Further comments on stationarity tests in series with
structural breaks at unknown points",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "2",
pages = "137--140",
month = mar,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00297",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 March 2003",
}
@Article{DeJong:2003:SUI,
author = "Piet {De Jong} and Singfat Chu-Chun-Lin",
title = "Smoothing with an unknown initial condition",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "2",
pages = "141--148",
month = mar,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00298",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 March 2003",
}
@Article{Guo:2003:DSS,
author = "Wensheng Guo",
title = "Dynamic state-space models",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "2",
pages = "149--158",
month = mar,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00299",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 March 2003",
}
@Article{Harvey:2003:NBH,
author = "David I. Harvey and Terence C. Mills",
title = "A note on {Busetti--Harvey} tests for stationarity in
series with structural breaks",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "2",
pages = "159--164",
month = mar,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00300",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 March 2003",
}
@Article{Kavalieris:2003:GLS,
author = "L. Kavalieris and E. J. Hannan and M. Salau",
title = "Generalized least squares estimation of {ARMA}
models",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "2",
pages = "165--172",
month = mar,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00301",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "27 March 2003",
}
@Article{Keich:2003:STD,
author = "U. Keich",
title = "Stationary tangent: the discrete and non-smooth case",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "2",
pages = "173--192",
month = mar,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00302",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 March 2003",
}
@Article{Perron:2003:SAO,
author = "Pierre Perron and Gabriel Rodr{\'\i}guez",
title = "Searching for additive outliers in nonstationary time
series",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "2",
pages = "193--220",
month = mar,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00303",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 March 2003",
}
@Article{Proietti:2003:LDS,
author = "Tommaso Proietti",
title = "Leave-$k$-out diagnostics in state-space models",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "2",
pages = "221--236",
month = mar,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00304",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 March 2003",
}
@Article{Psaradakis:2003:DNR,
author = "Zacharias Psaradakis and Nicola Spagnolo",
title = "On the determination of the number of regimes in
{Markov}-switching autoregressive models",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "2",
pages = "237--252",
month = mar,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00305",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:02 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 March 2003",
}
@Article{Blake:2003:PST,
author = "Andrew P. Blake and George Kapetanios",
title = "Pure Significance Tests of the Unit Root Hypothesis
Against Nonlinear Alternatives",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "3",
pages = "253--267",
month = may,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00306",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 May 2003",
}
@Article{Ghosh:2003:DBP,
author = "Malay Ghosh and Jungeun Heo",
title = "Default {Bayesian} priors for regression models with
first-order autoregressive residuals",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "3",
pages = "269--282",
month = may,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00307",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 May 2003",
}
@Article{Jasiak:2003:FOA,
author = "Joann Jasiak",
title = "First-Order Autoregressive Processes with
Heterogeneous Persistence",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "3",
pages = "283--309",
month = may,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00308",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 May 2003",
}
@Article{Li:2003:TSC,
author = "Dingding Li and Thanasis Stengos",
title = "Testing Serial Correlation in Semiparametric Time
Series Models",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "3",
pages = "311--335",
month = may,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00309",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 May 2003",
}
@Article{Nielsen:2003:LAF,
author = "B. Nielsen and N. Shephard",
title = "Likelihood analysis of a first-order autoregressive
model with exponential innovations",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "3",
pages = "337--344",
month = may,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00310",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 May 2003",
}
@Article{Velasco:2003:GSP,
author = "Carlos Velasco",
title = "{Gaussian} semi-parametric estimation of fractional
cointegration",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "3",
pages = "345--378",
month = may,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00311",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:03 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 May 2003",
}
@Article{Chang:2003:SBT,
author = "Yoosoon Chang and Joon Y. Park",
title = "A Sieve Bootstrap for the Test of a Unit Root",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "4",
pages = "379--400",
month = jul,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00312",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 July 2003",
}
@Article{Ing:2003:ECM,
author = "Ching-Kang Ing and Shu-Hui Yu",
title = "On Estimating Conditional Mean-Squared Prediction
Error in Autoregressive Models",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "4",
pages = "401--422",
month = jul,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00313",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 July 2003",
}
@Article{Lanne:2003:RSD,
author = "Markku Lanne and Pentti Saikkonen",
title = "Reducing size distortions of parametric stationarity
tests",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "4",
pages = "423--439",
month = jul,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00314",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 July 2003",
}
@Article{Leybourne:2003:SUR,
author = "Stephen Leybourne and A. M. Robert Taylor",
title = "Seasonal unit root tests based on forward and reverse
estimation",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "4",
pages = "441--460",
month = jul,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00315",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 July 2003",
}
@Article{Medeiros:2003:DCF,
author = "Marcelo C. Medeiros and Alvaro Veiga",
title = "Diagnostic Checking in a Flexible Nonlinear Time
Series Model",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "4",
pages = "461--482",
month = jul,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00316",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 July 2003",
}
@Article{Sakiyama:2003:TCH,
author = "Kenji Sakiyama and Masanobu Taniguchi",
title = "Testing Composite Hypotheses for Locally Stationary
Processes",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "4",
pages = "483--504",
month = jul,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00317",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 July 2003",
}
@Article{Craigmile:2003:SCS,
author = "Peter F. Craigmile",
title = "Simulating a class of stationary {Gaussian} processes
using the {Davies-Harte} algorithm, with application to
long memory processes",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "5",
pages = "505--511",
month = sep,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00318",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 September 2003",
}
@Article{Odolphin:2003:DTS,
author = "E. J. G. Odolphin and S. E. Johnson",
title = "Decomposition of Time Series Dynamic Linear Models",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "5",
pages = "513--527",
month = sep,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00319",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 September 2003",
}
@Article{Kim:2003:TLT,
author = "Tae-Hwan Kim and Stephan Pfaffenzeller and Tony Rayner
and Paul Newbold",
title = "Testing for linear trend with application to relative
primary commodity prices",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "5",
pages = "539--551",
month = sep,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00321",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 September 2003",
}
@Article{Pham:2003:TNC,
author = "Dinh Tuan Pham and Roch Roy and Lyne C{\'e}dras",
title = "Tests for non-correlation of two cointegrated {ARMA}
time series",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "5",
pages = "553--577",
month = sep,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00322",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "26 September 2003",
}
@Article{Scotto:2003:ESS,
author = "M. G. Scotto and K. F. Turkman and C. W. Anderson",
title = "Extremes of Some Sub-Sampled Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "5",
pages = "579--590",
month = sep,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00320",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 September 2003",
}
@Article{Taylor:2003:LOT,
author = "A. M. Robert Taylor",
title = "Locally Optimal Tests Against Unit Roots in Seasonal
Time Series Processes",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "5",
pages = "591--612",
month = sep,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00324",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 September 2003",
}
@Article{Walker:2003:NEL,
author = "A. M. Walker",
title = "A note on estimation by least squares for harmonic
component models",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "5",
pages = "613--629",
month = sep,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/1467-9892.00325",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:04 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 September 2003",
}
@Article{Antunes:2003:BAE,
author = "M. Antunes and M. A. Amaral Turkman and K. F.
Turkman",
title = "A {Bayesian} Approach to Event Prediction",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "6",
pages = "631--646",
month = nov,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2003.00326.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 November 2003",
}
@Article{Fotopoulos:2003:RBD,
author = "Stergios B. Fotopoulos and Sung K. Ahn",
title = "Rank {Based Dickey--Fuller Test Statistics}",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "6",
pages = "647--662",
month = nov,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2003.00327.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 November 2003",
}
@Article{Johansen:2003:AVE,
author = "S{\o}ren Johansen",
title = "The asymptotic variance of the estimated roots in a
cointegrated vector autoregressive model",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "6",
pages = "663--678",
month = nov,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2003.00328.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 November 2003",
}
@Article{Kato:2003:TDS,
author = "Takeshi Kato and Elias Masry",
title = "A time-domain semi-parametric estimate for strongly
dependent continuous-time stationary processes",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "6",
pages = "679--703",
month = nov,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2003.00329.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 November 2003",
}
@Article{Lai:2003:DEL,
author = "Dejian Lai and Guanrong Chen",
title = "Distribution of the estimated {Lyapunov} exponents
from noisy chaotic time series",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "6",
pages = "705--720",
month = nov,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2003.00330.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 November 2003",
}
@Article{Nagahara:2003:NGF,
author = "Yuichi Nagahara",
title = "Non-{Gaussian} filter and smoother based on the
{Pearson} distribution system",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "6",
pages = "721--738",
month = nov,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2003.00331.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 November 2003",
}
@Article{Tarami:2003:MVA,
author = "B. Tarami and M. Pourahmadi",
title = "Multi-variate t autoregressions: innovations,
prediction variances and exact likelihood equations",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "6",
pages = "739--754",
month = nov,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2003.00332.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 November 2003",
}
@Article{Anonymous:2003:JTS,
author = "Anonymous",
title = "{{\booktitle{Journal of Time Series Analysis}}} Index
to Volume 24 2003",
journal = j-J-TIME-SER-ANAL,
volume = "24",
number = "6",
pages = "755--756",
month = nov,
year = "2003",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2003.00333.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 November 2003",
}
@Article{Arvanitis:2004:TDM,
author = "Stelios Arvanitis and Antonis Demos",
title = "Time Dependence and Moments of a Family of
Time-Varying Parameter {GARCH} in Mean Models",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "1",
pages = "1--25",
month = jan,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1046/j.0143-9782.2003.01771.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "12 January 2004",
}
@Article{Dittmann:2004:ECM,
author = "Ingolf Dittmann",
title = "Error Correction Models for Fractionally Cointegrated
Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "1",
pages = "27--32",
month = jan,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.00335.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "12 January 2004",
}
@Article{Hassler:2004:SUR,
author = "Uwe Hassler and Paulo M. M. Rodrigues",
title = "Seasonal Unit Root Tests Under Structural Breaks*",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "1",
pages = "33--53",
month = jan,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.00336.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "12 January 2004",
}
@Article{Hidalgo:2004:ELE,
author = "Javier Hidalgo and Philippe Soulier",
title = "Estimation of the location and exponent of the
spectral singularity of a long memory process",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "1",
pages = "55--81",
month = jan,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.00337.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "12 January 2004",
}
@Article{Lagos:2004:ILR,
author = "Bernardo M. Lagos and Pedro A. Morettin",
title = "Improvement of the Likelihood Ratio Test Statistic in
{ARMA} Models",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "1",
pages = "83--101",
month = jan,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.00338.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "12 January 2004",
}
@Article{Loges:2004:SMD,
author = "Wilfried Loges",
title = "The Stationary Marginal Distribution of a Threshold {$
{\rm AR}(1) $} Process",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "1",
pages = "103--125",
month = jan,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.00339.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "12 January 2004",
}
@Article{Tse:2004:SSO,
author = "Y. K. Tse and K. W. Ng and Xibin Zhang",
title = "A small-sample overlapping variance-ratio test",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "1",
pages = "127--135",
month = jan,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1046/j.0143-9782.2003.01804.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "12 January 2004",
}
@Article{Vidoni:2004:IPI,
author = "Paolo Vidoni",
title = "Improved prediction intervals for stochastic process
models",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "1",
pages = "137--154",
month = jan,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.00341.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "12 January 2004",
}
@Article{Rao:2004:BRa,
author = "B. L. S. Prakasa Rao",
title = "Book Reviews",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "1",
pages = "155--157",
month = jan,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.342_1.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "12 January 2004",
}
@Article{Priestley:2004:BR,
author = "M. B. Priestley",
title = "Book Reviews",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "1",
pages = "157--157",
month = jan,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.342_2.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "12 January 2004",
}
@Article{Rao:2004:BRb,
author = "T. Subba Rao",
title = "Book Reviews",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "1",
pages = "157--158",
month = jan,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.342_3.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:05 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "12 January 2004",
}
@Article{Dette:2004:SCS,
author = "Holger Dette and Ingrid Spreckelsen",
title = "Some comments on specification tests in nonparametric
absolutely regular processes",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "2",
pages = "159--172",
month = mar,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.00343.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "01 March 2004",
}
@Article{Fokianos:2004:PLI,
author = "Konstantinos Fokianos and Benjamin Kedem",
title = "Partial Likelihood Inference For Time Series Following
Generalized Linear Models",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "2",
pages = "173--197",
month = mar,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1046/j.0143-9782.2003.00344.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "01 March 2004",
}
@Article{Kim:2004:KMS,
author = "Tae Yoon Kim and Sun Young Hwang",
title = "Kernel matching scheme for block bootstrap of time
series data",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "2",
pages = "199--216",
month = mar,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1046/j.0143-9782.2003.00345.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "01 March 2004",
}
@Article{Kokoszka:2004:SMH,
author = "Piotr Kokoszka and Michael Wolf",
title = "Subsampling the mean of heavy-tailed dependent
observations",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "2",
pages = "217--234",
month = mar,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1046/j.0143-9782.2003.00346.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "01 March 2004",
}
@Article{Morton:2004:CMH,
author = "Alex S. Morton and Granville Tunnicliffe-Wilson",
title = "A class of modified high-order autoregressive models
with improved resolution of low-frequency cycles",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "2",
pages = "235--250",
month = mar,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1046/j.0143-9782.2003.00347.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "01 March 2004",
}
@Article{Politis:2004:IAP,
author = "Dimitris N. Politis and Joseph P. Romano and Michael
Wolf",
title = "Inference for autocorrelations in the possible
presence of a unit root",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "2",
pages = "251--263",
month = mar,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1046/j.0143-9782.2003.00348.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "01 March 2004",
}
@Article{Karanasos:2004:APL,
author = "Menelaos Karanasos and Zacharias Psaradakis and Martin
Sola",
title = "On the Autocorrelation Properties of Long-Memory
{GARCH} Processes",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "2",
pages = "265--282",
month = mar,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1046/j.0143-9782.2003.00349.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "01 March 2004",
}
@Article{Shin:2004:ERI,
author = "Dong Wan Shin and Oesook Lee",
title = "{$M$}-Estimation for regressions with integrated
regressors and {ARMA} errors",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "2",
pages = "283--299",
month = mar,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1046/j.0143-9782.2003.00350.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "01 March 2004",
}
@Article{Zhang:2004:ALI,
author = "Xibin Zhang",
title = "Assessment of Local Influence in {GARCH} Processes",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "2",
pages = "301--313",
month = mar,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1046/j.0143-9782.2003.00351.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "01 March 2004",
}
@Article{Mills:2004:BR,
author = "Terence C. Mills",
title = "Book review",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "2",
pages = "315--316",
month = mar,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.0143-9782.2004.00352.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:06 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "01 March 2004",
}
@Article{DaSilva:2004:DEH,
author = "Maria Eduarda {Da Silva} and Vera L{\'u}cia Oliveira",
title = "Difference Equations for the Higher-Order Moments and
Cumulants of the {$ {\rm INAR}(1) $} Model",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "3",
pages = "317--333",
month = may,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.01685.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 May 2004",
}
@Article{Oppenheim:2004:ARP,
author = "Georges Oppenheim and Marie-Claude Viano",
title = "Aggregation of random parameters {Ornstein--Uhlenbeck}
or {AR} processes: some convergence results",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "3",
pages = "335--350",
month = may,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.01775.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 May 2004",
}
@Article{Kabaila:2004:API,
author = "Paul Kabaila and Zhisong He",
title = "The adjustment of prediction intervals to account for
errors in parameter estimation",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "3",
pages = "351--358",
month = may,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.01848.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 May 2004",
}
@Article{Shao:2004:CCA,
author = "Qin Shao and Robert Lund",
title = "Computation and Characterization of Autocorrelations
and Partial Autocorrelations in Periodic {ARMA}
Models",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "3",
pages = "359--372",
month = may,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.00356.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "14 May 2004",
}
@Article{Ducharme:2004:GFT,
author = "Gilles R. Ducharme and Pierre Lafaye de Micheaux",
title = "Goodness-of-fit tests of normality for the innovations
in {ARMA} models",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "3",
pages = "373--395",
month = may,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.01875.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "14 May 2004",
}
@Article{Peiris:2004:NFS,
author = "S. Peiris and A. Thavaneswaran",
title = "A note on the filtering for some time series models",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "3",
pages = "397--407",
month = may,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.01898.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 May 2004",
}
@Article{Sollis:2004:AAS,
author = "Robert Sollis",
title = "Asymmetric adjustment and smooth transitions: a
combination of some unit root tests",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "3",
pages = "409--417",
month = may,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.01911.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 May 2004",
}
@Article{Fong:2004:SRC,
author = "P. W. Fong and W. K. Li",
title = "Some results on cointegration with random coefficients
in the error correction form: estimation and testing",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "3",
pages = "419--441",
month = may,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.01913.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 May 2004",
}
@Article{Haddad:2004:CFC,
author = "John N. Haddad",
title = "On the closed form of the covariance matrix and its
inverse of the causal {ARMA} process",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "4",
pages = "443--448",
month = jul,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.01454.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "10 June 2004",
}
@Article{Pascual:2004:BPI,
author = "Lorenzo Pascual and Juan Romo and Esther Ruiz",
title = "Bootstrap predictive inference for {ARIMA} processes",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "4",
pages = "449--465",
month = jul,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.01713.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARIMA (Autoregressive integrated moving average)",
onlinedate = "10 June 2004",
}
@Article{Campbell:2004:BST,
author = "Edward P. Campbell",
title = "{Bayesian} selection of threshold autoregressive
models",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "4",
pages = "467--482",
month = jul,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.01726.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 June 2004",
}
@Article{Wang:2004:ETP,
author = "Dehui Wang and Lixin Song and Ningzhong Shi",
title = "Estimation and testing for the parameters of {$ {\rm
ARCH}(q) $} under ordered restriction",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "4",
pages = "483--499",
month = jul,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.01763.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 June 2004",
}
@Article{Matsuda:2004:TSC,
author = "Yasumasa Matsuda and Yoshihiro Yajima",
title = "On testing for separable correlations of multivariate
time series",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "4",
pages = "501--528",
month = jul,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.01795.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 June 2004",
}
@Article{Palma:2004:ACS,
author = "Wilfredo Palma and Mauricio Zevallos",
title = "Analysis of the correlation structure of square time
series",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "4",
pages = "529--550",
month = jul,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.01797.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 June 2004",
}
@Article{Lee:2004:LDU,
author = "Taiyeong Lee and David A. Dickey",
title = "Limiting distributions of unconditional maximum
likelihood unit root test statistics in seasonal
time-series models",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "4",
pages = "551--561",
month = jul,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.01814.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 June 2004",
}
@Article{Comte:2004:KDS,
author = "Fabienne Comte",
title = "Kernel deconvolution of stochastic volatility models",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "4",
pages = "563--582",
month = jul,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.01825.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 June 2004",
}
@Article{Kim:2004:AMS,
author = "Tae-Hwan Kim and Stephen J. Leybourne and Paul
Newbold",
title = "Asymptotic mean-squared forecast error when an
autoregression with linear trend is fitted to data
generated by an {$ {\rm I}(0) $} or {$ {\rm I}(1) $}
process",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "4",
pages = "583--602",
month = jul,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.01869.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 June 2004",
}
@Article{Bell:2004:CAS,
author = "William R. Bell and Donald E. K. Martin",
title = "Computation of asymmetric signal extraction filters
and mean squared error for {ARIMA} component models",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "4",
pages = "603--623",
month = jul,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.01920.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:07 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARIMA (Autoregressive integrated moving average)",
onlinedate = "10 June 2004",
}
@Article{Klein:2004:ACA,
author = "Andr{\'e} Klein and Guy M{\'e}lard",
title = "An algorithm for computing the asymptotic {Fisher}
information matrix for seasonal {SISO} models",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "5",
pages = "627--648",
month = sep,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.01863.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 July 2004",
}
@Article{Granger:2004:DMP,
author = "C. W. Granger and E. Maasoumi and J. Racine",
title = "A Dependence Metric for Possibly Nonlinear Processes",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "5",
pages = "649--669",
month = sep,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.01866.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 July 2004",
}
@Article{Unnikrishnan:2004:BSM,
author = "N. K. Unnikrishnan",
title = "{Bayesian} subset model selection for time series",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "5",
pages = "671--690",
month = sep,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.01874.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 July 2004",
}
@Article{Gil-Alana:2004:JTF,
author = "Luis A. Gil-Alana",
title = "A joint test of fractional integration and structural
breaks at a known period of time",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "5",
pages = "691--700",
month = sep,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.01882.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 July 2004",
}
@Article{Freeland:2004:ALC,
author = "R. K. Freeland and B. P. M. McCabe",
title = "Analysis of low count time series data by {Poisson}
autoregression",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "5",
pages = "701--722",
month = sep,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.01885.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 July 2004",
}
@Article{Perera:2004:MQL,
author = "S. Perera",
title = "Maximum quasi-likelihood estimation for the {$ {\rm
NEAR}(2) $} model",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "5",
pages = "723--732",
month = sep,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.01886.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 July 2004",
}
@Article{Lieberman:2004:EBA,
author = "Offer Lieberman and Peter C. B. Phillips",
title = "Error bounds and asymptotic expansions for {Toeplitz}
product functionals of unbounded spectra",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "5",
pages = "733--753",
month = sep,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.01904.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 July 2004",
}
@Article{Kim:2004:BDF,
author = "Tae-Hwan Kim and Stephen Leybourne and Paul Newbold",
title = "Behaviour of {Dickey--Fuller Unit-Root Tests Under
Trend Misspecification}",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "5",
pages = "755--764",
month = sep,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.02000.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 July 2004",
}
@Article{Francq:2004:LSP,
author = "Christian Francq and Antony Gautier",
title = "Large sample properties of parameter least squares
estimates for time-varying {ARMA} models",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "5",
pages = "765--783",
month = sep,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.02003.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:08 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "27 July 2004",
}
@Article{Vermaak:2004:RJM,
author = "J. Vermaak and C. Andrieu and A. Doucet and S. J.
Godsill",
title = "Reversible jump {Markov} chain {Monte Carlo}
strategies for {Bayesian} model selection in
autoregressive processes",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "6",
pages = "785--809",
month = nov,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.00380.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 October 2004",
}
@Article{Hu:2004:PBM,
author = "Yu-Pin Hu and Rouh-Jane Chou",
title = "On the {Pe{\~n}a--Box} model",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "6",
pages = "811--830",
month = nov,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.00381.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 October 2004",
}
@Article{Hjellvik:2004:NET,
author = "Vidar Hjellvik and Rong Chen and Dag Tj{\o}stheim",
title = "Nonparametric estimation and testing in panels of
intercorrelated time series",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "6",
pages = "831--872",
month = nov,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.00382.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 October 2004",
}
@Article{Jorda:2004:TST,
author = "{\`O}scar Jord{\`a} and Massimiliano Marcellino",
title = "Time-scale transformations of discrete time
processes",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "6",
pages = "873--894",
month = nov,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.00383.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 October 2004",
}
@Article{Jensen:2004:SBI,
author = "Mark J. Jensen",
title = "Semiparametric {Bayesian} Inference of Long-Memory
Stochastic Volatility Models",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "6",
pages = "895--922",
month = nov,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.00384.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 October 2004",
}
@Article{Shi:2004:JRV,
author = "Peide Shi and Chih-Ling Tsai",
title = "A Joint Regression Variable and Autoregressive Order
Selection Criterion",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "6",
pages = "923--941",
month = nov,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.00385.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 October 2004",
}
@Article{Anonymous:2004:JTS,
author = "Anonymous",
title = "{{\booktitle{Journal of Time Series Analysis}}}: index
to volume 25 2004",
journal = j-J-TIME-SER-ANAL,
volume = "25",
number = "6",
pages = "943--945",
month = nov,
year = "2004",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.00386.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 October 2004",
}
@Article{Chanda:2005:LSP,
author = "Kamal C. Chanda",
title = "Large sample properties of spectral estimators for a
class of stationary nonlinear processes",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "1",
pages = "1--16",
month = jan,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00387.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "06 January 2005",
}
@Article{Silva:2005:DEH,
author = "Maria Eduarda Silva and Vera L{\'u}cia Oliveira",
title = "Difference Equations for the Higher Order Moments and
Cumulants of the {$ {\rm INAR}(p) $} Model",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "1",
pages = "17--36",
month = jan,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00388.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "06 January 2005",
}
@Article{Camba-Mendez:2005:ERS,
author = "Gonzalo Camba-Mendez and George Kapetanios",
title = "Estimating the Rank of the Spectral Density Matrix",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "1",
pages = "37--48",
month = jan,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00389.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "06 January 2005",
}
@Article{Duchesne:2005:RPS,
author = "Pierre Duchesne",
title = "Robust and powerful serial correlation tests with new
robust estimates in {ARX} models",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "1",
pages = "49--81",
month = jan,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00390.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "06 January 2005",
}
@Article{Hallin:2005:TNC,
author = "Marc Hallin and Abdessamad Saidi",
title = "Testing Non-Correlation and Non-Causality between
Multivariate {ARMA} Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "1",
pages = "83--105",
month = jan,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00391.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "06 January 2005",
}
@Article{Battaglia:2005:ODE,
author = "Francesco Battaglia and Lia Orfei",
title = "Outlier Detection and Estimation in Nonlinear Time
Series",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "1",
pages = "107--121",
month = jan,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00392.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "06 January 2005",
}
@Article{Kapetanios:2005:URT,
author = "George Kapetanios",
title = "Unit-root testing against the alternative hypothesis
of up to m structural breaks",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "1",
pages = "123--133",
month = jan,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00393.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "06 January 2005",
}
@Article{Kobayashi:2005:TEA,
author = "Masahito Kobayashi and Xiuhong Shi",
title = "Testing for {EGARCH} Against Stochastic Volatility
Models",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "1",
pages = "135--150",
month = jan,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00394.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "06 January 2005",
}
@Article{Quinn:2005:BR,
author = "Barry Quinn",
title = "Book Reviews 1",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "1",
pages = "151--152",
month = jan,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.395_1.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "06 January 2005",
}
@Article{Anonymous:2005:BR,
author = "Anonymous",
title = "Book Reviews 2",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "1",
pages = "152--153",
month = jan,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.395_2.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "06 January 2005",
}
@Article{Anonymous:2005:E,
author = "Anonymous",
title = "Erratum",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "1",
pages = "155--156",
month = jan,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00396.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:09 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "06 January 2005",
}
@Article{Poskitt:2005:NSE,
author = "D. S. Poskitt",
title = "A Note on the Specification and Estimation of {ARMAX}
Systems",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "2",
pages = "157--183",
month = mar,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00397.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "17 February 2005",
}
@Article{Bravo:2005:BEE,
author = "Francesco Bravo",
title = "Blockwise empirical entropy tests for time series
regressions",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "2",
pages = "185--210",
month = mar,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00398.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "17 February 2005",
}
@Article{Stoev:2005:ASS,
author = "Stilian Stoev and Murad S. Taqqu",
title = "Asymptotic self-similarity and wavelet estimation for
long-range dependent fractional autoregressive
integrated moving average time series with stable
innovations",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "2",
pages = "211--249",
month = mar,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00399.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "17 February 2005",
}
@Article{Audrino:2005:LLN,
author = "Francesco Audrino",
title = "Local Likelihood for non-parametric {$ {\rm ARCH}(1)
$} models",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "2",
pages = "251--278",
month = mar,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00400.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "17 February 2005",
}
@Article{Nielsen:2005:SET,
author = "Morten {\O}rregaard Nielsen",
title = "Semiparametric estimation in time-series regression
with long-range dependence",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "2",
pages = "279--304",
month = mar,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00401.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "17 February 2005",
}
@Article{McCabe:2005:APD,
author = "B. P. M. McCabe and G. M. Martin and A. R. Tremayne",
title = "Assessing Persistence In Discrete Nonstationary
Time-Series Models",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "2",
pages = "305--317",
month = mar,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00402.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "17 February 2005",
}
@Article{Franses:2005:EAS,
author = "Philip Hans Franses",
title = "The Econometric Analysis of Seasonal Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "2",
pages = "319--321",
month = mar,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00403.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "17 February 2005",
}
@Article{Ho:2005:PTR,
author = "Hwai-Chung Ho and Nan-Jung Hsu",
title = "Polynomial Trend Regression With Long-memory Errors",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "3",
pages = "323--354",
month = may,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00405.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 April 2005",
}
@Article{Leybourne:2005:ESM,
author = "Stephen Leybourne and Tae-Hwan Kim and Paul Newbold",
title = "Examination of some more powerful modifications of the
{Dickey--Fuller} test",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "3",
pages = "355--369",
month = may,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.00406.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 April 2005",
}
@Article{Biscay:2005:ENA,
author = "R. J. Biscay and Marc Lavielle and Carenne
Lude{\~n}a",
title = "Estimation of Nonparametric Autoregressive Time Series
Models Under Dynamical Constraints",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "3",
pages = "371--397",
month = may,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.00407.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 April 2005",
}
@Article{Ioannidis:2005:ESV,
author = "E. E. Ioannidis and G. A. Chronis",
title = "Extreme spectra of var models and orders of
near-cointegration",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "3",
pages = "399--421",
month = may,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.00408.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 April 2005",
}
@Article{Lambert-Lacroix:2005:EAC,
author = "Sophie Lambert-Lacroix",
title = "Extension of Autocovariance Coefficients Sequence for
Periodically Correlated Processes",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "3",
pages = "423--435",
month = may,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.00409.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 April 2005",
}
@Article{Martin:2005:IBI,
author = "Gael M. Martin and Catherine S. Forbes and Vance L.
Martin",
title = "Implicit {Bayesian} Inference Using Option Prices",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "3",
pages = "437--462",
month = may,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00410.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 April 2005",
}
@Article{Hosoya:2005:FIP,
author = "Yuzo Hosoya",
title = "Fractional Invariance Principle",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "3",
pages = "463--486",
month = may,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2004.00411.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 April 2005",
}
@Article{Fearnhead:2005:BR,
author = "Paul Fearnhead",
title = "Book Review",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "3",
pages = "487--488",
month = may,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00404.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:10 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 April 2005",
}
@Article{Anderson:2005:PEP,
author = "Paul L. Anderson and Mark M. Meerschaert",
title = "Parameter Estimation for Periodically Stationary Time
Series",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "4",
pages = "489--518",
month = jul,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00428.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 June 2005",
}
@Article{Bondon:2005:IMV,
author = "Pascal Bondon",
title = "Influence of missing values on the prediction of a
stationary time series",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "4",
pages = "519--525",
month = jul,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00433.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 June 2005",
}
@Article{Fang:2005:EEG,
author = "Yue Fang",
title = "The effect of the estimation on goodness-of-fit tests
in time series models",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "4",
pages = "527--541",
month = jul,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00418.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 June 2005",
}
@Article{Paparoditis:2005:TFV,
author = "Efstathios Paparoditis",
title = "Testing the Fit of a Vector Autoregressive Moving
Average Model",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "4",
pages = "543--568",
month = jul,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00419.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 June 2005",
}
@Article{Wong:2005:MPT,
author = "Heung Wong and Shiqing Ling",
title = "Mixed Portmanteau Tests for Time-Series Models",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "4",
pages = "569--579",
month = jul,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00420.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 June 2005",
}
@Article{Arteche:2005:TTS,
author = "J. Arteche and C. Velasco",
title = "Trimming and Tapering Semi-Parametric Estimates in
Asymmetric Long Memory Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "4",
pages = "581--611",
month = jul,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00431.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 June 2005",
}
@Article{Tsai:2005:TAS,
author = "Henghsiu Tsai and K. S. Chan",
title = "Temporal Aggregation of Stationary And Nonstationary
Discrete-Time Processes",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "4",
pages = "613--624",
month = jul,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00430.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 June 2005",
}
@Article{Whittle:2005:BRE,
author = "P. Whittle",
title = "Book review: {{\booktitle{The Estimation and Tracking
of Frequency}}}",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "4",
pages = "625--626",
month = jul,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00434.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 June 2005",
}
@Article{Janacek:2005:BRS,
author = "G. Janacek",
title = "Book review: {{\booktitle{Seasonal adjustment with the
X-11 method}}}",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "4",
pages = "626--627",
month = jul,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00423.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 June 2005",
}
@Article{Janacek:2005:BRM,
author = "G. Janacek",
title = "Book review: {{\booktitle{Measuring Business Cycles in
Economic Time Series}}}",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "4",
pages = "627--628",
month = jul,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00424.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 June 2005",
}
@Article{Rao:2005:BRA,
author = "T. Subba Rao",
title = "Book Review: {{\booktitle{Advanced Linear
Modelling}}}",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "4",
pages = "628--629",
month = jul,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00425.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 June 2005",
}
@Article{Bauer:2005:CCS,
author = "Dietmar Bauer",
title = "Comparing the {CCA} Subspace Method to Pseudo Maximum
Likelihood Methods in the case of No Exogenous Inputs",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "5",
pages = "631--668",
month = sep,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00441.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 August 2005",
}
@Article{Liebscher:2005:TUA,
author = "Eckhard Liebscher",
title = "Towards a unified approach for proving geometric
ergodicity and mixing properties of nonlinear
autoregressive processes",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "5",
pages = "669--689",
month = sep,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00412.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 August 2005",
}
@Article{Tsai:2005:QML,
author = "Henghsiu Tsai and K. S. Chan",
title = "Quasi-Maximum likelihood estimation for a class of
continuous-time long-memory processes",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "5",
pages = "691--713",
month = sep,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00422.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 August 2005",
}
@Article{Preminger:2005:UPL,
author = "Arie Preminger and David Wettstein",
title = "Using the penalized likelihood method for model
selection with nuisance parameters present only under
the alternative: an application to switching regression
models",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "5",
pages = "715--741",
month = sep,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00443.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 August 2005",
}
@Article{Wang:2005:PES,
author = "Hai-Bin Wang",
title = "Parameter estimation and subset selection for
separable lower triangular bilinear models",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "5",
pages = "743--757",
month = sep,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00421.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 August 2005",
}
@Article{Taylor:2005:USS,
author = "A. M. Robert Taylor",
title = "On the use of sub-sample unit root tests to detect
changes in persistence",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "5",
pages = "759--778",
month = sep,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00442.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 August 2005",
}
@Article{Shumway:2005:BR,
author = "Robert H. Shumway",
title = "Book Reviews",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "5",
pages = "779--780",
month = sep,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00414.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 August 2005",
}
@Article{Dodson:2005:BR,
author = "C. T. J. Dodson",
title = "Book Reviews",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "5",
pages = "780--782",
month = sep,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00426.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 August 2005",
}
@Article{Mills:2005:BR,
author = "Terence C. Mills",
title = "Book Reviews",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "5",
pages = "782--783",
month = sep,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00417.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 August 2005",
}
@Article{Chandler:2005:BR,
author = "Richard E. Chandler",
title = "Book Reviews",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "5",
pages = "783--784",
month = sep,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00415.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 August 2005",
}
@Article{Pourahmadi:2005:BR,
author = "Mohsen Pourahmadi",
title = "Book Reviews",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "5",
pages = "784--785",
month = sep,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00416.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 August 2005",
}
@Article{Terdik:2005:BR,
author = "Gyorgy Terdik",
title = "Book Reviews",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "5",
pages = "786--786",
month = sep,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00427.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 August 2005",
}
@Article{Anonymous:2005:EBR,
author = "Anonymous",
title = "Erratum: Book Review",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "5",
pages = "787--787",
month = sep,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00451.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:11 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 August 2005",
}
@Article{Mena:2005:SAM,
author = "Rams{\'e}s H. Mena and Stephen G. Walker",
title = "Stationary Autoregressive Models via a {Bayesian}
Nonparametric Approach",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "6",
pages = "789--805",
month = nov,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00429.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 October 2005",
}
@Article{Hwang:2005:ERC,
author = "S. Y. Hwang and I. V. Basawa",
title = "Explosive Random-Coefficient {$ {\rm AR}(1) $}
Processes and Related Asymptotics for Least-Squares
Estimation",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "6",
pages = "807--824",
month = nov,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00432.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 October 2005",
}
@Article{Zhou:2005:MLE,
author = "J. Zhou and I. V. Basawa",
title = "Maximum likelihood estimation for a first-order
bifurcating autoregressive process with exponential
errors",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "6",
pages = "825--842",
month = nov,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00440.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 October 2005",
}
@Article{Song:2005:PEE,
author = "Peter X.-K. Song and Dingan Feng",
title = "On Parameter Estimation for Exponential Dispersion
{ARMA} Models",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "6",
pages = "843--862",
month = nov,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00446.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "20 October 2005",
}
@Article{Palma:2005:EES,
author = "Wilfredo Palma and Ngai Hang Chan",
title = "Efficient Estimation of Seasonal Long-Range-Dependent
Processes",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "6",
pages = "863--892",
month = nov,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00447.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 October 2005",
}
@Article{Pfeffermann:2005:BAP,
author = "Danny Pfeffermann and Richard Tiller",
title = "Bootstrap Approximation to Prediction {MSE} for
State-Space Models with Estimated Parameters",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "6",
pages = "893--916",
month = nov,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00448.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 October 2005",
}
@Article{Steland:2005:RWD,
author = "Ansgar Steland",
title = "Random walks with drift --- a sequential approach",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "6",
pages = "917--942",
month = nov,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00450.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 October 2005",
}
@Article{Anonymous:2005:OEA,
author = "Anonymous",
title = "Online Early Announcement",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "6",
pages = "943--943",
month = nov,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00ann.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 October 2005",
}
@Article{Anonymous:2005:JTS,
author = "Anonymous",
title = "{{\booktitle{Journal of Time Series Analysis}}}: index
to volume 26 2005",
journal = j-J-TIME-SER-ANAL,
volume = "26",
number = "6",
pages = "945--946",
month = nov,
year = "2005",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.volindex.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:12 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 October 2005",
}
@Article{Trimbur:2006:PHO,
author = "Thomas M. Trimbur",
title = "Properties of higher order stochastic cycles",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "1",
pages = "1--17",
month = jan,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.0143-9782.2005.00462.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 January 2006",
}
@Article{Chandra:2006:MDE,
author = "S. Ajay Chandra and Masanobu Taniguchi",
title = "Minimum $ \alpha $-divergence estimation for {ARCH}
models",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "1",
pages = "19--39",
month = jan,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00444.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 January 2006",
}
@Article{Young:2006:EOB,
author = "K. D. S. Young and L. I. Pettit",
title = "The effect of observations on {Bayesian} choice of an
autoregressive model",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "1",
pages = "41--50",
month = jan,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00449.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 January 2006",
}
@Article{Giraitis:2006:ULT,
author = "Liudas Giraitis and Peter C. B. Phillips",
title = "Uniform Limit Theory for Stationary Autoregression",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "1",
pages = "51--60",
month = jan,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00452.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 January 2006",
}
@Article{Aue:2006:ERC,
author = "Alexander Aue and Lajos Horv{\'a}th and Josef
Steinebach",
title = "Estimation in Random Coefficient Autoregressive
Models",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "1",
pages = "61--76",
month = jan,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00453.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 January 2006",
}
@Article{Jimenez:2006:AIM,
author = "J. C. Jimenez and T. Ozaki",
title = "An Approximate Innovation Method for the Estimation of
Diffusion Processes from Discrete Data",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "1",
pages = "77--97",
month = jan,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00454.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 January 2006",
}
@Article{Lopes:2006:BMU,
author = "Hedibert F. Lopes and Esther Salazar",
title = "{Bayesian} Model Uncertainty In Smooth Transition
Autoregressions",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "1",
pages = "99--117",
month = jan,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00455.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 January 2006",
}
@Article{Luger:2006:MUE,
author = "Richard Luger",
title = "Median-unbiased estimation and exact inference methods
for first-order autoregressive models with conditional
heteroscedasticity of unknown form",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "1",
pages = "119--128",
month = jan,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00456.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 January 2006",
}
@Article{Park:2006:SFS,
author = "Heungsun Park and Key-Il Shin",
title = "A Shrinked Forecast in Stationary Processes Favouring
Percentage Error",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "1",
pages = "129--139",
month = jan,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00458.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 January 2006",
}
@Article{Corander:2006:BAM,
author = "Jukka Corander and Mattias Villani",
title = "A {Bayesian} Approach to Modelling Graphical Vector
Autoregressions",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "1",
pages = "141--156",
month = jan,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00460.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 January 2006",
}
@Article{Zhang:2006:CAD,
author = "Y. Zhang and A. I. McLeod",
title = "Computer algebra derivation of the bias of linear
estimators of autoregressive models",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "2",
pages = "157--165",
month = mar,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00459.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "05 September 2005",
}
@Article{Godolphin:2006:EIM,
author = "E. J. Godolphin and S. R. Bane",
title = "On the evaluation of the information matrix for
multiplicative seasonal time-series models",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "2",
pages = "167--190",
month = mar,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00461.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "05 September 2005",
}
@Article{Pons:2006:TMS,
author = "Gabriel Pons",
title = "Testing Monthly Seasonal Unit Roots With Monthly and
Quarterly Information",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "2",
pages = "191--209",
month = mar,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00463.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 October 2005",
}
@Article{Dalla:2006:CEM,
author = "Violetta Dalla and Liudas Giraitis and Javier
Hidalgo",
title = "Consistent estimation of the memory parameter for
nonlinear time series",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "2",
pages = "211--251",
month = mar,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00464.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 October 2005",
}
@Article{Kakizawa:2006:BPE,
author = "Yoshihide Kakizawa",
title = "{Bernstein} polynomial estimation of a spectral
density",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "2",
pages = "253--287",
month = mar,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00465.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 October 2005",
}
@Article{Phillips:2006:IAU,
author = "Peter C. B. Phillips and Ke-Li Xu",
title = "Inference in Autoregression under Heteroskedasticity",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "2",
pages = "289--308",
month = mar,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00466.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 October 2005",
}
@Article{Li:2006:SNM,
author = "Lei M. Li",
title = "Some notes on mutual information between past and
future",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "2",
pages = "309--322",
month = mar,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00469.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:13 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "17 November 2005",
}
@Article{Cappuccio:2006:LAD,
author = "Nunzio Cappuccio and Diego Lubian",
title = "Local Asymptotic Distributions of Stationarity Tests",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "3",
pages = "323--345",
month = may,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00471.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 March 2006",
}
@Article{Granger:2006:DMO,
author = "Clive W. J. Granger and Yongil Jeon",
title = "Dynamics of Model Overfitting Measured in terms of
Autoregressive Roots",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "3",
pages = "347--365",
month = may,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00468.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 March 2006",
}
@Article{Zhu:2006:ISR,
author = "Zhengyuan Zhu and Murad S. Taqqu",
title = "Impact of the sampling rate on the estimation of the
parameters of fractional {Brownian} motion",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "3",
pages = "367--380",
month = may,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2005.00470.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 March 2006",
}
@Article{Becker:2006:STP,
author = "Ralf Becker and Walter Enders and Junsoo Lee",
title = "A stationarity test in the presence of an unknown
number of smooth breaks",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "3",
pages = "381--409",
month = may,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00478.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 March 2006",
}
@Article{Zheng:2006:IPT,
author = "Haitao Zheng and Ishwar V. Basawa and Somnath Datta",
title = "Inference for $p$ th-order random coefficient
integer-valued autoregressive processes",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "3",
pages = "411--440",
month = may,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00472.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 March 2006",
}
@Article{Hirukawa:2006:MNP,
author = "Masayuki Hirukawa",
title = "A Modified Nonparametric Prewhitened Covariance
Estimator",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "3",
pages = "441--476",
month = may,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00477.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 March 2006",
}
@Article{Darolles:2006:SLT,
author = "Serge Darolles and Christian Gourieroux and Joann
Jasiak",
title = "Structural {Laplace} Transform and Compound
Autoregressive Models",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "4",
pages = "477--503",
month = jul,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00479.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 April 2006",
}
@Article{Bouhaddioui:2006:GPT,
author = "Chafik Bouhaddioui and Roch Roy",
title = "A Generalized Portmanteau Test For Independence Of Two
Infinite-Order Vector Autoregressive Series",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "4",
pages = "505--544",
month = jul,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00473.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 February 2006",
}
@Article{Aparicio:2006:RUR,
author = "Felipe Aparicio and Alvaro Escribano and Ana E.
Sipols",
title = "Range Unit-Root {(RUR)} Tests: Robust against
Nonlinearities, Error Distributions, Structural Breaks
and Outliers",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "4",
pages = "545--576",
month = jul,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00474.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 February 2006",
}
@Article{Zhang:2006:MGT,
author = "Zhiqiang Zhang and Wai Keung Li and Kam Chuen Yuen",
title = "On a {Mixture GARCH Time-Series Model}",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "4",
pages = "577--597",
month = jul,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00467.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 February 2006",
}
@Article{McLeod:2006:PAP,
author = "A. I. McLeod and Y. Zhang",
title = "Partial autocorrelation parameterization for subset
autoregression",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "4",
pages = "599--612",
month = jul,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00481.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 April 2006",
}
@Article{Cavaliere:2006:TNC,
author = "Giuseppe Cavaliere and A. M. Robert Taylor",
title = "Testing the null of co-integration in the presence of
variance breaks",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "4",
pages = "613--636",
month = jul,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00475.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:14 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 March 2006",
}
@Article{Levy-Leduc:2006:EFE,
author = "C{\'e}line L{\'e}vy-Leduc",
title = "Efficient frequency estimation from a particular
almost periodic function with application to laser
vibrometry",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "5",
pages = "637--669",
month = sep,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00480.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 April 2006",
}
@Article{Noriega:2006:SRU,
author = "Antonio E. Noriega and Daniel
Ventosa-Santaul{\`a}ria",
title = "Spurious Regression Under Broken-Trend Stationarity",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "5",
pages = "671--684",
month = sep,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00482.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 April 2006",
}
@Article{Burridge:2006:AOD,
author = "Peter Burridge and A. M. Robert Taylor",
title = "Additive Outlier Detection Via Extreme-Value Theory",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "5",
pages = "685--701",
month = sep,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00483.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 April 2006",
}
@Article{Yamamoto:2006:TLR,
author = "Taku Yamamoto and Eiji Kurozumi",
title = "Tests for Long-Run {Granger} Non-Causality in
Cointegrated Systems",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "5",
pages = "703--723",
month = sep,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00484.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 May 2006",
}
@Article{Zhu:2006:MCD,
author = "Rong Zhu and Harry Joe",
title = "Modelling count data time series with {Markov}
processes based on binomial thinning",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "5",
pages = "725--738",
month = sep,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00485.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 May 2006",
}
@Article{Harvey:2006:PUR,
author = "David I. Harvey and Stephen J. Leybourne",
title = "Power of a Unit-Root Test and the Initial Condition",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "5",
pages = "739--752",
month = sep,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00486.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "30 May 2006",
}
@Article{Psaradakis:2006:JDS,
author = "Zacharias Psaradakis and Nicola Spagnolo",
title = "Joint determination of the state dimension and
autoregressive order for models with {Markov} regime
switching",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "5",
pages = "753--766",
month = sep,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00487.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 May 2006",
}
@Article{Antunes:2006:HTS,
author = "Ana M{\'o}nica C. Antunes and Tata Subba Rao",
title = "On hypotheses testing for the selection of
spatio-temporal models",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "5",
pages = "767--791",
month = sep,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00488.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 May 2006",
}
@Article{Anonymous:2006:C,
author = "Anonymous",
title = "Corrigendum",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "6",
pages = "i--ii",
month = nov,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00512.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "09 October 2006",
}
@Article{Allal:2006:ODE,
author = "Jelloul Allal and Sa{\"\i}d {El Melhaoui}",
title = "Optimal detection of exponential component in
autoregressive models",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "6",
pages = "793--810",
month = nov,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00489.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "30 May 2006",
}
@Article{Vijverberg:2006:TDC,
author = "Chu-Ping C. Vijverberg",
title = "Time deformation, continuous {Euler} processes and
forecasting",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "6",
pages = "811--829",
month = nov,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00490.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 June 2006",
}
@Article{Soltani:2006:MAR,
author = "A. R. Soltani and M. Mohammadpour",
title = "Moving Average Representations for Multivariate
Stationary Processes",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "6",
pages = "831--841",
month = nov,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00503.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "25 July 2006",
}
@Article{ElGhini:2006:ARE,
author = "Ahmed {El Ghini} and Christian Francq",
title = "Asymptotic Relative Efficiency of Goodness-Of-Fit
Tests Based on Inverse and Ordinary Autocorrelations",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "6",
pages = "843--855",
month = nov,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00491.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 June 2006",
}
@Article{Yao:2006:GML,
author = "Qiwei Yao and Peter J. Brockwell",
title = "{Gaussian} Maximum Likelihood Estimation For {ARMA}
Models. {I}. {Time} Series",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "6",
pages = "857--875",
month = nov,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00492.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "27 June 2006",
}
@Article{Gassiat:2006:ESE,
author = "Elisabeth Gassiat and C{\'e}line L{\'e}vy-Leduc",
title = "Efficient semiparametric estimation of the periods in
a superposition of periodic functions with unknown
shape",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "6",
pages = "877--910",
month = nov,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00493.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "25 July 2006",
}
@Article{Chen:2006:ALF,
author = "Wen-Den Chen",
title = "An approximate likelihood function for panel data with
a mixed {$ {\rm ARMA}(p, q) $} remainder disturbance
model",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "6",
pages = "911--921",
month = nov,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00495.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 June 2006",
}
@Article{Ferland:2006:IVG,
author = "Ren{\'e} Ferland and Alain Latour and Driss Oraichi",
title = "Integer-Valued {GARCH} Process",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "6",
pages = "923--942",
month = nov,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00496.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 August 2006",
}
@Article{Mills:2006:IEU,
author = "Terence C. Mills",
title = "Introductory econometrics: using {Monte Carlo}
simulation with {Microsoft Excel\reg}",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "6",
pages = "943--944",
month = nov,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00505.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "09 October 2006",
}
@Article{Anonymous:2006:JTS,
author = "Anonymous",
title = "{{\booktitle{Journal of Time Series Analysis}}}: index
to volume 27 2006",
journal = j-J-TIME-SER-ANAL,
volume = "27",
number = "6",
pages = "945--946",
month = nov,
year = "2006",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00516.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:15 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "09 October 2006",
}
@Article{Bardet:2007:IMF,
author = "Jean-Marc Bardet and Pierre Bertrand",
title = "Identification of the multiscale fractional {Brownian}
motion with biomechanical applications",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "1",
pages = "1--52",
month = jan,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00494.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 July 2006",
}
@Article{Marcellino:2007:PBD,
author = "Massimiliano Marcellino",
title = "Pooling-Based Data Interpolation and Backdating",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "1",
pages = "53--71",
month = jan,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00498.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "25 July 2006",
}
@Article{Yu:2007:HMP,
author = "Hao Yu",
title = "High Moment Partial Sum Processes of Residuals in
{ARMA} Models and their Applications",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "1",
pages = "72--91",
month = jan,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00499.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "03 August 2006",
}
@Article{Neal:2007:MIV,
author = "Peter Neal and T. Subba Rao",
title = "{MCMC} for Integer-Valued {ARMA} processes",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "1",
pages = "92--110",
month = jan,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00500.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "28 July 2006",
}
@Article{Pesavento:2007:RBT,
author = "Elena Pesavento",
title = "Residuals-based tests for the null of
no-cointegration: an Analytical comparison",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "1",
pages = "111--137",
month = jan,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00501.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 July 2006",
}
@Article{Beran:2007:EUL,
author = "Jan Beran",
title = "On {$M$}-Estimation Under Long-Range Dependence in
Volatility",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "1",
pages = "138--153",
month = jan,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00506.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:16 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "29 August 2006",
}
@Article{Moulines:2007:SDW,
author = "E. Moulines and F. Roueff and M. S. Taqqu",
title = "On the spectral density of the wavelet coefficients of
long-memory time series with application to the
log-regression estimation of the memory parameter",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "2",
pages = "155--187",
month = mar,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00502.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "29 August 2006",
}
@Article{Westerlund:2007:NIT,
author = "Joakim Westerlund and David L. Edgerton",
title = "New improved tests for cointegration with structural
breaks",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "2",
pages = "188--224",
month = mar,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00504.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "29 August 2006",
}
@Article{Soltani:2007:SRV,
author = "A. R. Soltani and M. Azimmohseni",
title = "Simulation of real-valued discrete-time periodically
correlated {Gaussian} processes with prescribed
spectral density matrices",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "2",
pages = "225--240",
month = mar,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00507.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "24 October 2006",
}
@Article{Cline:2007:ELE,
author = "Daren B. H. Cline",
title = "Evaluating the {Lyapounov} Exponent and Existence of
Moments for Threshold {AR--ARCH} Models",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "2",
pages = "241--260",
month = mar,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00508.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "12 September 2006",
}
@Article{Bondon:2007:CAP,
author = "Pascal Bondon and Wilfredo Palma",
title = "A Class of Antipersistent Processes",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "2",
pages = "261--273",
month = mar,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00509.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "29 September 2006",
}
@Article{Bianco:2007:REU,
author = "Ana Bianco and Graciela Boente",
title = "Robust estimators under semi-parametric partly linear
autoregression: Asymptotic behaviour and bandwidth
selection",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "2",
pages = "274--306",
month = mar,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00511.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 September 2006",
}
@Article{Hidalgo:2007:NTW,
author = "Javier Hidalgo",
title = "A nonparametric test for weak dependence against
strong cycles and its bootstrap analogue",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "3",
pages = "307--349",
month = may,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00510.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 September 2006",
}
@Article{Tsai:2007:NNN,
author = "Henghsiu Tsai and K. S. Chan",
title = "A Note on Non-Negative {ARMA} Processes",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "3",
pages = "350--360",
month = may,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00513.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "29 September 2006",
}
@Article{Gomez:2007:WKF,
author = "V{\'\i}ctor G{\'o}mez",
title = "{Wiener-Kolmogorov} filtering and smoothing for
multivariate series with state-space structure",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "3",
pages = "361--385",
month = may,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00514.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "29 September 2006",
}
@Article{Brockwell:2007:LBA,
author = "A. E. Brockwell",
title = "Likelihood-based analysis of a class of generalized
long-memory time series models",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "3",
pages = "386--407",
month = may,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00515.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 October 2006",
}
@Article{Leybourne:2007:CSB,
author = "Stephen Leybourne and Robert Taylor and Tae-Hwan Kim",
title = "{CUSUM} of Squares-Based Tests for a Change in
Persistence",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "3",
pages = "408--433",
month = may,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00517.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "24 October 2006",
}
@Article{Canepa:2007:IQL,
author = "A. Canepa and L. G. Godfrey",
title = "Improvement of the quasi-likelihood ratio test in
{ARMA} models: some results for bootstrap methods",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "3",
pages = "434--453",
month = may,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00518.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "09 November 2006",
}
@Article{Francq:2007:MPT,
author = "Christian Francq and Hamdi Ra{\"\i}ssi",
title = "Multivariate portmanteau test for autoregressive
models with uncorrelated but nonindependent errors",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "3",
pages = "454--470",
month = may,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00521.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:17 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 January 2007",
}
@Article{Carnero:2007:EOI,
author = "M. Angeles Carnero and Daniel Pe{\~n}a and Esther
Ruiz",
title = "Effects of outliers on the identification and
estimation of {GARCH} models",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "4",
pages = "471--497",
month = jul,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00519.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "09 November 2006",
}
@Article{Huzii:2007:EGD,
author = "Mituaki Huzii",
title = "Embedding a {Gaussian} discrete-time autoregressive
moving average process in a {Gaussian} continuous-time
autoregressive moving average process",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "4",
pages = "498--520",
month = jul,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00520.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "09 November 2006",
}
@Article{Zaffaroni:2007:CAG,
author = "Paolo Zaffaroni",
title = "Contemporaneous aggregation of {GARCH} processes",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "4",
pages = "521--544",
month = jul,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00522.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "18 January 2007",
}
@Article{Kurozumi:2007:EEI,
author = "Eiji Kurozumi and Yoichi Arai",
title = "Efficient estimation and inference in cointegrating
regressions with structural change",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "4",
pages = "545--575",
month = jul,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00524.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "18 January 2007",
}
@Article{Nordman:2007:ELC,
author = "Daniel J. Nordman and Philipp Sibbertsen and Soumendra
N. Lahiri",
title = "Empirical likelihood confidence intervals for the mean
of a long-range dependent process",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "4",
pages = "576--599",
month = jul,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00526.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "18 January 2007",
}
@Article{Velasco:2007:PFP,
author = "Carlos Velasco",
title = "The periodogram of fractional processes",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "4",
pages = "600--627",
month = jul,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2006.00527.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "18 January 2007",
}
@Article{Penzer:2007:SSM,
author = "Jeremy Penzer",
title = "State space models for time series with patches of
unusual observations",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "5",
pages = "629--645",
month = sep,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00525.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 February 2007",
}
@Article{Bandt:2007:OPT,
author = "Chstoph Bandt and Faten Shiha",
title = "Order Patterns in Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "5",
pages = "646--665",
month = sep,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00528.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 February 2007",
}
@Article{Metaxoglou:2007:MLE,
author = "Konstantinos Metaxoglou and Aaron Smith",
title = "Maximum Likelihood Estimation of {VARMA} Models Using
a State-Space {EM} Algorithm",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "5",
pages = "666--685",
month = sep,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00529.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "09 February 2007",
}
@Article{Sen:2007:JHT,
author = "Amit Sen",
title = "Joint hypothesis tests for a unit root when there is a
break in the innovation variance",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "5",
pages = "686--700",
month = sep,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00530.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 February 2007",
}
@Article{Souza:2007:TAB,
author = "Leonardo Rocha Souza",
title = "Temporal Aggregation and Bandwidth selection in
estimating long memory",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "5",
pages = "701--722",
month = sep,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00533.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 February 2007",
}
@Article{Marsh:2007:COT,
author = "Patrick Marsh",
title = "Constructing Optimal tests on a Lagged dependent
variable",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "5",
pages = "723--743",
month = sep,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00536.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 February 2007",
}
@Article{Stramer:2007:BAN,
author = "O. Stramer and G. O. Roberts",
title = "On {Bayesian} analysis of nonlinear continuous-time
autoregression models",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "5",
pages = "744--762",
month = sep,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00549.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 August 2007",
}
@Article{Serban:2007:MDD,
author = "Mihaela Serban and Anthony Brockwell and John Lehoczky
and Sanjay Srivastava",
title = "Modelling the Dynamic Dependence Structure in
Multivariate Financial Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "5",
pages = "763--782",
month = sep,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00543.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 June 2007",
}
@Article{Godolphin:2007:NIM,
author = "E. J. Godolphin and J. D. Godolphin",
title = "A note on the information matrix for multiplicative
seasonal autoregressive moving-average models",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "5",
pages = "783--791",
month = sep,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00531.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:18 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 June 2007",
}
@Article{Drouiche:2007:TSF,
author = "K. Drouiche",
title = "A Test for Spectrum Flatness",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "6",
pages = "793--806",
month = nov,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00523.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 June 2007",
}
@Article{Blake:2007:TNN,
author = "Andrew P. Blake and George Kapetanios",
title = "Testing for Neglected Nonlinearity in Cointegrating
Relationships*",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "6",
pages = "807--826",
month = nov,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00532.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "30 June 2007",
}
@Article{Tsay:2007:UDB,
author = "Wen-Jen Tsay",
title = "Using difference-based methods for inference in
regression with fractionally integrated processes",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "6",
pages = "827--843",
month = nov,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00534.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 October 2007",
}
@Article{Girardin:2007:RES,
author = "Valerie Girardin",
title = "Relative entropy and spectral constraints: some
invariance properties of the {ARMA} class",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "6",
pages = "844--866",
month = nov,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00535.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "02 July 2007",
}
@Article{Davis:2007:MTS,
author = "Ginger M. Davis and Katherine B. Ensor",
title = "Multivariate time-series analysis with categorical and
continuous variables in an lstr model",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "6",
pages = "867--885",
month = nov,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00537.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 June 2007",
}
@Article{Pena:2007:MAM,
author = "Daniel Pe{\~n}a and Ismael S{\'a}nchez",
title = "Measuring the advantages of multivariate vs.
univariate forecasts",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "6",
pages = "886--909",
month = nov,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00538.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 October 2007",
}
@Article{Castro:2007:UHP,
author = "Tomas del Barrio Castro",
title = "Using the {HEGY} Procedure When Not All Roots Are
Present",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "6",
pages = "910--922",
month = nov,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00539.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "HEGY (Hylleberg, Engle, Granger and Yoo)",
onlinedate = "11 June 2007",
}
@Article{Avarucci:2007:PCB,
author = "Marco Avarucci and Domenico Marinucci",
title = "Polynomial Cointegration Between Stationary Processes
With Long Memory",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "6",
pages = "923--942",
month = nov,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00540.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 October 2007",
}
@Article{Anonymous:2007:JTS,
author = "Anonymous",
title = "{{\booktitle{Journal of Time Series Analysis}} index
to Volume 28 2007}",
journal = j-J-TIME-SER-ANAL,
volume = "28",
number = "6",
pages = "943--944",
month = nov,
year = "2007",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.volindex_1.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 October 2007",
}
@Article{Wylomanska:2008:SMP,
author = "Agnieszka Wyloma{\'n}ska",
title = "Spectral measures of {PARMA} sequences",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "1",
pages = "1--13",
month = jan,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00541.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 June 2007",
}
@Article{Elek:2008:LTC,
author = "P{\'e}ter Elek and L{\'a}szl{\'o} M{\'a}rkus",
title = "A light-tailed conditionally heteroscedastic model
with applications to river flows",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "1",
pages = "14--36",
month = jan,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00542.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 December 2007",
}
@Article{Chiogna:2008:AIS,
author = "Monica Chiogna and Carlo Gaetan and Guido Masarotto",
title = "Automatic identification of seasonal transfer function
models by means of iterative stepwise and genetic
algorithms",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "1",
pages = "37--50",
month = jan,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00544.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 September 2007",
}
@Article{Andrews:2008:RBE,
author = "Beth Andrews",
title = "Rank-based estimation for autoregressive moving
average time series models",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "1",
pages = "51--73",
month = jan,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00545.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 November 2007",
}
@Article{Gagliardini:2008:DTS,
author = "P. Gagliardini and C. Gourieroux",
title = "Duration time-series models with proportional hazard",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "1",
pages = "74--124",
month = jan,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00546.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 December 2007",
}
@Article{Klemela:2008:DEL,
author = "Jussi Klemel{\"a}",
title = "Density estimation with locally identically
distributed data and with locally stationary data",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "1",
pages = "125--141",
month = jan,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00547.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 September 2007",
}
@Article{Hashimzade:2008:FAA,
author = "Nigar Hashimzade and Timothy J. Vogelsang",
title = "Fixed-$b$ asymptotic approximation of the sampling
behaviour of nonparametric spectral density
estimators",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "1",
pages = "142--162",
month = jan,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00548.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 December 2007",
}
@Article{Gil-Alana:2008:FIS,
author = "Luis A. Gil-Alana",
title = "Fractional integration and structural breaks at
unknown periods of time",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "1",
pages = "163--185",
month = jan,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00550.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 December 2007",
}
@Article{Cai:2008:QSE,
author = "Yuzhi Cai and Julian Stander",
title = "Quantile self-exciting threshold autoregressive time
series models",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "1",
pages = "186--202",
month = jan,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00551.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 December 2007",
}
@Article{Andrews:2008:ASV,
author = "Donald W. K. Andrews and Patrik Guggenberger",
title = "Asymptotics for stationary very nearly unit root
processes",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "1",
pages = "203--212",
month = jan,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00552.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:19 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 September 2007",
}
@Article{Kabaila:2008:IPL,
author = "Paul Kabaila and Khreshna Syuhada",
title = "Improved Prediction Limits For {$ {\rm AR}(p) $} and
{$ {\rm ARCH}(p) $} Processes",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "2",
pages = "213--223",
month = mar,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00553.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 November 2007",
}
@Article{Poskitt:2008:PSB,
author = "D. S. Poskitt",
title = "Properties of the sieve bootstrap for fractionally
integrated and non-invertible processes",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "2",
pages = "224--250",
month = mar,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00554.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 November 2007",
}
@Article{Shao:2008:REP,
author = "Q. Shao",
title = "Robust Estimation For Periodic Autoregressive Time
Series",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "2",
pages = "251--263",
month = mar,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00555.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 December 2007",
}
@Article{Sergides:2008:BLP,
author = "Marios Sergides and Efstathios Paparoditis",
title = "Bootstrapping the Local Periodogram of Locally
Stationary Processes",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "2",
pages = "264--299",
month = mar,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00556.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 November 2007",
}
@Article{Cavaliere:2008:TTU,
author = "Giuseppe Cavaliere and A. M. Robert Taylor",
title = "Time-Transformed unit root tests for models with
non-stationary volatility",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "2",
pages = "300--330",
month = mar,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00557.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 December 2007",
}
@Article{Trenkler:2008:TCR,
author = "Carsten Trenkler and Pentti Saikkonen and Helmut
L{\"u}tkepohl",
title = "Testing for the Cointegrating Rank of a {VAR} Process
with Level Shift and Trend Break",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "2",
pages = "331--358",
month = mar,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00558.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 November 2007",
}
@Article{Katayama:2008:IPS,
author = "Naoya Katayama",
title = "An Improvement of the Portmanteau Statistic",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "2",
pages = "359--370",
month = mar,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00559.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 November 2007",
}
@Article{Palm:2008:BUR,
author = "Franz C. Palm and Stephan Smeekes and Jean-Pierre
Urbain",
title = "Bootstrap unit-root tests: comparison and extensions",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "2",
pages = "371--401",
month = mar,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00565.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "25 February 2008",
}
@Article{Mallick:2008:GVC,
author = "Taslim S. Mallick and Brajendra C. Sutradhar",
title = "{GQL} Versus Conditional {GQL} Inferences for
Non-Stationary Time Series of Counts with
Overdispersion",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "2",
pages = "402--420",
month = mar,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00570.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:20 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "25 February 2008",
}
@Article{Ahlgren:2008:TAS,
author = "Niklas Ahlgren and Jukka Nyblom",
title = "Tests against stationary and explosive alternatives in
vector autoregressive models",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "3",
pages = "421--443",
month = may,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00560.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 April 2008",
}
@Article{Tanaka:2008:SPA,
author = "Fuyuhiko Tanaka and Fumiyasu Komaki",
title = "A superharmonic prior for the autoregressive process
of the second-order",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "3",
pages = "444--452",
month = may,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00561.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 April 2008",
}
@Article{Meitz:2008:SNA,
author = "Mika Meitz and Pentti Saikkonen",
title = "Stability of nonlinear {AR-GARCH} models",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "3",
pages = "453--475",
month = may,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00562.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 April 2008",
}
@Article{Kurozumi:2008:TNH,
author = "Eiji Kurozumi and Yoichi Arai",
title = "Test for the null hypothesis of cointegration with
reduced size distortion",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "3",
pages = "476--500",
month = may,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00564.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 April 2008",
}
@Article{Nakamori:2008:DQE,
author = "Seiichi Nakamori and Aurora Hermoso-Carazo and Josefa
Linares-P{\'e}rez",
title = "Design of quadratic estimators using covariance
information in linear discrete-time stochastic
systems",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "3",
pages = "501--512",
month = may,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00566.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 April 2008",
}
@Article{Rekkas:2008:IIF,
author = "M. Rekkas and Y. Sun and A. Wong",
title = "Improved inference for first-order autocorrelation
using likelihood analysis",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "3",
pages = "513--532",
month = may,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00567.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 April 2008",
}
@Article{Athanasopoulos:2008:CVM,
author = "George Athanasopoulos and Farshid Vahid",
title = "A complete {VARMA} modelling methodology based on
scalar components",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "3",
pages = "533--554",
month = may,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00568.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 April 2008",
}
@Article{Koreisha:2008:ULS,
author = "Sergio G. Koreisha and Yue Fang",
title = "Using least squares to generate forecasts in
regressions with serial correlation",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "3",
pages = "555--580",
month = may,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00569.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 April 2008",
}
@Article{Zaffaroni:2008:LSV,
author = "Paolo Zaffaroni",
title = "Large-scale volatility models: theoretical properties
of professionals' practice",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "3",
pages = "581--599",
month = may,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00571.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 April 2008",
}
@Article{Lin:2008:PTA,
author = "J.-W. Lin and A. I. McLeod",
title = "Portmanteau tests for {ARMA} models with infinite
variance",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "3",
pages = "600--617",
month = may,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2007.00572.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "21 April 2008",
}
@Article{Zhu:2008:EPM,
author = "Fukang Zhu and Dehui Wang",
title = "Estimation of Parameters in the {$ {\rm NLAR}(p) $}
Model",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "4",
pages = "619--628",
month = jul,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2008.00574.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 June 2008",
}
@Article{Smith:2008:EST,
author = "Daniel R. Smith",
title = "Evaluating Specification Tests for {Markov}-Switching
Time-Series Models",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "4",
pages = "629--652",
month = jul,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2008.00575.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 June 2008",
}
@Article{Boutahar:2008:IPC,
author = "Mohamed Boutahar",
title = "Identification of persistent cycles in non-{Gaussian}
long-memory time series",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "4",
pages = "653--672",
month = jul,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2008.00576.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 June 2008",
}
@Article{Rao:2008:SAS,
author = "Suhasini Subba Rao",
title = "Statistical analysis of a spatio-temporal model with
location-dependent parameters and a test for spatial
stationarity",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "4",
pages = "673--694",
month = jul,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2008.00577.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 June 2008",
}
@Article{Burridge:2008:CEO,
author = "Peter Burridge and Daniela Hristova",
title = "Consistent estimation and order selection for
nonstationary autoregressive processes with stable
innovations",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "4",
pages = "695--718",
month = jul,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2008.00579.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 June 2008",
}
@Article{Iglesias:2008:FST,
author = "Emma M. Iglesias and Garry D. A. Phillips",
title = "Finite Sample Theory of {QMLE} in {ARCH} Models with
Dynamics in the Mean Equation",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "4",
pages = "719--737",
month = jul,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2008.00582.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 June 2008",
}
@Article{Ercolani:2008:BR,
author = "Joanne S. Ercolani",
title = "Book Review",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "4",
pages = "738--740",
month = jul,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2008.00578.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:21 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 June 2008",
}
@Article{Arbues:2008:EPT,
author = "Ignacio Arbu{\'e}s",
title = "An Extended Portmanteau Test for {VARMA} Models With
Mixing Nonlinear Constraints",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "5",
pages = "741--761",
month = sep,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2008.00573.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 August 2008",
}
@Article{Laib:2008:REP,
author = "Na{\^a}mane La{\"\i}b and Mohamed Lemdani and Elias
Ould-Sa{\"\i}d",
title = "On residual empirical processes of {GARCH-SM} models:
application to conditional symmetry tests",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "5",
pages = "762--782",
month = sep,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2008.00580.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 August 2008",
}
@Article{Drost:2008:LAN,
author = "Feike C. Drost and Ramon {Van Den Akker} and Bas J. M.
Werker",
title = "Local asymptotic normality and efficient estimation
for {$ {\rm INAR}(p) $} models",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "5",
pages = "783--801",
month = sep,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2008.00581.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 August 2008",
}
@Article{Wilson:2008:SPC,
author = "Granville Tunnicliffe Wilson and Marco Reale",
title = "The sampling properties of conditional independence
graphs for {$ {\rm I}(1) $} structural {VAR} models",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "5",
pages = "802--810",
month = sep,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2008.00583.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 August 2008",
}
@Article{Kim:2008:FSV,
author = "Jeongeun Kim and David S. Stoffer",
title = "Fitting Stochastic Volatility Models in the Presence
of Irregular Sampling via Particle Methods and the {EM}
Algorithm",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "5",
pages = "811--833",
month = sep,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2008.00584.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 August 2008",
}
@Article{Davis:2008:BDC,
author = "Richard A. Davis and Thomas C. M. Lee and Gabriel A.
Rodriguez-Yam",
title = "Break detection for a class of nonlinear time series
models",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "5",
pages = "834--867",
month = sep,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2008.00585.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 August 2008",
}
@Article{Fryzlewicz:2008:WFA,
author = "Piotr Fryzlewicz and Guy P. Nason and Rainer {Von
Sachs}",
title = "A wavelet-{Fisz} approach to spectrum estimation",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "5",
pages = "868--880",
month = sep,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2008.00586.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 August 2008",
}
@Article{Psaradakis:2008:ATR,
author = "Zacharias Psaradakis",
title = "Assessing Time-Reversibility Under Minimal
Assumptions",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "5",
pages = "881--905",
month = sep,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2008.00587.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 August 2008",
}
@Article{Bardet:2008:ULT,
author = "Jean-Marc Bardet and Paul Doukhan and Jos{\'e} Rafael
Le{\'o}n",
title = "Uniform limit theorems for the integrated periodogram
of weakly dependent time series and their applications
to {Whittle}'s estimate",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "5",
pages = "906--945",
month = sep,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2008.00588.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 August 2008",
}
@Article{Huskova:2008:BCI,
author = "Marie Huskov{\'a} and Claudia Kirch",
title = "Bootstrapping confidence intervals for the
change-point of time series",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "6",
pages = "947--972",
month = nov,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2008.00589.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 October 2008",
}
@Article{Bu:2008:MLE,
author = "Ruijun Bu and Brendan McCabe and Kaddour Hadri",
title = "Maximum likelihood estimation of higher-order
integer-valued autoregressive processes",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "6",
pages = "973--994",
month = nov,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2008.00590.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 October 2008",
}
@Article{Lenart:2008:STA,
author = "{\L}ukasz Lenart and Jacek Le{\'s}kow and Rafa{\l}
Synowiecki",
title = "Subsampling in testing autocovariance for periodically
correlated time series",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "6",
pages = "995--1018",
month = nov,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2008.00591.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 October 2008",
}
@Article{Simos:2008:EDM,
author = "Theodore Simos",
title = "The exact discrete model of a system of linear
stochastic differential equations driven by fractional
noise",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "6",
pages = "1019--1031",
month = nov,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2008.00593.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 October 2008",
}
@Article{Wang:2008:NAM,
author = "Hai-Bin Wang",
title = "Nonlinear {ARMA} models with functional {MA}
coefficients",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "6",
pages = "1032--1056",
month = nov,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2008.00594.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "23 October 2008",
}
@Article{Louni:2008:ODA,
author = "Hamid Louni",
title = "Outlier detection in {ARMA} models",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "6",
pages = "1057--1065",
month = nov,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2008.00595.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "23 October 2008",
}
@Article{Kourogenis:2008:TUR,
author = "Nikolaos Kourogenis and Nikitas Pittis",
title = "Testing for a unit root under errors with just barely
infinite variance",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "6",
pages = "1066--1087",
month = nov,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2008.00596.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 October 2008",
}
@Article{Hassler:2008:FCP,
author = "Uwe Hassler and Francesc Marmol and Carlos Velasco",
title = "Fractional cointegration in the presence of linear
trends",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "6",
pages = "1088--1103",
month = nov,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2008.00597.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 October 2008",
}
@Article{Levy-Leduc:2008:FEB,
author = "C. L{\'e}vy-Leduc and E. Moulines and F. Roueff",
title = "Frequency estimation based on the cumulated
{Lomb-Scargle} periodogram",
journal = j-J-TIME-SER-ANAL,
volume = "29",
number = "6",
pages = "1104--1131",
month = nov,
year = "2008",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2008.00599.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:22 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 October 2008",
}
@Article{Enciso-Mora:2009:EOS,
author = "V{\'\i}ctor Enciso-Mora and Peter Neal and T. Subba
Rao",
title = "Efficient order selection algorithms for
integer-valued {ARMA} processes",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "1",
pages = "1--18",
month = jan,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2008.00592.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "28 December 2008",
}
@Article{Aknouche:2009:QML,
author = "Abdelhakim Aknouche and Abdelouahab Bibi",
title = "Quasi-maximum likelihood estimation of periodic
{GARCH} and periodic {ARMA-GARCH} processes",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "1",
pages = "19--46",
month = jan,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2008.00598.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 December 2008",
}
@Article{Proietti:2009:TSA,
author = "Tommaso Proietti and Marco Riani",
title = "Transformations and seasonal adjustment",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "1",
pages = "47--69",
month = jan,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2008.00600.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 December 2008",
}
@Article{Ursu:2009:MDC,
author = "Eugen Ursu and Pierre Duchesne",
title = "On modelling and diagnostic checking of vector
periodic autoregressive time series models",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "1",
pages = "70--96",
month = jan,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2008.00601.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 December 2008",
}
@Article{Gomez:2009:NSS,
author = "V{\'\i}ctor G{\'o}mez and F{\'e}lix
Aparicio-P{\'e}rez",
title = "A new state-space methodology to disaggregate
multivariate time series",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "1",
pages = "97--124",
month = jan,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2008.00602.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 December 2008",
}
@Article{Kristensen:2009:SEB,
author = "Dennis Kristensen",
title = "On stationarity and ergodicity of the bilinear model
with applications to {GARCH} models",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "1",
pages = "125--144",
month = jan,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2008.00603.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 December 2008",
}
@Article{Tamaki:2009:SOP,
author = "Kenichiro Tamaki",
title = "Second-order properties of locally stationary
processes",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "1",
pages = "145--166",
month = jan,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2008.00605.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 December 2008",
}
@Article{Rodriguez:2009:BPI,
author = "Alejandro Rodriguez and Esther Ruiz",
title = "Bootstrap prediction intervals in state-space models",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "2",
pages = "167--178",
month = mar,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2008.00604.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "15 March 2009",
}
@Article{Wang:2009:SIC,
author = "Xiao Wang",
title = "Semiparametric inference on a class of {Wiener}
processes",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "2",
pages = "179--207",
month = mar,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00606.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "15 March 2009",
}
@Article{Kapetanios:2009:PEM,
author = "George Kapetanios and Massimiliano Marcellino",
title = "A parametric estimation method for dynamic factor
models of large dimensions",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "2",
pages = "208--238",
month = mar,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00607.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "15 March 2009",
}
@Article{Kang:2009:PCT,
author = "Jiwon Kang and Sangyeol Lee",
title = "Parameter change test for random coefficient
integer-valued autoregressive processes with
application to polio data analysis",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "2",
pages = "239--258",
month = mar,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00608.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "15 March 2009",
}
@Article{Anonymous:2009:C,
author = "Anonymous",
title = "Corrigendum",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "2",
pages = "259--259",
month = mar,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00609.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "15 March 2009",
}
@Article{Bu:2009:C,
author = "Ruijun Bu and Brendan McCabe and Kaddour Hadri",
title = "Corrigendum",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "2",
pages = "260--261",
month = mar,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00610.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:23 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "15 March 2009",
}
@Article{Sibbertsen:2009:TBP,
author = "Philipp Sibbertsen and Robinson Kruse",
title = "Testing for a break in persistence under long-range
dependencies",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "3",
pages = "263--285",
month = may,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00611.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 April 2009",
}
@Article{Lin:2009:LLE,
author = "Zhengyan Lin and Degui Li and Jiti Gao",
title = "Local Linear {$M$}-estimation in non-parametric
spatial regression",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "3",
pages = "286--314",
month = may,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00612.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 April 2009",
}
@Article{Bose:2009:BWL,
author = "Arup Bose and Kanchan Mukherjee",
title = "Bootstrapping a weighted linear estimator of the
{ARCH} parameters",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "3",
pages = "315--331",
month = may,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00613.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 April 2009",
}
@Article{Lund:2009:TES,
author = "Robert Lund and Hany Bassily and Brani Vidakovic",
title = "Testing equality of stationary autocovariances",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "3",
pages = "332--348",
month = may,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00616.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 April 2009",
}
@Article{Boshnakov:2009:GTS,
author = "Georgi N. Boshnakov and Bisher M. Iqelan",
title = "Generation Of Time Series Models With Given Spectral
Properties",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "3",
pages = "349--368",
month = may,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00617.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:24 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 April 2009",
}
@Article{Psaradakis:2009:SNT,
author = "Zacharias Psaradakis and Martin Sola and Fabio
Spagnolo and Nicola Spagnolo",
title = "Selecting nonlinear time series models using
information criteria",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "4",
pages = "369--394",
month = jul,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00614.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 June 2009",
}
@Article{Berkes:2009:ENR,
author = "Istv{\'a}n Berkes and Lajos Horv{\'a}th and Shiqing
Ling",
title = "Estimation in nonstationary random coefficient
autoregressive models",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "4",
pages = "395--416",
month = jul,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00615.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 June 2009",
}
@Article{Kachour:2009:FOR,
author = "M. Kachour and J. F. Yao",
title = "First-order rounded integer-valued autoregressive
{(RINAR(1))} process",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "4",
pages = "417--448",
month = jul,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00620.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 June 2009",
}
@Article{Francq:2009:BFG,
author = "Christian Francq and Jean-Michel Zako{\"\i}an",
title = "{Bartlett}'s formula for a general class of nonlinear
processes",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "4",
pages = "449--465",
month = jul,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00623.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 June 2009",
}
@Article{Anonymous:2009:CP,
author = "Anonymous",
title = "Call for papers",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "4",
pages = "466--466",
month = jul,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00618.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 June 2009",
}
@Article{Boshnakov:2009:MEP,
author = "Georgi N. Boshnakov and Sophie Lambert-Lacroix",
title = "Maximum entropy for periodically correlated processes
from nonconsecutive autocovariance coefficients",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "5",
pages = "467--486",
month = sep,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00619.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 August 2009",
}
@Article{Katayama:2009:MPT,
author = "Naoya Katayama",
title = "On multiple portmanteau tests*",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "5",
pages = "487--504",
month = sep,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00621.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 August 2009",
}
@Article{Kamgaing:2009:APD,
author = "Joseph Tadjuidje Kamgaing and Hernando Ombao and
Richard A. Davis",
title = "Autoregressive processes with data-driven regime
switching",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "5",
pages = "505--533",
month = sep,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00622.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 August 2009",
}
@Article{Roueff:2009:ANW,
author = "F. Roueff and M. S. Taqqu",
title = "Asymptotic normality of wavelet estimators of the
memory parameter for linear processes",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "5",
pages = "534--558",
month = sep,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00627.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 August 2009",
}
@Article{Wang:2009:AKF,
author = "Zhu Wang and Wayne A. Woodward and Henry L. Gray",
title = "The application of the {Kalman} filter to
nonstationary time series through time deformation",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "5",
pages = "559--574",
month = sep,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00628.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 August 2009",
}
@Article{Chen:2009:BRA,
author = "Willa W. Chen",
title = "Book Review: {{\booktitle{Analysis of Integrated and
Cointegrated Time Series with R}}, 2nd edition}",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "5",
pages = "575--575",
month = sep,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00624.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:25 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 August 2009",
}
@Article{Vidoni:2009:SPC,
author = "Paolo Vidoni",
title = "A simple procedure for computing improved prediction
intervals for autoregressive models",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "6",
pages = "577--590",
month = nov,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00626.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 October 2009",
}
@Article{Arteche:2009:BBB,
author = "Josu Arteche and Jesus Orbe",
title = "Bootstrap-based bandwidth choice for log-periodogram
regression",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "6",
pages = "591--617",
month = nov,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00629.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 October 2009",
}
@Article{Chen:2009:RLR,
author = "Willa W. Chen and Rohit S. Deo",
title = "The restricted likelihood ratio test at the boundary
in autoregressive series",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "6",
pages = "618--630",
month = nov,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00630.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 October 2009",
}
@Article{Sela:2009:CEM,
author = "Rebecca J. Sela and Clifford M. Hurvich",
title = "Computationally efficient methods for two multivariate
fractionally integrated models",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "6",
pages = "631--651",
month = nov,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00631.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 October 2009",
}
@Article{Mielniczuk:2009:NPL,
author = "Jan Mielniczuk and Zhou Zhou and Wei Biao Wu",
title = "On nonparametric prediction of linear processes",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "6",
pages = "652--673",
month = nov,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00632.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 October 2009",
}
@Article{Nishiyama:2009:GFT,
author = "Yoichi Nishiyama",
title = "Goodness-of-fit test for a nonlinear time series",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "6",
pages = "674--681",
month = nov,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00633.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 October 2009",
}
@Article{Haywood:2009:TIM,
author = "John Haywood and Granville Tunnicliffe Wilson",
title = "A test for improved multi-step forecasting",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "6",
pages = "682--707",
month = nov,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00634.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 October 2009",
}
@Article{Boshnakov:2009:BRT,
author = "Georgi N. Boshnakov",
title = "Book Review: {{\booktitle{Time series analysis with
applications in R series}}: Springer texts in
statistics, 2nd edition}",
journal = j-J-TIME-SER-ANAL,
volume = "30",
number = "6",
pages = "708--709",
month = nov,
year = "2009",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00625.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib;
https://www.math.utah.edu/pub/tex/bib/s-plus.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 October 2009",
}
@Article{Spezia:2010:BAM,
author = "Luigi Spezia",
title = "{Bayesian} analysis of multivariate {Gaussian} hidden
{Markov} models with an unknown number of regimes",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "1",
pages = "1--11",
month = jan,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00635.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 December 2009",
}
@Article{Andersson:2010:TMV,
author = "Jonas Andersson and Dimitris Karlis",
title = "Treating missing values in {$ {\rm INAR}(1) $} models:
an application to syndromic surveillance data",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "1",
pages = "12--19",
month = jan,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00636.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 December 2009",
}
@Article{Reisen:2010:PPS,
author = "Vald{\'e}rio A. Reisen and Eric Moulines and Philippe
Soulier and Glaura C. Franco",
title = "On the properties of the periodogram of a stationary
long-memory process over different epochs with
applications",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "1",
pages = "20--36",
month = jan,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00637.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 December 2009",
}
@Article{Iacone:2010:LWE,
author = "Fabrizio Iacone",
title = "Local {Whittle} estimation of the memory parameter in
presence of deterministic components",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "1",
pages = "37--49",
month = jan,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00638.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 December 2009",
}
@Article{Borkowski:2010:PSE,
author = "Piotr Borkowski and Jan Mielniczuk",
title = "Postmodel selection estimators of variance function
for nonlinear autoregression",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "1",
pages = "50--63",
month = jan,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00639.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 December 2009",
}
@Article{Rao:2010:BRH,
author = "Suhasini Subba Rao",
title = "Book Review: {{\booktitle{Handbook of Financial Time
Series}}}",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "1",
pages = "64--64",
month = jan,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00640.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:26 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 December 2009",
}
@Article{Gong:2010:ELI,
author = "Yun Gong and Zhouping Li and Liang Peng",
title = "Empirical likelihood intervals for conditional
Value-at-Risk in {ARCH\slash GARCH} models",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "2",
pages = "65--75",
month = mar,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00644.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 February 2010",
}
@Article{Matilla-Garcia:2010:STT,
author = "Mariano Matilla-Garc{\'\i}a and Jos{\'e} Miguel
Rodr{\'\i}guez and Manuel Ruiz Mar{\'\i}n",
title = "A symbolic test for testing independence between time
series",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "2",
pages = "76--85",
month = mar,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00645.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 February 2010",
}
@Article{Wang:2010:WCP,
author = "Lihong Wang and Haiyan Cai",
title = "Wavelet change-point estimation for long memory
non-parametric random design models",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "2",
pages = "86--97",
month = mar,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00646.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 February 2010",
}
@Article{Wu:2010:LAD,
author = "Rongning Wu and Richard A. Davis",
title = "Least absolute deviation estimation for general
autoregressive moving average time-series models",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "2",
pages = "98--112",
month = mar,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00648.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 February 2010",
}
@Article{Aknouche:2010:IID,
author = "Abdelhakim Aknouche and Nadia Rabehi",
title = "On an independent and identically distributed mixture
bilinear time-series model",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "2",
pages = "113--131",
month = mar,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00649.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 February 2010",
}
@Article{Bartolucci:2010:NMT,
author = "Francesco Bartolucci and Alessio Farcomeni",
title = "A note on the mixture transition distribution and
hidden {Markov} models",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "2",
pages = "132--138",
month = mar,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00650.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 February 2010",
}
@Article{Rao:2010:TSA,
author = "T. Subba Rao",
title = "Time Series Analysis",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "2",
pages = "139--139",
month = mar,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00641.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 February 2010",
}
@Article{Stockis:2010:GEC,
author = "Jean-Pierre Stockis and J{\"u}rgen Franke and Joseph
Tadjuidje Kamgaing",
title = "On geometric ergodicity of {CHARME} models",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "3",
pages = "141--152",
month = may,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00651.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 April 2010",
}
@Article{Ioannidis:2010:URT,
author = "Evangelos E. Ioannidis",
title = "Unit-root testing: on the asymptotic equivalence of
{Dickey--Fuller} with the log--log slope of a fitted
autoregressive spectrum",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "3",
pages = "153--166",
month = may,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00652.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 April 2010",
}
@Article{Selukar:2010:ELE,
author = "Rajesh Selukar",
title = "Estimability of the linear effects in state space
models with an unknown initial condition",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "3",
pages = "167--168",
month = may,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00653.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 April 2010",
}
@Article{Luati:2010:HSE,
author = "Alessandra Luati and Tommaso Proietti",
title = "Hyper-spherical and elliptical stochastic cycles",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "3",
pages = "169--181",
month = may,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00655.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 April 2010",
}
@Article{Didier:2010:AWD,
author = "Gustavo Didier and Vladas Pipiras",
title = "Adaptive wavelet decompositions of stationary time
series",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "3",
pages = "182--209",
month = may,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00656.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 April 2010",
}
@Article{Fokianos:2010:IIP,
author = "Konstantinos Fokianos and Roland Fried",
title = "Interventions in {INGARCH} processes",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "3",
pages = "210--225",
month = may,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00657.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 April 2010",
}
@Article{Rao:2010:NTS,
author = "T. Subba Rao",
title = "Nonlinear time series: Semiparametric and
Nonparametric methods",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "3",
pages = "226--226",
month = may,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00642.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 April 2010",
}
@Article{Anonymous:2010:C,
author = "Anonymous",
title = "Corrigendum",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "3",
pages = "227--227",
month = may,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00663.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:27 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 April 2010",
}
@Article{Hosoya:2010:NMF,
author = "Yuzo Hosoya and Taro Takimoto",
title = "A numerical method for factorizing the rational
spectral density matrix",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "4",
pages = "229--240",
month = jul,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00658.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 June 2010",
}
@Article{Li:2010:ATT,
author = "Jing Li and Junsoo Lee",
title = "{ADL} tests for threshold cointegration",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "4",
pages = "241--254",
month = jul,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00659.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 June 2010",
}
@Article{Miller:2010:CRM,
author = "J. Isaac Miller",
title = "Cointegrating regressions with messy regressors and an
application to mixed-frequency series",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "4",
pages = "255--277",
month = jul,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00660.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 June 2010",
}
@Article{Dark:2010:IDM,
author = "Jonathan Dark and Xibin Zhang and Nan Qu",
title = "Influence diagnostics for multivariate {GARCH}
processes",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "4",
pages = "278--291",
month = jul,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00662.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 June 2010",
}
@Article{Harvey:2010:IIC,
author = "David I. Harvey and Stephen J. Leybourne and A. M.
Robert Taylor",
title = "The impact of the initial condition on robust tests
for a linear trend",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "4",
pages = "292--302",
month = jul,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00664.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 June 2010",
}
@Article{Janacek:2010:TSA,
author = "G. Janacek",
title = "Time series analysis forecasting and control",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "4",
pages = "303--303",
month = jul,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00643.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 June 2010",
}
@Article{Kejriwal:2010:SPD,
author = "Mohitosh Kejriwal and Pierre Perron",
title = "A sequential procedure to determine the number of
breaks in trend with an integrated or stationary noise
component",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "5",
pages = "305--328",
month = sep,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00666.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 June 2010",
}
@Article{Xia:2010:BNT,
author = "Qiang Xia and Jiazhu Pan and Zhiqiang Zhang and
Jinshan Liu",
title = "A {Bayesian} nonlinearity test for threshold moving
average models",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "5",
pages = "329--336",
month = sep,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00667.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 June 2010",
}
@Article{Kim:2010:CLT,
author = "Tae Yoon Kim and Zhi-Ming Luo",
title = "Central limit theorems for nonparametric estimators
with real-time random variables",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "5",
pages = "337--347",
month = sep,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00668.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 June 2010",
}
@Article{Regnard:2010:SEC,
author = "Nazim Regnard and Jean-Michel Zako{\"\i}an",
title = "Structure and estimation of a class of nonstationary
yet nonexplosive {GARCH} models",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "5",
pages = "348--364",
month = sep,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00669.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 July 2010",
}
@Article{Kim:2010:BRS,
author = "Jaehee Kim and Sooyoung Cheon",
title = "A {Bayesian} regime-switching time-series model",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "5",
pages = "365--378",
month = sep,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00670.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 June 2010",
}
@Article{Harvey:2010:TND,
author = "David I. Harvey and Stephen J. Leybourne and Lisa
Xiao",
title = "Testing for nonlinear deterministic components when
the order of integration is unknown",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "5",
pages = "379--391",
month = sep,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00671.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 June 2010",
}
@Article{Landajo:2010:STU,
author = "Manuel Landajo and Mar{\'\i}a Jos{\'e} Presno",
title = "Stationarity testing under nonlinear models. {Some}
asymptotic results",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "5",
pages = "392--405",
month = sep,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00672.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "29 June 2010",
}
@Article{Boshnakov:2010:BRI,
author = "Georgi N. Boshnakov",
title = "Book Review: {{\booktitle{Introductory Time Series
with R}}}",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "5",
pages = "406--406",
month = sep,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2009.00647.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:28 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib;
https://www.math.utah.edu/pub/tex/bib/s-plus.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 August 2010",
}
@Article{Francke:2010:LFS,
author = "Marc K. Francke and Siem Jan Koopman and Aart F. {De
Vos}",
title = "Likelihood functions for state space models with
diffuse initial conditions",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "6",
pages = "407--414",
month = nov,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00673.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 July 2010",
}
@Article{Kurozumi:2010:RSD,
author = "Eiji Kurozumi and Shinya Tanaka",
title = "Reducing the size distortion of the {KPSS} test",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "6",
pages = "415--426",
month = nov,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00674.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 July 2010",
}
@Article{Ploberger:2010:TCM,
author = "Werner Ploberger and Erhard Reschenhofer",
title = "Testing for cycles in multiple time series",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "6",
pages = "427--434",
month = nov,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00675.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "12 July 2010",
}
@Article{Busetti:2010:TSS,
author = "Fabio Busetti and Andrew Harvey",
title = "Tests of strict stationarity based on quantile
indicators",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "6",
pages = "435--450",
month = nov,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00676.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 July 2010",
}
@Article{Coke:2010:REM,
author = "Geoffrey Coke and Min Tsao",
title = "Random effects mixture models for clustering
electrical load series",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "6",
pages = "451--464",
month = nov,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00677.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "17 August 2010",
}
@Article{Tang:2010:ATR,
author = "Qi Tang and Danni Yan",
title = "Autoregressive trending risk function and exhaustion
in random asset price movement",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "6",
pages = "465--470",
month = nov,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00678.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 August 2010",
}
@Article{McMurry:2010:BTE,
author = "Timothy L. McMurry and Dimitris N. Politis",
title = "Banded and tapered estimates for autocovariance
matrices and the linear process bootstrap",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "6",
pages = "471--482",
month = nov,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00679.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 August 2010",
}
@Article{Giummole:2010:IPL,
author = "Federica Giummol{\`e} and Paolo Vidoni",
title = "Improved prediction limits for a general class of
{Gaussian} models",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "6",
pages = "483--493",
month = nov,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00680.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 August 2010",
}
@Article{Fokianos:2010:AML,
author = "Konstantinos Fokianos",
title = "Antedependence Models for Longitudinal Data",
journal = j-J-TIME-SER-ANAL,
volume = "31",
number = "6",
pages = "494--494",
month = nov,
year = "2010",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00654.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:29 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "02 March 2010",
}
@Article{Hong:2011:DMA,
author = "Yongmiao Hong and Yoon-Jin Lee",
title = "Detecting misspecifications in autoregressive
conditional duration models and non-negative
time-series processes",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "1",
pages = "1--32",
month = jan,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00681.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "02 September 2010",
}
@Article{Wahlberg:2011:LSH,
author = "Patrik Wahlberg and Peter J. Schreier",
title = "Locally stationary harmonizable complex improper
stochastic processes",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "1",
pages = "33--46",
month = jan,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00682.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "31 August 2010",
}
@Article{Mauget:2011:TSA,
author = "Steve Mauget",
title = "Time series analysis based on running {Mann-Whitney Z
Statistics}",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "1",
pages = "47--53",
month = jan,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00683.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 August 2010",
}
@Article{Zhu:2011:NBI,
author = "Fukang Zhu",
title = "A negative binomial integer-valued {GARCH} model",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "1",
pages = "54--67",
month = jan,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00684.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "02 September 2010",
}
@Article{Dwivedi:2011:TSO,
author = "Yogesh Dwivedi and Suhasini Subba Rao",
title = "A test for second-order stationarity of a time series
based on the discrete {Fourier} transform",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "1",
pages = "68--91",
month = jan,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00685.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 September 2010",
}
@Article{Terdik:2011:OSI,
author = "Gy{\"o}rgy Terdik",
title = "Optimal statistical inference in financial
engineering",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "1",
pages = "92--92",
month = jan,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00661.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "12 December 2010",
}
@Article{Triantafyllopoulos:2011:RTC,
author = "K. Triantafyllopoulos",
title = "Real-time covariance estimation for the local level
model",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "2",
pages = "93--107",
month = mar,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00686.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "02 September 2010",
}
@Article{Nunes:2011:LTT,
author = "Luis C. Nunes and Paulo M. M. Rodrigues",
title = "On {LM-type} tests for seasonal unit roots in the
presence of a break in trend",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "2",
pages = "108--134",
month = mar,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00687.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 September 2010",
}
@Article{Levy-Leduc:2011:RES,
author = "C{\'e}line L{\'e}vy-Leduc and H{\'e}l{\`e}ne Boistard
and Eric Moulines and Murad S. Taqqu and Valderio A.
Reisen",
title = "Robust estimation of the scale and of the
autocovariance function of {Gaussian} short- and
long-range dependent processes",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "2",
pages = "135--156",
month = mar,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00688.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 September 2010",
}
@Article{Tesfaye:2011:ARF,
author = "Yonas Gebeyehu Tesfaye and Paul L. Anderson and Mark
M. Meerschaert",
title = "Asymptotic results for {Fourier-PARMA} time series",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "2",
pages = "157--174",
month = mar,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00689.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 September 2010",
}
@Article{Narukawa:2011:BSP,
author = "Masaki Narukawa and Yasumasa Matsuda",
title = "Broadband semi-parametric estimation of long-memory
time series by fractional exponential models",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "2",
pages = "175--193",
month = mar,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00690.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "30 September 2010",
}
@Article{Rao:2011:CPE,
author = "T. Subba Rao",
title = "Classification, parameter estimation and state
estimation --- an engineering approach using {MATLAB}",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "2",
pages = "194--194",
month = mar,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00665.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:30 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib;
https://www.math.utah.edu/pub/tex/bib/matlab.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 February 2011",
}
@Article{Zhang:2011:ELI,
author = "Haixiang Zhang and Dehui Wang and Fukang Zhu",
title = "Empirical likelihood inference for random coefficient
{$ {\rm INAR}(p) $} process",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "3",
pages = "195--203",
month = may,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00691.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 October 2010",
}
@Article{Thomaidis:2011:DOS,
author = "Nikos S. Thomaidis and George D. Dounias",
title = "On detecting the optimal structure of a neural network
under strong statistical features in errors",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "3",
pages = "204--222",
month = may,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00693.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 October 2010",
}
@Article{Kachour:2011:OSI,
author = "M. Kachour and L. Truquet",
title = "A $p$-Order signed integer-valued autoregressive {$
({\rm SINAR}(p))$} model",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "3",
pages = "223--236",
month = may,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00694.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 November 2010",
}
@Article{Battaglia:2011:TVM,
author = "Francesco Battaglia and Mattheos K. Protopapas",
title = "Time-varying multi-regime models fitting by genetic
algorithms",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "3",
pages = "237--252",
month = may,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00695.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 October 2010",
}
@Article{Galvao:2011:TQA,
author = "Antonio F. {Galvao, Jr.} and Gabriel Montes-Rojas and
Jose Olmo",
title = "Threshold quantile autoregressive models",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "3",
pages = "253--267",
month = may,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00696.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "29 October 2010",
}
@Article{Jung:2011:CCM,
author = "Robert C. Jung and A. R. Tremayne",
title = "Convolution-closed models for count time series with
applications",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "3",
pages = "268--280",
month = may,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00697.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 December 2010",
}
@Article{Herwartz:2011:GLS,
author = "Helmut Herwartz and Helmut L{\"u}tkepohl",
title = "Generalized least squares estimation for cointegration
parameters under conditional heteroskedasticity",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "3",
pages = "281--291",
month = may,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00698.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 December 2010",
}
@Article{Hwang:2011:SBN,
author = "Eunju Hwang and Dong Wan Shin",
title = "Stationary bootstrapping for non-parametric estimator
of nonlinear autoregressive model",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "3",
pages = "292--303",
month = may,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00699.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "15 November 2010",
}
@Article{Yamaguchi:2011:ECP,
author = "Keiko Yamaguchi",
title = "Estimating a change point in the long memory
parameter",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "3",
pages = "304--314",
month = may,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00700.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "15 December 2010",
}
@Article{Sbrana:2011:STS,
author = "Giacomo Sbrana",
title = "Structural time series models and aggregation: some
analytical results",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "3",
pages = "315--316",
month = may,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00701.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "15 November 2010",
}
@Article{Nielsen:2011:LWE,
author = "Frank S. Nielsen",
title = "Local {Whittle} estimation of multi-variate
fractionally integrated processes",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "3",
pages = "317--335",
month = may,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00702.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "06 December 2010",
}
@Article{Turkman:2011:BRI,
author = "Maria Antonia Amaral Turkman",
title = "Book Review: {{\booktitle{Introduction to Time Series
Modeling}}}",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "3",
pages = "336--336",
month = may,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00692.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 September 2010",
}
@Article{Cressie:2011:ESI,
author = "Noel Cressie and Scott H. Holan",
title = "Editorial: Special issue on time series in the
environmental sciences",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "4",
pages = "337--338",
month = jul,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00739.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "06 June 2011",
remark = "Time Series in the Environmental Sciences: special
issue.",
}
@Article{Wikle:2011:PNS,
author = "Christopher K. Wikle and Scott H. Holan",
title = "Polynomial nonlinear spatio-temporal
integro-difference equation models",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "4",
pages = "339--350",
month = jul,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00729.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 March 2011",
remark = "Time Series in the Environmental Sciences: special
issue.",
}
@Article{Ramirez-Cobo:2011:WBS,
author = "Pepa Ram{\'\i}rez-Cobo and Kichun Sky Lee and Annalisa
Molini and Amilcare Porporato and Gabriel Katul and
Brani Vidakovic",
title = "A wavelet-based spectral method for extracting
self-similarity measures in time-varying
two-dimensional rainfall maps",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "4",
pages = "351--363",
month = jul,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00731.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "24 April 2011",
remark = "Time Series in the Environmental Sciences: special
issue.",
}
@Article{Huang:2011:CSV,
author = "Wenying Huang and Ke Wang and F. Jay Breidt and
Richard A. Davis",
title = "A class of stochastic volatility models for
environmental applications",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "4",
pages = "364--377",
month = jul,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00735.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 May 2011",
remark = "Time Series in the Environmental Sciences: special
issue.",
}
@Article{Craigmile:2011:STM,
author = "Peter F. Craigmile and Peter Guttorp",
title = "Space-time modelling of trends in temperature series",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "4",
pages = "378--395",
month = jul,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00733.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 April 2011",
remark = "Time Series in the Environmental Sciences: special
issue.",
}
@Article{Vaillant:2011:STA,
author = "Jean Vaillant and Gavino Puggioni and Lance A. Waller
and Jean Daugrois",
title = "A spatio-temporal analysis of the spread of sugarcane
yellow leaf virus",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "4",
pages = "396--406",
month = jul,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00730.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "24 April 2011",
remark = "Time Series in the Environmental Sciences: special
issue.",
}
@Article{Gong:2011:PRA,
author = "Zhiyun Gong and Peter Kiessler and Robert Lund",
title = "A prediction-residual approach for identifying rare
events in periodic time series",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "4",
pages = "407--419",
month = jul,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00725.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "18 March 2011",
remark = "Time Series in the Environmental Sciences: special
issue.",
}
@Article{Nichols:2011:APP,
author = "Kevin Nichols and Frederic Paik Schoenberg and Jon E.
Keeley and Andrew Bray and David Diez",
title = "The application of prototype point processes for the
summary and description of {California} wildfires",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "4",
pages = "420--429",
month = jul,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00734.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "06 June 2011",
remark = "Time Series in the Environmental Sciences: special
issue.",
}
@Article{Katzfuss:2011:STS,
author = "Matthias Katzfuss and Noel Cressie",
title = "Spatio-temporal smoothing and {EM} estimation for
massive remote-sensing data sets",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "4",
pages = "430--446",
month = jul,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00732.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:31 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 May 2011",
remark = "Time Series in the Environmental Sciences: special
issue.",
}
@Article{Dette:2011:TNP,
author = "Holger Dette and Tatjana Kinsvater and Mathias
Vetter",
title = "Testing non-parametric hypotheses for stationary
processes by estimating minimal distances",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "5",
pages = "447--461",
month = sep,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00703.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 December 2010",
}
@Article{Garcia-Hiernaux:2011:FLD,
author = "Alfredo Garc{\'\i}a-Hiernaux",
title = "Forecasting linear dynamical systems using subspace
methods",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "5",
pages = "462--468",
month = sep,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00704.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 December 2010",
}
@Article{Kim:2011:REC,
author = "Byungsoo Kim and Sangyeol Lee",
title = "Robust estimation for the covariance matrix of
multi-variate time series",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "5",
pages = "469--481",
month = sep,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00705.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 December 2010",
}
@Article{Christodoulakis:2011:SCH,
author = "George A. Christodoulakis and Stephen E. Satchell",
title = "Stability conditions for heteroscedastic factor models
with conditionally autoregressive betas",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "5",
pages = "482--497",
month = sep,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00706.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 January 2011",
}
@Article{Robbins:2011:MST,
author = "Michael Robbins and Colin Gallagher and Robert Lund
and Alexander Aue",
title = "Mean shift testing in correlated data",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "5",
pages = "498--511",
month = sep,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00707.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "24 January 2011",
}
@Article{Ercolani:2011:APF,
author = "Joanne S. Ercolani",
title = "On the asymptotic properties of a feasible estimator
of the continuous time long memory parameter",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "5",
pages = "512--517",
month = sep,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00709.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "24 January 2011",
}
@Article{Li:2011:AAR,
author = "Weiming Li and Z. D. Bai",
title = "Analysis of accumulated rounding errors in
autoregressive processes",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "5",
pages = "518--530",
month = sep,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00710.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 January 2011",
}
@Article{Chen:2011:SYW,
author = "Weitian Chen and Brian D. O. Anderson and Manfred
Deistler and Alexander Filler",
title = "Solutions of {Yule--Walker} equations for singular
{AR} processes",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "5",
pages = "531--538",
month = sep,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00711.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 January 2011",
}
@Article{Wang:2011:LSD,
author = "Cheng Wang and Baisuo Jin and Baiqi Miao",
title = "On limiting spectral distribution of large sample
covariance matrices by {$ {\rm VARMA}(p, q) $}",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "5",
pages = "539--546",
month = sep,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00712.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "01 March 2011",
}
@Article{Berkes:2011:TSC,
author = "Istv{\'a}n Berkes and Lajos Horv{\'a}th and Shiqing
Ling and Johannes Schauer",
title = "Testing for structural change of {AR} model to
threshold {AR} model",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "5",
pages = "547--565",
month = sep,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00714.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "24 January 2011",
}
@Article{Cai:2011:MVT,
author = "Yuzhi Cai",
title = "Multi-variate time-series simulation",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "5",
pages = "566--579",
month = sep,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00715.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "01 February 2011",
}
@Article{Debowski:2011:PHD,
author = "Lukasz Debowski",
title = "On processes with hyperbolically decaying
autocorrelations",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "5",
pages = "580--584",
month = sep,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00716.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "01 February 2011",
}
@Article{Fokianos:2011:MOC,
author = "Konstantinos Fokianos",
title = "Modeling Ordered Choices, A Primer",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "5",
pages = "585--585",
month = sep,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00713.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:32 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 January 2011",
}
@Article{Shao:2011:ACE,
author = "Q. Shao and L. J. Yang",
title = "Autoregressive coefficient estimation in nonparametric
analysis",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "6",
pages = "587--597",
month = nov,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00708.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "24 January 2011",
}
@Article{Shao:2011:STC,
author = "Xiaofeng Shao",
title = "A simple test of changes in mean in the possible
presence of long-range dependence",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "6",
pages = "598--606",
month = nov,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00717.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "01 February 2011",
}
@Article{De:2011:DSB,
author = "Swarup De and {\'A}lvaro E. Faria",
title = "Dynamic spatial {Bayesian} models for radioactivity
deposition",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "6",
pages = "607--617",
month = nov,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00718.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 March 2011",
}
@Article{Ioannidis:2011:AIC,
author = "Evangelos E. Ioannidis",
title = "{Akaike}'s information criterion correction for the
least-squares autoregressive spectral estimator",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "6",
pages = "618--630",
month = nov,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2010.00719.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "01 February 2011",
}
@Article{Lu:2011:TUR,
author = "Zhiping Lu and Dominique Guegan",
title = "Testing unit roots and long range dependence of
foreign exchange",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "6",
pages = "631--638",
month = nov,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00720.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "01 March 2011",
}
@Article{Wang:2011:AFA,
author = "Chao Wang and Wai Keung Li",
title = "On the autopersistence functions and the
autopersistence graphs of binary autoregressive time
series",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "6",
pages = "639--646",
month = nov,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00721.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 March 2011",
}
@Article{Kilic:2011:TCI,
author = "Rehim Kili{\c{c}}",
title = "Testing for co-integration and nonlinear adjustment in
a smooth transition error correction model",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "6",
pages = "647--660",
month = nov,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00722.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 March 2011",
}
@Article{Salazar:2011:TAL,
author = "Esther Salazar and Marco A. R. Ferreira",
title = "Temporal Aggregation of Lognormal {AR} processes",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "6",
pages = "661--671",
month = nov,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00723.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "02 March 2011",
}
@Article{Kurita:2011:LPL,
author = "Takamitsu Kurita",
title = "Local power of likelihood-based tests for
cointegrating rank: Comparative analysis of full and
partial systems",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "6",
pages = "672--679",
month = nov,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00724.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 March 2011",
}
@Article{Bravo:2011:IGM,
author = "Francesco Bravo",
title = "Improved generalized method of moments estimators for
weakly dependent observations",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "6",
pages = "680--698",
month = nov,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00726.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 March 2011",
}
@Article{Francq:2011:APW,
author = "Christian Francq and Roch Roy and Abdessamad Saidi",
title = "Asymptotic Properties of Weighted Least Squares
Estimation in Weak {PARMA} Models",
journal = j-J-TIME-SER-ANAL,
volume = "32",
number = "6",
pages = "699--723",
month = nov,
year = "2011",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00728.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 March 2011",
}
@Article{Chu:2012:LTD,
author = "Ba Chu",
title = "Limit theorems for the discount sums of moving
averages",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "1",
pages = "1--12",
month = jan,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00727.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 April 2011",
}
@Article{Paraschakis:2012:FPE,
author = "Konstantinos Paraschakis and Rainer Dahlhaus",
title = "Frequency and phase estimation in time series with
quasi periodic components",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "1",
pages = "13--31",
month = jan,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00736.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "25 April 2011",
}
@Article{Moreno:2012:URB,
author = "Marta Moreno and Juan Romo",
title = "Unit root bootstrap tests under infinite variance",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "1",
pages = "32--47",
month = jan,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00737.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 June 2011",
}
@Article{Triantafyllopoulos:2012:MVS,
author = "K. Triantafyllopoulos",
title = "Multi-variate stochastic volatility modelling using
{Wishart} autoregressive processes",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "1",
pages = "48--60",
month = jan,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00738.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "30 May 2011",
}
@Article{Kunihama:2012:EEP,
author = "Tsuyoshi Kunihama and Yasuhiro Omori and Zhengjun
Zhang",
title = "Efficient estimation and particle filter for
max-stable processes",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "1",
pages = "61--80",
month = jan,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00740.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "31 May 2011",
}
@Article{Zheng:2012:WSE,
author = "Lingyu Zheng and William W. S. Wei",
title = "Weighted scatter estimation method of the {GO-GARCH}
models",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "1",
pages = "81--95",
month = jan,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00741.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "30 June 2011",
}
@Article{Jach:2012:SIM,
author = "Agnieszka Jach and Tucker McElroy and Dimitris N.
Politis",
title = "Subsampling inference for the mean of heavy-tailed
long-memory time series",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "1",
pages = "96--111",
month = jan,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00742.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
note = "See correction \cite{Jach:2016:CSI}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "30 May 2011",
}
@Article{Boshnakov:2012:MEM,
author = "Georgi N. Boshnakov and Bisher M. Iqelan",
title = "Maximum entropy models for general lag patterns",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "1",
pages = "112--120",
month = jan,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00744.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "29 June 2011",
}
@Article{Mainassara:2012:SWV,
author = "Y. Boubacar Ma{\"\i}nassara",
title = "Selection of weak {VARMA} models by modified
{Akaike}'s information criteria",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "1",
pages = "121--130",
month = jan,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00746.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 June 2011",
}
@Article{Baek:2012:STS,
author = "Changryong Baek and Vladas Pipiras",
title = "Statistical tests for a single change in mean against
long-range dependence",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "1",
pages = "131--151",
month = jan,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00747.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "30 June 2011",
}
@Article{Brockwell:2012:HFS,
author = "Peter J. Brockwell and Vincenzo Ferrazzano and Claudia
Kl{\"u}ppelberg",
title = "High-frequency sampling of a continuous-time {ARMA}
process",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "1",
pages = "152--160",
month = jan,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00748.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "16 June 2011",
}
@Article{Zhang:2012:LTG,
author = "Rong-Mao Zhang and Zheng-Yan Lin",
title = "Limit theory for a general class of {GARCH} models
with just barely infinite variance",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "1",
pages = "161--174",
month = jan,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00749.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 July 2011",
}
@Article{Kokoszka:2012:NPE,
author = "Piotr S. Kokoszka",
title = "Non-Parametric Econometrics",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "1",
pages = "175--175",
month = jan,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00743.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 June 2011",
}
@Article{Rao:2012:SMT,
author = "Tata Subba Rao",
title = "Statistical methods for trend detection and analysis
in the environmental sciences",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "1",
pages = "176--176",
month = jan,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00745.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:33 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "30 June 2011",
}
@Article{Jentsch:2012:NFD,
author = "Carsten Jentsch",
title = "A new frequency domain approach of testing for
covariance stationarity and for periodic stationarity
in multivariate linear processes",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "2",
pages = "177--192",
month = mar,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00750.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 August 2011",
}
@Article{Mazzoni:2012:FCD,
author = "Thomas Mazzoni",
title = "Fast continuous-discrete {DAF-filters}",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "2",
pages = "193--210",
month = mar,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00751.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 July 2011",
}
@Article{Mahdi:2012:IMP,
author = "Esam Mahdi and A. Ian McLeod",
title = "Improved multivariate portmanteau test",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "2",
pages = "211--222",
month = mar,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00752.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "24 August 2011",
}
@Article{Zhu:2012:LRT,
author = "Ke Zhu and Shiqing Ling",
title = "Likelihood ratio tests for the structural change of an
{$ {\rm AR}(p) $} model to a Threshold {$ {\rm AR}(p)
$} model",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "2",
pages = "223--232",
month = mar,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00753.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 August 2011",
}
@Article{Bagnato:2012:AGD,
author = "Luca Bagnato and Antonio Punzo and Orietta Nicolis",
title = "The autodependogram: a graphical device to investigate
serial dependences",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "2",
pages = "233--254",
month = mar,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00754.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 August 2011",
}
@Article{Wen:2012:OGP,
author = "Qiuzi H. Wen and Augustine Wong and Xiaolan L. Wang",
title = "Overlapped grouping periodogram test for detecting
multiple hidden periodicities in mixed spectra",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "2",
pages = "255--268",
month = mar,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00755.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 October 2011",
}
@Article{Yau:2012:ELL,
author = "Chun Yip Yau",
title = "Empirical likelihood in long-memory time series
models",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "2",
pages = "269--275",
month = mar,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00756.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 August 2011",
}
@Article{Yu:2012:NMS,
author = "Shu-Hui Yu and Chien-Chih Lin and Hung-Wen Cheng",
title = "A note on mean squared prediction error under the unit
root model with deterministic trend",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "2",
pages = "276--286",
month = mar,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00757.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 August 2011",
}
@Article{Taniguchi:2012:GIC,
author = "Masanobu Taniguchi and Junichi Hirukawa",
title = "Generalized information criterion",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "2",
pages = "287--297",
month = mar,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00759.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "01 September 2011",
}
@Article{Li:2012:RSA,
author = "Ta-Hsin Li",
title = "On robust spectral analysis by least absolute
deviations",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "2",
pages = "298--303",
month = mar,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00760.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 September 2011",
}
@Article{Bowden:2012:SSR,
author = "Ross S. Bowden and Brenton R. Clarke",
title = "A single series representation of multiple independent
{ARMA} processes",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "2",
pages = "304--311",
month = mar,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00766.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "29 November 2011",
}
@Article{Lee:2012:RER,
author = "Jaechoul Lee and Robert Lund",
title = "A refined efficiency rate for ordinary least squares
and generalized least squares estimators for a linear
trend with autoregressive errors",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "2",
pages = "312--324",
month = mar,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00768.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "25 January 2012",
}
@Article{Chen:2012:RLR,
author = "Willa W. Chen and Rohit S. Deo",
title = "The restricted likelihood ratio test for
autoregressive processes",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "2",
pages = "325--339",
month = mar,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00769.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "29 November 2011",
}
@Article{Sela:2012:APE,
author = "Rebecca J. Sela and Clifford M. Hurvich",
title = "The averaged periodogram estimator for a power law in
coherency",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "2",
pages = "340--363",
month = mar,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00770.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:34 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 January 2012",
}
@Article{Kirch:2012:TPS,
author = "Claudia Kirch and Joseph Tadjuidje Kamgaing",
title = "Testing for parameter stability in nonlinear
autoregressive models",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "3",
pages = "365--385",
month = may,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00764.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 March 2012",
}
@Article{Paparoditis:2012:NSD,
author = "Efstathios Paparoditis and Dimitris N. Politis",
title = "Nonlinear spectral density estimation: thresholding
the correlogram",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "3",
pages = "386--397",
month = may,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00771.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 March 2012",
}
@Article{Ursu:2012:PAM,
author = "Eugen Ursu and Kamil Feridun Turkman",
title = "Periodic autoregressive model identification using
genetic algorithms",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "3",
pages = "398--405",
month = may,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00772.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 January 2012",
}
@Article{Beran:2012:RTI,
author = "Jan Beran and Bikramjit Das and Dieter Schell",
title = "On robust tail index estimation for linear long-memory
processes",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "3",
pages = "406--423",
month = may,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00774.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 March 2012",
}
@Article{Castro:2012:NPT,
author = "Tom{\'a}s del Barrio Castro and Denise R. Osborn",
title = "Non-parametric testing for seasonally and periodically
integrated processes",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "3",
pages = "424--437",
month = may,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00775.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 January 2012",
}
@Article{Zhou:2012:MND,
author = "Zhou Zhou",
title = "Measuring nonlinear dependence in time-series, a
distance correlation approach",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "3",
pages = "438--457",
month = may,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00780.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 March 2012",
}
@Article{Loredo-Osti:2012:ERD,
author = "J. C. Loredo-Osti and Brajendra C. Sutradhar",
title = "Estimation of regression and dynamic dependence
parameters for non-stationary multinomial time series",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "3",
pages = "458--467",
month = may,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00781.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 March 2012",
}
@Article{Kulik:2012:CVE,
author = "Rafa{\l} Kulik and Cornelia Wichelhaus",
title = "Conditional variance estimation in regression models
with long memory",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "3",
pages = "468--483",
month = may,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00782.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 March 2012",
}
@Article{Lieberman:2012:SBA,
author = "Offer Lieberman",
title = "A similarity-based approach to time-varying
coefficient non-stationary autoregression",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "3",
pages = "484--502",
month = may,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00783.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 March 2012",
}
@Article{Kengne:2012:TPC,
author = "William Charky Kengne",
title = "Testing for parameter constancy in general causal
time-series models",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "3",
pages = "503--518",
month = may,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00785.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 March 2012",
}
@Article{Hualde:2012:WCM,
author = "Javier Hualde",
title = "Weak convergence to a modified fractional {Brownian}
motion",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "3",
pages = "519--529",
month = may,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00786.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 March 2012",
}
@Article{Hall:2012:BRO,
author = "Alastair R. Hall",
title = "Book Review: {{\booktitle{The Oxford Handbook of
Economic Forecasts}}}",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "3",
pages = "530--531",
month = may,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00776.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 January 2012",
}
@Article{Yabe:2012:LDS,
author = "Ryota Yabe",
title = "Limiting distribution of the score statistic under
moderate deviation from a unit root in {MA(1)}",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "4",
pages = "533--541",
month = jul,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00761.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "17 October 2011",
}
@Article{Zhang:2012:MLE,
author = "Rong-Mao Zhang and Ngai Hang Chan",
title = "Maximum likelihood estimation for nearly
non-stationary stable autoregressive processes",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "4",
pages = "542--553",
month = jul,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00762.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "18 October 2011",
}
@Article{Na:2012:CPD,
author = "Okyoung Na and Jiyeon Lee and Sangyeol Lee",
title = "Change point detection in copula {ARMA--GARCH}
Models",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "4",
pages = "554--569",
month = jul,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00763.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 October 2011",
}
@Article{Vollenbroker:2012:SSS,
author = "Bernd Vollenbr{\"o}ker",
title = "Strictly stationary solutions of {ARMA} equations with
fractional noise",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "4",
pages = "570--582",
month = jul,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00788.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "13 March 2012",
}
@Article{Martin:2012:EVA,
author = "Rodney A. Martin",
title = "Extreme value analysis of optimal level-crossing
prediction for linear {Gaussian} processes",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "4",
pages = "583--607",
month = jul,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00791.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 March 2012",
}
@Article{Valk:2012:TSC,
author = "Marcio Valk and Alu{\'\i}sio Pinheiro",
title = "Time-series clustering via quasi {$U$}-statistics",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "4",
pages = "608--619",
month = jul,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00793.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 March 2012",
}
@Article{DiMarzio:2012:NPS,
author = "Macro {Di Marzio} and Agnese Panzera and Charles C.
Taylor",
title = "Non-parametric smoothing and prediction for nonlinear
circular time series",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "4",
pages = "620--630",
month = jul,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00794.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 May 2012",
}
@Article{Horvath:2012:CPD,
author = "Lajos Horv{\'a}th and Marie Huskov{\'a}",
title = "Change-point detection in panel data",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "4",
pages = "631--648",
month = jul,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00796.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 April 2012",
}
@Article{Yau:2012:LID,
author = "Chun Yip Yau and Richard A. Davis",
title = "Likelihood inference for discriminating between
long-memory and change-point models",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "4",
pages = "649--664",
month = jul,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00797.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 May 2012",
}
@Article{Dovonon:2012:IAL,
author = "Prosper Dovonon and Alastair R. Hall and Kalidas
Jana",
title = "Inference about long run canonical correlations",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "4",
pages = "665--683",
month = jul,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00798.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 May 2012",
}
@Article{Cai:2012:NBA,
author = "Yuzhi Cai and Julian Stander and Neville Davies",
title = "A new {Bayesian} approach to quantile autoregressive
time series model estimation and forecasting",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "4",
pages = "684--698",
month = jul,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00800.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "18 May 2012",
}
@Article{Rao:2012:SST,
author = "T. Subba Rao",
title = "Statistics for Spatio-Temporal Data",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "4",
pages = "699--700",
month = jul,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00765.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:35 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 May 2012",
}
@Article{Stoffer:2012:ESI,
author = "David S. Stoffer and Hernando Ombao",
title = "Editorial: Special issue on time series analysis in
the biological sciences",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "5",
pages = "701--703",
month = sep,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00805.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "06 June 2012",
remark = "Time Series Analysis in the Biological Sciences
special issue.",
}
@Article{Breidt:2012:ASR,
author = "F. Jay Breidt and Andreea Erciulescu and Mark van der
Woerd",
title = "Autocovariance structures for radial averages in
small-angle {X}-ray scattering experiments",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "5",
pages = "704--717",
month = sep,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00779.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "18 May 2012",
remark = "Time Series Analysis in the Biological Sciences
special issue.",
}
@Article{Brillinger:2012:NBE,
author = "David R. Brillinger",
title = "The {Nicholson} blowfly experiments: some history and
{EDA}",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "5",
pages = "718--723",
month = sep,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00787.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 May 2012",
remark = "Time Series Analysis in the Biological Sciences
special issue.",
}
@Article{Didier:2012:SCM,
author = "Gustavo Didier and Scott A. McKinley and David B. Hill
and John Fricks",
title = "Statistical challenges in microrheology",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "5",
pages = "724--743",
month = sep,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00792.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 May 2012",
remark = "Time Series Analysis in the Biological Sciences
special issue.",
}
@Article{Fokianos:2012:BAT,
author = "Konstantinos Fokianos and Vasilis J. Promponas",
title = "Biological applications of time series frequency
domain clustering",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "5",
pages = "744--756",
month = sep,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00758.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "01 September 2011",
remark = "Time Series Analysis in the Biological Sciences
special issue.",
}
@Article{Franke:2012:CTS,
author = "J{\"u}rgen Franke and Claudia Kirch and Joseph
Tadjuidje Kamgaing",
title = "Changepoints in times series of counts",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "5",
pages = "757--770",
month = sep,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00778.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 March 2012",
remark = "Time Series Analysis in the Biological Sciences
special issue.",
}
@Article{Gorrostieta:2012:EDB,
author = "Cristina Gorrostieta and Hernando Ombao and Raquel
Prado and Shaun Patel and Emad Eskandar",
title = "Exploring dependence between brain signals in a monkey
during learning",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "5",
pages = "771--778",
month = sep,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00767.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "29 November 2011",
remark = "Time Series Analysis in the Biological Sciences
special issue.",
}
@Article{Keenan:2012:MNT,
author = "Daniel M. Keenan and Xin Wang and Steven M. Pincus and
Johannes D. Veldhuis",
title = "Modelling the nonlinear time dynamics of
multidimensional hormonal systems",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "5",
pages = "779--796",
month = sep,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00795.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 June 2012",
remark = "Time Series Analysis in the Biological Sciences
special issue.",
}
@Article{Krafty:2012:ESS,
author = "Robert T. Krafty and Shuangyan Xiong and David S.
Stoffer and Daniel J. Buysse and Martica Hall",
title = "Enveloping spectral surfaces: covariate dependent
spectral analysis of categorical time series",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "5",
pages = "797--806",
month = sep,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00773.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 January 2012",
remark = "Time Series Analysis in the Biological Sciences
special issue.",
}
@Article{Nam:2012:QUC,
author = "Christopher F. H. Nam and John A. D. Aston and Adam M.
Johansen",
title = "Quantifying the uncertainty in change points",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "5",
pages = "807--823",
month = sep,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2011.00777.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 March 2012",
remark = "Time Series Analysis in the Biological Sciences
special issue.",
}
@Article{Solo:2012:TIB,
author = "Victor Solo and Ahmed Pasha",
title = "A test for independence between a point process and an
analogue signal",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "5",
pages = "824--840",
month = sep,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00790.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 June 2012",
remark = "Time Series Analysis in the Biological Sciences
special issue.",
}
@Article{Wang:2012:SSM,
author = "Jiabin Wang and Hua Liang and Rong Chen",
title = "A state space model approach for {HIV} infection
dynamics",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "5",
pages = "841--849",
month = sep,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00784.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 March 2012",
remark = "Time Series Analysis in the Biological Sciences
special issue.",
}
@Article{Wei:2012:SBN,
author = "Lai Wei and Peter F. Craigmile and Wayne M. King",
title = "Spectral-based non-central {F} mixed effect models,
with application to otoacoustic emissions",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "5",
pages = "850--862",
month = sep,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00789.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:36 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 March 2012",
remark = "Time Series Analysis in the Biological Sciences
special issue.",
}
@Article{Katayama:2012:CSP,
author = "Naoya Katayama",
title = "Chi-squared portmanteau tests for structural {VARMA}
models with uncorrelated errors",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "6",
pages = "863--872",
month = nov,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00799.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "15 October 2012",
}
@Article{Li:2012:NMA,
author = "Dong Li",
title = "A note on moving-average models with feedback",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "6",
pages = "873--879",
month = nov,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00802.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "18 May 2012",
}
@Article{Bondon:2012:LSE,
author = "Pascal Bondon and Natalia Bahamonde",
title = "Least squares estimation of {ARCH} models with missing
observations",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "6",
pages = "880--891",
month = nov,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00803.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 May 2012",
}
@Article{Liu:2012:FMS,
author = "Ji-Chun Liu",
title = "A Family of {Markov}-Switching {GARCH} Processes",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "6",
pages = "892--902",
month = nov,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00804.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "06 June 2012",
}
@Article{Ristic:2012:MM,
author = "Miroslav M. Risti{\'c} and Aleksandar S. Nasti{\'c}",
title = "A mixed {$ {\rm INAR}(p) $} model",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "6",
pages = "903--915",
month = nov,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00806.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 June 2012",
}
@Article{Chan:2012:NSA,
author = "Ngai Hang Chan and Rongmao Zhang",
title = "Non-stationary autoregressive processes with infinite
variance",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "6",
pages = "916--934",
month = nov,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00807.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 July 2012",
}
@Article{McElroy:2012:SIA,
author = "Tucker McElroy and Agnieszka Jach",
title = "Subsampling inference for the autocovariances and
autocorrelations of long-memory heavy-tailed linear
time series",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "6",
pages = "935--953",
month = nov,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00808.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "15 July 2012",
}
@Article{Jazi:2012:FOI,
author = "Mansour Aghababaei Jazi and Geoff Jones and Chin-Diew
Lai",
title = "First-order integer valued {AR} processes with zero
inflated {Poisson} innovations",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "6",
pages = "954--963",
month = nov,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00809.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "05 July 2012",
}
@Article{Turkman:2012:BR,
author = "K. F. Turkman",
title = "Book Review",
journal = j-J-TIME-SER-ANAL,
volume = "33",
number = "6",
pages = "964--964",
month = nov,
year = "2012",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00801.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "15 July 2012",
}
@Article{Aue:2013:SBT,
author = "Alexander Aue and Lajos Horv{\'a}th",
title = "Structural breaks in time series",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "1",
pages = "1--16",
month = jan,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00819.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 September 2012",
}
@Article{Han:2013:TPC,
author = "Lu Han and Brendan McCabe",
title = "Testing for parameter constancy in non-{Gaussian} time
series",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "1",
pages = "17--29",
month = jan,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00810.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 July 2012",
}
@Article{Feng:2013:OCR,
author = "Yuanhua Feng and Jan Beran",
title = "Optimal convergence rates in non-parametric regression
with fractional time series errors",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "1",
pages = "30--39",
month = jan,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00811.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 July 2012",
}
@Article{Demetrescu:2013:PUR,
author = "Matei Demetrescu and Robinson Kruse",
title = "The power of unit root tests against nonlinear local
alternatives",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "1",
pages = "40--61",
month = jan,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00812.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 August 2012",
}
@Article{Rodrigues:2013:RAU,
author = "Paulo M. M. Rodrigues",
title = "Recursive adjustment, unit root tests and structural
breaks",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "1",
pages = "62--82",
month = jan,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00813.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "25 July 2012",
}
@Article{Bayer:2013:CNC,
author = "Christian Bayer and Christoph Hanck",
title = "Combining non-cointegration tests",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "1",
pages = "83--95",
month = jan,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00814.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 December 2012",
}
@Article{Bartlett:2013:ENN,
author = "A. Bartlett and W. P. McCormick",
title = "Estimation for non-negative time series with
heavy-tail innovations",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "1",
pages = "96--115",
month = jan,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00815.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "25 July 2012",
}
@Article{Kokoszka:2013:DOF,
author = "Piotr Kokoszka and Matthew Reimherr",
title = "Determining the order of the functional autoregressive
model",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "1",
pages = "116--129",
month = jan,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00816.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "25 July 2012",
}
@Article{Roy:2013:RCC,
author = "Sugata Sen Roy and Sankha Bhattacharya",
title = "Rate of convergence in the central limit theorem for
parameter estimation in a causal, invertible {$ {\rm
ARMA}(p, q) $} model",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "1",
pages = "130--137",
month = jan,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00817.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 October 2012",
}
@Article{Kokoszka:2013:BR,
author = "Plotr S. Kokoszka",
title = "Book Review",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "1",
pages = "138--138",
month = jan,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00818.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:37 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "09 August 2012",
}
@Article{Taylor:2013:E,
author = "Robert Taylor",
title = "Editorial",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "2",
pages = "139--140",
month = mar,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12021",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 February 2013",
}
@Article{Khan:2013:MTW,
author = "Md Atikur Rahman Khan and D. S. Poskitt",
title = "Moment tests for window length selection in singular
spectrum analysis of short- and long-memory processes",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "2",
pages = "141--155",
month = mar,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00820.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "17 September 2012",
}
@Article{Brockwell:2013:ICP,
author = "Peter Brockwell and Alexander Lindner",
title = "Integration of {CARMA} processes and spot volatility
modelling",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "2",
pages = "156--167",
month = mar,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12011",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "18 December 2012",
}
@Article{Hill:2013:LTT,
author = "Jonathan B. Hill",
title = "Least tail-trimmed squares for infinite variance
autoregressions",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "2",
pages = "168--186",
month = mar,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12005",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "24 October 2012",
}
@Article{Anderson:2013:FPI,
author = "Paul L. Anderson and Mark M. Meerschaert and Kai
Zhang",
title = "Forecasting with prediction intervals for periodic
autoregressive moving average models",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "2",
pages = "187--193",
month = mar,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12000",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 September 2012",
}
@Article{Seong:2013:EVE,
author = "Byeongchan Seong and Sung K. Ahn and Peter A.
Zadrozny",
title = "Estimation of vector error correction models with
mixed-frequency data",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "2",
pages = "194--205",
month = mar,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12001",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 October 2012",
}
@Article{Pedeli:2013:CLE,
author = "Xanthi Pedeli and Dimitris Karlis",
title = "On composite likelihood estimation of a multivariate
{$ {\rm INAR}(1) $} model",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "2",
pages = "206--220",
month = mar,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12003",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "24 October 2012",
}
@Article{Wied:2013:CTT,
author = "Dominik Wied",
title = "{CUSUM-type} testing for changing parameters in a
spatial autoregressive model for stock returns",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "2",
pages = "221--229",
month = mar,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12006",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 December 2012",
}
@Article{Zhu:2013:MPT,
author = "Ke. Zhu",
title = "A mixed portmanteau test for {ARMA-GARCH} models by
the quasi-maximum exponential likelihood estimation
approach",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "2",
pages = "230--237",
month = mar,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12007",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "24 October 2012",
}
@Article{Heinen:2013:WIE,
author = "Florian Heinen and Stefanie Michael and Philipp
Sibbertsen",
title = "Weak identification in the {ESTAR} model and a new
model",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "2",
pages = "238--261",
month = mar,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12008",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 November 2012",
}
@Article{Dehay:2013:EDF,
author = "D. Dehay and H. L. Hurd",
title = "Empirical determination of the frequencies of an
almost periodic time series",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "2",
pages = "262--279",
month = mar,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12009",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "12 December 2012",
}
@Article{Rao:2013:SSS,
author = "T Subba Rao",
title = "Spatial statistics and spatio-temporal data",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "2",
pages = "280--280",
month = mar,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/j.1467-9892.2012.00821.x",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "24 October 2012",
}
@Article{Parnell:2013:CTS,
author = "Andrew C. Parnell",
title = "Climate time series analysis: classical statistical
and bootstrap methods",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "2",
pages = "281--281",
month = mar,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12002",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 October 2012",
}
@Article{Hall:2013:ETS,
author = "Alastair R. Hall",
title = "Economic time series: modeling and seasonality",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "2",
pages = "282--283",
month = mar,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12004",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:38 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 November 2012",
}
@Article{McCloskey:2013:ELM,
author = "Adam McCloskey",
title = "Estimation of the long-memory stochastic volatility
model parameters that is robust to level shifts and
deterministic trends",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "3",
pages = "285--301",
month = may,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12012",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 February 2013",
}
@Article{Kim:2013:REC,
author = "Byungsoo Kim and Sangyeol Lee",
title = "Robust estimation for copula parameter in {SCOMDY}
models",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "3",
pages = "302--314",
month = may,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12013",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "06 December 2012",
}
@Article{Sun:2013:SST,
author = "Jiajing Sun and Brendan P. McCabe",
title = "Score statistics for testing serial dependence in
count data",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "3",
pages = "315--329",
month = may,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12014",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 December 2012",
}
@Article{Bramati:2013:COT,
author = "Maria Caterina Bramati",
title = "A class of optimal tests for contemporaneous
non-causality in {VAR} models",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "3",
pages = "330--344",
month = may,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12016",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 March 2013",
}
@Article{Figueroa-Lopez:2013:NRR,
author = "Jos{\'e} E. Figueroa-L{\'o}pez and Michael Levine",
title = "Nonparametric regression with rescaled time series
errors",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "3",
pages = "345--361",
month = may,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12017",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "25 April 2013",
}
@Article{Neumeyer:2013:NNP,
author = "Natalie Neumeyer and Leonie Selk",
title = "A note on non-parametric testing for {Gaussian}
innovations in {AR--ARCH} models",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "3",
pages = "362--367",
month = may,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12018",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "12 March 2013",
}
@Article{Fossati:2013:URT,
author = "Sebastian Fossati",
title = "Unit root testing with stationary covariates and a
structural break in the trend function",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "3",
pages = "368--384",
month = may,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12020",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 March 2013",
}
@Article{Brockwell:2013:HFS,
author = "Peter J. Brockwell and Vincenzo Ferrazzano and Claudia
Kl{\"u}ppelberg",
title = "High-frequency sampling and kernel estimation for
continuous-time moving average processes",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "3",
pages = "385--404",
month = may,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12022",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "17 March 2013",
}
@Article{Caporale:2013:MLR,
author = "Guglielmo Maria Caporale and Juncal Cu{\~n}ado and
Luis A. Gil-Alana",
title = "Modelling long-run trends and cycles in financial time
series data",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "3",
pages = "405--421",
month = may,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12010",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "05 December 2012",
}
@Article{Zhang:2013:BRS,
author = "Tusheng Zhang",
title = "Book Review: {{\booktitle{Statistical Methods for
Stochastic Differential Equations}}. Edited By, Mathieu
Kessler, Alexander Lindner and Michael S{\o}rensen.
Publishers CRC Press, Taylor and Francis Group. London,
ISBN 978-1-4398-4940-8. 483 Pages}",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "3",
pages = "422--422",
month = may,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12015",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "06 March 2013",
}
@Article{Jandhyala:2013:ISM,
author = "Venkata Jandhyala and Stergios Fotopoulos and Ian
MacNeill and Pengyu Liu",
title = "Inference for single and multiple change-points in
time series",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "4",
pages = "423--446",
month = jul,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12035",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "18 June 2013",
}
@Article{Chen:2013:GIG,
author = "Jhih-Gang Chen and Biing-Shen Kuo",
title = "{Gaussian} inference in general {AR(1)} models based
on difference",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "4",
pages = "447--453",
month = jul,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12031",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 April 2013",
}
@Article{Astill:2013:BTA,
author = "Sam Astill and David I. Harvey and A. M. Robert
Taylor",
title = "A bootstrap test for additive outliers in
non-stationary time series",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "4",
pages = "454--465",
month = jul,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12033",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 May 2013",
}
@Article{Ristic:2013:GTS,
author = "Miroslav M. Risti{\'c} and Aleksandar S. Nasti{\'c}
and Ana V. Mileti{\'c} Ili{\'c}",
title = "A geometric time series model with dependent
{Bernoulli} counting series",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "4",
pages = "466--476",
month = jul,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12023",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 March 2013",
}
@Article{Westerlund:2013:CCU,
author = "Joakim Westerlund",
title = "A computationally convenient unit root test with
covariates, conditional heteroskedasticity and
efficient detrending",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "4",
pages = "477--495",
month = jul,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12025",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 March 2013",
}
@Article{Duchesne:2013:DRA,
author = "Pierre Duchesne and Pierre Lafaye de Micheaux",
title = "Distributions for residual autocovariances in
parsimonious periodic vector autoregressive models with
applications",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "4",
pages = "496--507",
month = jul,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12026",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 March 2013",
}
@Article{Zhou:2013:INS,
author = "Zhou Zhou",
title = "Inference for non-stationary time-series
autoregression",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "4",
pages = "508--516",
month = jul,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12028",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:39 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 May 2013",
}
@Article{Schmidt:2013:ESA,
author = "Daniel F. Schmidt and Enes Makalic",
title = "Estimation of stationary autoregressive models with
the {Bayesian LASSO}",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "5",
pages = "517--531",
month = sep,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12027",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 August 2013",
}
@Article{Fasen:2013:SEH,
author = "Vicky Fasen and Florian Fuchs",
title = "Spectral estimates for high-frequency sampled
continuous-time autoregressive moving average
processes",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "5",
pages = "532--551",
month = sep,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12029",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 July 2013",
}
@Article{Thornton:2013:CTA,
author = "Michael A. Thornton and Marcus J. Chambers",
title = "Continuous-time autoregressive moving average
processes in discrete time: representation and
embeddability",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "5",
pages = "552--561",
month = sep,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12030",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "25 April 2013",
}
@Article{Hassler:2013:ETA,
author = "Uwe Hassler",
title = "Effect of temporal aggregation on multiple time series
in the frequency domain",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "5",
pages = "562--573",
month = sep,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12032",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 June 2013",
}
@Article{Guinness:2013:TAI,
author = "Joseph Guinness and Michael L. Stein",
title = "Transformation to approximate independence for locally
stationary {Gaussian} processes",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "5",
pages = "574--590",
month = sep,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12034",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 July 2013",
}
@Article{Trokic:2013:RFI,
author = "Mirza Troki{\'c}",
title = "Regulated fractionally integrated processes",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "5",
pages = "591--601",
month = sep,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12036",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 May 2013",
}
@Article{Leonenko:2013:BRD,
author = "Nikolai Leonenko",
title = "Book Review: {Domenico Marinucci and Giovanni Peccati,
\booktitle{Random Fields on the Sphere: Representation,
Limit Theorems and Cosmological Applications}, London
Mathematical Society Lecture Notes Series 389.
Published by the Cambridge University Press, Cambridge,
2011. Number of Pages: 341. Price \pounds 40.00, ISBN
978-0-521-17561-6}",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "5",
pages = "602--603",
month = sep,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12024",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib;
https://www.math.utah.edu/pub/tex/bib/prng.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 June 2013",
}
@Article{Taylor:2013:EA,
author = "Robert Taylor",
title = "Editorial Announcement",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "6",
pages = "605--605",
month = nov,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12048",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 October 2013",
}
@Article{Li:2013:MMG,
author = "Muyi Li and Wai Keung Li and Guodong Li",
title = "On mixture memory {GARCH} models",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "6",
pages = "606--624",
month = nov,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12037",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "24 August 2013",
}
@Article{Gamerman:2013:NGF,
author = "Dani Gamerman and Thiago Rezende dos Santos and Glaura
C. Franco",
title = "A non-{Gaussian} family of state-space models with
exact marginal likelihood",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "6",
pages = "625--645",
month = nov,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12039",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 October 2013",
}
@Article{Fink:2013:BRC,
author = "Thorsten Fink and Jens-Peter Kreiss",
title = "Bootstrap for random coefficient autoregressive
models",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "6",
pages = "646--667",
month = nov,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12041",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 September 2013",
}
@Article{Esmaeili:2013:TSE,
author = "Habib Esmaeili and Claudia Kl{\"u}ppelberg",
title = "Two-step estimation of a multi-variate {L{\'e}vy}
process",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "6",
pages = "668--690",
month = nov,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12042",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 October 2013",
}
@Article{Kakizawa:2013:FDG,
author = "Yoshihide Kakizawa",
title = "Frequency domain generalized empirical likelihood
method",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "6",
pages = "691--716",
month = nov,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12043",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 October 2013",
}
@Article{Bai:2013:MLT,
author = "Shuyang Bai and Murad S. Taqqu",
title = "Multivariate limit theorems in the context of
long-range dependence",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "6",
pages = "717--743",
month = nov,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12046",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 October 2013",
}
@Article{Neal:2013:BRB,
author = "Peter Neal",
title = "Book Review: {{\booktitle{Bayesian Theory and
Applications}}, by Paul Damien, Petros Dellaportas,
Nicholas G. Polson and David A. Stephens (eds).
Published by Oxford University Press, 2013. Total
Number of Pages: xiii + 702. ISBN 978-0-19-969560-7}",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "6",
pages = "744--744",
month = nov,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12047",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 October 2013",
}
@Article{Ombao:2013:BRT,
author = "Hernando Ombao",
title = "Book Review: {{\booktitle{Time series modeling of
neuroscience data}}, by Tohru Ozaki, published by CRC
Press, 2012. Total number of pages: 548. Price: US
\$71.46. ISBN 978-1-4200-9460-2}",
journal = j-J-TIME-SER-ANAL,
volume = "34",
number = "6",
pages = "745--746",
month = nov,
year = "2013",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12038",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:40 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 August 2013",
}
@Article{Rao:2014:OMB,
author = "T. Subba Rao and Granville Tunnicliffe-Wilson",
title = "Obituary: {Maurice Bertram Priestley, MA, PhD},
1933--2013",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "1",
pages = "1--3",
month = jan,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12052",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "09 December 2013",
}
@Article{Zhao:2014:NPE,
author = "Zhibiao Zhao and Yiyun Zhang and Runze Li",
title = "Non-parametric estimation under strong dependence",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "1",
pages = "4--15",
month = jan,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12044",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "02 September 2013",
}
@Article{Philippe:2014:CAT,
author = "Anne Philippe and Donata Puplinskaite and Donatas
Surgailis",
title = "Contemporaneous aggregation of triangular array of
random-coefficient {$ {\rm AR}(1) $} processes",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "1",
pages = "16--39",
month = jan,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12045",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "24 August 2013",
}
@Article{Iacone:2014:FTB,
author = "Fabrizio Iacone and Stephen J. Leybourne and A. M.
Robert Taylor",
title = "A fixed-$b$ test for a break in level at an unknown
time under fractional integration",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "1",
pages = "40--54",
month = jan,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12049",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 October 2013",
}
@Article{Christou:2014:QLI,
author = "Vasiliki Christou and Konstantinos Fokianos",
title = "Quasi-likelihood inference for negative binomial time
series models",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "1",
pages = "55--78",
month = jan,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12050",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 December 2013",
}
@Article{Qian:2014:FSS,
author = "Hang Qian",
title = "A flexible state space model and its applications",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "2",
pages = "79--88",
month = mar,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12051",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 October 2013",
}
@Article{Dudek:2014:GBB,
author = "Anna E. Dudek and Jacek Le{\'s}kow and Efstathios
Paparoditis and Dimitris N. Politis",
title = "A generalized block bootstrap for seasonal time
series",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "2",
pages = "89--114",
month = mar,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1002/jtsa.12053",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 November 2013",
}
@Article{Weiss:2014:BAP,
author = "Christian H. Wei{\ss} and Philip K. Pollett",
title = "Binomial autoregressive processes with
density-dependent thinning",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "2",
pages = "115--132",
month = mar,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1002/jtsa.12054",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 December 2013",
}
@Article{Pang:2014:AIM,
author = "Tianxiao Pang and Danna Zhang and Terence Tai-Leung
Chong",
title = "asymptotic inferences for an {$ {\rm AR}(1) $} model
with a change point: stationary and nearly
non-stationary cases",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "2",
pages = "133--150",
month = mar,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12055",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 December 2013",
}
@Article{Dalla:2014:SWS,
author = "Violetta Dalla and Liudas Giraitis and Hira L. Koul",
title = "{Studentizing} weighted sums of linear processes",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "2",
pages = "151--172",
month = mar,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12056",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "15 January 2014",
}
@Article{Cavicchioli:2014:DNR,
author = "Maddalena Cavicchioli",
title = "Determining the number of regimes in {Markov}
switching {VAR} and {VMA} models",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "2",
pages = "173--186",
month = mar,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1002/jtsa.12057",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 December 2013",
}
@Article{Hall:2014:BRD,
author = "Alastair R. Hall",
title = "Book Review: {{\booktitle{Dynamic Models for
Volatility and Heavy Tails: with Applications to
Financial and Economic Time Series}}, by A. C. Harvey.
Published by Cambridge University Press, 2013 New York,
Usa. Total Number of Pages: 261. Price: \$36.99. ISBN:
978-1-107-63002-4}",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "2",
pages = "187--188",
month = mar,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12061",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:41 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 January 2014",
}
@Article{Chen:2014:NSQ,
author = "Min Chen and Dong Li and Shiqing Ling",
title = "Non-stationarity and quasi-maximum likelihood
estimation on a double autoregressive model",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "3",
pages = "189--202",
month = may,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12058",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 December 2013",
}
@Article{Harris:2014:PAT,
author = "David Harris and Hsein Kew",
title = "Portmanteau autocorrelation tests under $q$-dependence
and heteroskedasticity",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "3",
pages = "203--217",
month = may,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12059",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 January 2014",
}
@Article{Blasques:2014:TPN,
author = "Francisco Blasques",
title = "Transformed polynomials for nonlinear autoregressive
models of the conditional mean",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "3",
pages = "218--238",
month = may,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12060",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 January 2014",
}
@Article{Dienes:2014:LMP,
author = "Christopher Dienes and Alexander Aue",
title = "On-line monitoring of pollution concentrations with
autoregressive moving average time series",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "3",
pages = "239--261",
month = may,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12062",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "30 January 2014",
}
@Article{Bhattacharjee:2014:EAM,
author = "Monika Bhattacharjee and Arup Bose",
title = "Estimation of autocovariance matrices for infinite
dimensional vector linear process",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "3",
pages = "262--281",
month = may,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12063",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 February 2014",
}
@Article{Hill:2014:UIE,
author = "Jonathan Hill and Liang Peng",
title = "Unified interval estimation for random coefficient
autoregressive models",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "3",
pages = "282--297",
month = may,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12064",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:42 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 February 2014",
}
@Article{Li:2014:HBA,
author = "Guodong Li and Chenlei Leng and Chih-Ling Tsai",
title = "A hybrid bootstrap approach to unit root tests",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "4",
pages = "299--321",
month = jul,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12019",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 May 2013",
}
@Article{Li:2014:QPT,
author = "Ta-Hsin Li",
title = "Quantile periodogram and time-dependent variance",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "4",
pages = "322--340",
month = jul,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12065",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 February 2014",
}
@Article{Nanamiya:2014:MWC,
author = "Kei Nanamiya",
title = "Modelling for the wavelet coefficients of {ARFIMA}
processes",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "4",
pages = "341--356",
month = jul,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12068",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 March 2014",
}
@Article{Rao:2014:FDA,
author = "Tata Subba Rao and Sourav Das and Georgi N.
Boshnakov",
title = "A frequency domain approach for the estimation of
parameters of spatio-temporal stationary random
processes",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "4",
pages = "357--377",
month = jul,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12069",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 March 2014",
}
@Article{Tang:2014:EEP,
author = "L. Tang and Q. Shao",
title = "Efficient estimation for periodic autoregressive
coefficients via residuals",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "4",
pages = "378--389",
month = jul,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12070",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 March 2014",
}
@Article{Terdik:2014:BRL,
author = "Gy Terdik",
title = "Book Review: {{\booktitle{Long-memory Processes:
Probabilistic Properties and Statistical Methods}}, by
Jan Beran, Yuanhua Feng, Sucharita Ghosh, and Rafal
Kulik. Published by Springer London, 2013. Total Number
of Pages: 884. ISBN: 978-3-642-35511-0 (print),
978-3-642-35512-7 (online)}",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "4",
pages = "390--392",
month = jul,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12066",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 February 2014",
}
@Article{Demetrescu:2014:IBC,
author = "Matei Demetrescu and Christoph Hanck and Adina I.
Tarcolea",
title = "{IV}-based cointegration testing in dependent panels
with time-varying variance",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "5",
pages = "393--406",
month = sep,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12071",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 March 2014",
}
@Article{Efromovich:2014:ENP,
author = "Sam Efromovich",
title = "Efficient non-parametric estimation of the spectral
density in the presence of missing observations",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "5",
pages = "407--427",
month = sep,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12072",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 April 2014",
}
@Article{Jensen:2014:FFD,
author = "Andreas Noack Jensen and Morten {\O}rregaard Nielsen",
title = "A fast fractional difference algorithm",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "5",
pages = "428--436",
month = sep,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12074",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 May 2014",
}
@Article{Sun:2014:SPE,
author = "Yiguo Sun",
title = "Semi-parametric estimation of linear cointegrating
models with nonlinear contemporaneous endogeneity",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "5",
pages = "437--461",
month = sep,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12075",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 May 2014",
}
@Article{Wu:2014:PDL,
author = "Rongning Wu and Yunwei Cui",
title = "A parameter-driven logit regression model for binary
time series",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "5",
pages = "462--477",
month = sep,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12076",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 May 2014",
}
@Article{Li:2014:SVS,
author = "Degao Li and Guodong Li and Jinhong You",
title = "Significant variable selection and autoregressive
order determination for time-series partially linear
models",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "5",
pages = "478--490",
month = sep,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12077",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:43 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "31 July 2014",
}
@Article{Martin:2014:EMM,
author = "Vance L. Martin and Andrew R. Tremayne and Robert C.
Jung",
title = "Efficient method of moments estimators for integer
time series models",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "6",
pages = "491--516",
month = nov,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12078",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 August 2014",
}
@Article{Elsaied:2014:RFI,
author = "Hanan Elsaied and Roland Fried",
title = "Robust fitting of {INARCH} models",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "6",
pages = "517--535",
month = nov,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12079",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 June 2014",
}
@Article{Arvanitis:2014:SEI,
author = "Stelios Arvanitis",
title = "A simple example of an indirect estimator with
discontinuous limit theory in the {MA(1)} model",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "6",
pages = "536--557",
month = nov,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12080",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 August 2014",
}
@Article{Caivano:2014:TSM,
author = "Michele Caivano and Andrew Harvey",
title = "Time-series models with an {EGB2} conditional
distribution",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "6",
pages = "558--571",
month = nov,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12081",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 August 2014",
}
@Article{Yu:2014:NPE,
author = "Chao Yu and Yue Fang and Zeng Li and Bo Zhang and
Xujie Zhao",
title = "Non-parametric estimation of high-frequency spot
volatility for {Brownian} semimartingale with jumps",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "6",
pages = "572--591",
month = nov,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12082",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 September 2014",
}
@Article{Lieberman:2014:NRL,
author = "Offer Lieberman and Peter C. B. Phillips",
title = "Norming rates and limit theory for some time-varying
coefficient autoregressions",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "6",
pages = "592--623",
month = nov,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12083",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 September 2014",
}
@Article{Cavicchioli:2014:ALF,
author = "Maddalena Cavicchioli",
title = "Analysis of the likelihood function for
{Markov}-switching {VAR(CH)} models",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "6",
pages = "624--639",
month = nov,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12085",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 September 2014",
}
@Article{Rao:2014:BRR,
author = "T Subba Rao",
title = "Book Review: {Randall Douc, Eric Moulines and David S.
Stoffer (2014) \booktitle{Nonlinear Time Series-Theory,
Methods and Applications with R Examples}. CRC Press,
UK (A Chapman and Hall Book). Texts in Statistical
Science. ISBN: 978-1-4665-0225-3 pages 531}",
journal = j-J-TIME-SER-ANAL,
volume = "35",
number = "6",
pages = "640--641",
month = nov,
year = "2014",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12087",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib;
https://www.math.utah.edu/pub/tex/bib/s-plus.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 September 2014",
}
@Article{Kechagias:2015:DRM,
author = "Stefanos Kechagias and Vladas Pipiras",
title = "Definitions and representations of multivariate
long-range dependent time series",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "1",
pages = "1--25",
month = jan,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12086",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 September 2014",
}
@Article{Kim:2015:HTA,
author = "Seonjin Kim",
title = "Hypothesis testing for {ARCH} models: a multiple
quantile regressions approach",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "1",
pages = "26--38",
month = jan,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12089",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 October 2014",
}
@Article{Velasco:2015:JPT,
author = "Carlos Velasco and Xuexin Wang",
title = "A joint portmanteau test for conditional mean and
variance time-series models",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "1",
pages = "39--60",
month = jan,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12091",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 September 2014",
}
@Article{Ling:2015:ISB,
author = "Shiqing Ling and Liang Peng and Fukang Zhu",
title = "Inference for a special bilinear time-series model",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "1",
pages = "61--66",
month = jan,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12092",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 September 2014",
}
@Article{Gallagher:2015:WPT,
author = "Colin M. Gallagher and Thomas J. Fisher",
title = "On weighted portmanteau tests for time-series
goodness-of-fit",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "1",
pages = "67--83",
month = jan,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12093",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 September 2014",
}
@Article{Horvath:2015:TEM,
author = "Lajos Horv{\'a}th and Gregory Rice",
title = "Testing equality of means when the observations are
from functional time series",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "1",
pages = "84--108",
month = jan,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12095",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "01 December 2014",
}
@Article{Huang:2015:SNC,
author = "Yinxiao Huang and Stanislav Volgushev and Xiaofeng
Shao",
title = "On self-normalization for censored dependent data",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "1",
pages = "109--124",
month = jan,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12096",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 October 2014",
}
@Article{McCabe:2015:BRD,
author = "Brendan McCabe",
title = "Book Review: {{\booktitle{Discrete Time Series,
Processes, and Applications in Finance}}, by Gilles
Zumbach. Springer Finance Series. Published by
Springer, Heidelberg, Berlin, 2013. Total Number of
Pages: 315. ISBN: 978-3-642-31741-5}",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "1",
pages = "125--125",
month = jan,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12094",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:44 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 October 2014",
}
@Article{Lee:2015:TVS,
author = "Taewook Lee and Moosup Kim and Changryong Baek",
title = "Tests for Volatility Shifts in {GARCH} Against
Long-Range Dependence",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "2",
pages = "127--153",
month = mar,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12098",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 October 2014",
}
@Article{Nielsen:2015:ACS,
author = "Morten {\O}rregaard Nielsen",
title = "Asymptotics for the Conditional-Sum-of-Squares
Estimator in Multivariate Fractional Time-Series
Models",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "2",
pages = "154--188",
month = mar,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12100",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 November 2014",
}
@Article{Decowski:2015:WBT,
author = "Jonathan Decowski and Linyuan Li",
title = "Wavelet-Based tests for comparing two time series with
unequal lengths",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "2",
pages = "189--208",
month = mar,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12101",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 October 2014",
}
@Article{McElroy:2015:SEN,
author = "Tucker McElroy and Thomas Trimbur",
title = "Signal extraction for non-stationary multivariate time
series with illustrations for trend inflation",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "2",
pages = "209--227",
month = mar,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12102",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 November 2014",
}
@Article{Beare:2015:VCS,
author = "Brendan K. Beare and Juwon Seo",
title = "Vine copula specifications for stationary multivariate
{Markov} chains",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "2",
pages = "228--246",
month = mar,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12103",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 November 2014",
}
@Article{Kalliovirta:2015:GMA,
author = "Leena Kalliovirta and Mika Meitz and Pentti
Saikkonen",
title = "A {Gaussian} Mixture Autoregressive Model for
Univariate Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "2",
pages = "247--266",
month = mar,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12108",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 December 2014",
}
@Article{Quinn:2015:BRT,
author = "Barry G. Quinn",
title = "Book Review: {{\booktitle{Time Series with Mixed
Spectra}}, by Ta-Hsin Li. Published by CRC Press, 2014.
Total number of pages: 680. ISBN: 978-1-58488-176-6
(hard cover), 978-1-42001-006-0 (e-book)}",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "2",
pages = "267--268",
month = mar,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12111",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 January 2015",
}
@Article{Cavaliere:2015:RDB,
author = "Giuseppe Cavaliere and Dimitris N. Politis and Anders
Rahbek",
title = "Recent developments in bootstrap methods for dependent
data",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "3",
pages = "269--271",
month = may,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12128",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 March 2015",
remark = "Recent developments in bootstrap methods for dependent
data: special issue.",
}
@Article{Cavaliere:2015:BDC,
author = "Giuseppe Cavaliere and Anders Rahbek and A. M. Robert
Taylor",
title = "Bootstrap Determination of the Co-Integration Rank in
{VAR} Models with Unrestricted Deterministic
Components",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "3",
pages = "272--289",
month = may,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12104",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 January 2015",
remark = "Recent developments in bootstrap methods for dependent
data: special issue.",
}
@Article{Doukhan:2015:DWB,
author = "Paul Doukhan and Gabriel Lang and Anne Leucht and
Michael H. Neumann",
title = "Dependent Wild Bootstrap for the Empirical Process",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "3",
pages = "290--314",
month = may,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12106",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 February 2015",
remark = "Recent developments in bootstrap methods for dependent
data: special issue.",
}
@Article{Sengupta:2015:DRW,
author = "Srijan Sengupta and Xiaofeng Shao and Yingchuan Wang",
title = "The Dependent Random Weighting",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "3",
pages = "315--326",
month = may,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12109",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 November 2014",
remark = "Recent developments in bootstrap methods for dependent
data: special issue.",
}
@Article{Dehay:2015:BBP,
author = "Dominique Dehay and Anna E. Dudek",
title = "Block Bootstrap for {Poisson}-Sampled Almost Periodic
Processes",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "3",
pages = "327--351",
month = may,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12115",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 January 2015",
remark = "Recent developments in bootstrap methods for dependent
data: special issue.",
}
@Article{Wolf:2015:BJP,
author = "Michael Wolf and Dan Wunderli",
title = "Bootstrap Joint Prediction Regions",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "3",
pages = "352--376",
month = may,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12099",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 October 2014",
remark = "Recent developments in bootstrap methods for dependent
data: special issue.",
}
@Article{Meyer:2015:VAS,
author = "Marco Meyer and Jens-Peter Kreiss",
title = "On the Vector Autoregressive Sieve Bootstrap",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "3",
pages = "377--397",
month = may,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12090",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "17 September 2014",
remark = "Recent developments in bootstrap methods for dependent
data: special issue.",
}
@Article{Smeekes:2015:BST,
author = "Stephan Smeekes",
title = "Bootstrap sequential tests to determine the order of
integration of individual units in a time series
panel",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "3",
pages = "398--415",
month = may,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12110",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 November 2014",
remark = "Recent developments in bootstrap methods for dependent
data: special issue.",
}
@Article{Jentsch:2015:BBT,
author = "Carsten Jentsch and Dimitris N. Politis and Efstathios
Paparoditis",
title = "Block bootstrap theory for multivariate integrated and
cointegrated processes",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "3",
pages = "416--441",
month = may,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12088",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 September 2014",
remark = "Recent developments in bootstrap methods for dependent
data: special issue.",
}
@Article{Gregory:2015:SBB,
author = "Karl B. Gregory and Soumendra N. Lahiri and Daniel J.
Nordman",
title = "A smooth block bootstrap for statistical functionals
and time series",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "3",
pages = "442--461",
month = may,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12117",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 February 2015",
remark = "Recent developments in bootstrap methods for dependent
data: special issue.",
}
@Article{Bertail:2015:BRS,
author = "Patrice Bertail and St{\'e}phan Cl{\'e}men{\c{c}}on
and Jessica Tressou",
title = "Bootstrapping Robust Statistics for {Markovian} Data
Applications to Regenerative {$R$}-Statistics and
{$L$}-Statistics",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "3",
pages = "462--480",
month = may,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12105",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 January 2015",
remark = "Recent developments in bootstrap methods for dependent
data: special issue.",
}
@Article{Djogbenou:2015:BIR,
author = "Antoine Djogbenou and S{\'\i}lvia Gon{\c{c}}alves and
Benoit Perron",
title = "Bootstrap inference in regressions with estimated
factors and serial correlation",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "3",
pages = "481--502",
month = may,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12118",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:45 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 January 2015",
remark = "Recent developments in bootstrap methods for dependent
data: special issue.",
}
@Article{Goncalves:2015:IDD,
author = "E. Gon{\c{c}}alves and N. Mendes-Lopes and F. Silva",
title = "Infinitely Divisible Distributions in Integer-Valued
{GARCH} Models",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "4",
pages = "503--527",
month = jul,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12112",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 January 2015",
}
@Article{Hualde:2015:SFA,
author = "Javier Hualde and Fabrizio Iacone",
title = "Small-$b$ and fixed-$b$ asymptotics for weighted
covariance estimation in fractional cointegration",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "4",
pages = "528--540",
month = jul,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12113",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 February 2015",
}
@Article{Hormann:2015:EFL,
author = "Siegfried H{\"o}rmann and Lukasz Kidzi{\'n}ski and
Piotr Kokoszka",
title = "Estimation in Functional Lagged Regression",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "4",
pages = "541--561",
month = jul,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12114",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 January 2015",
}
@Article{Chambers:2015:CSL,
author = "Marcus J. Chambers",
title = "The Calculation of Some Limiting Distributions Arising
in Near-Integrated Models with {GLS} Detrending",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "4",
pages = "562--586",
month = jul,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12123",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 February 2015",
}
@Article{Psaradakis:2015:QBT,
author = "Zacharias Psaradakis and Mari{\'a}n V{\'a}vra",
title = "A quantile-based test for symmetry of weakly dependent
processes",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "4",
pages = "587--598",
month = jul,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12132",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 April 2015",
}
@Article{Mcneil:2015:BRD,
author = "Alexander J. Mcneil",
title = "Book Review: {{\booktitle{Dependence Modeling with
Copulas}}, by Harry Joe. Monographs on Statistics and
Applied probability 134, Published by CRC Press, 2015.
Total number of pages: 18 + 462. ISBN:
978-1-4665-8322-1 (Hardback)}",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "4",
pages = "599--600",
month = jul,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12126",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:46 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 February 2015",
}
@Article{Kellard:2015:IJJ,
author = "Neil Kellard and Denise Osborn and Jerry Coakley",
title = "Introduction to the {JTSA John Nankervis Memorial
Issue}",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "5",
pages = "601--602",
month = sep,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12127",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 April 2015",
remark = "John Nankervis Memorial Conference special issue.",
}
@Article{Cavaliere:2015:TUR,
author = "Giuseppe Cavaliere and David I. Harvey and Stephen J.
Leybourne and A. M. Robert Taylor",
title = "Testing for unit roots under multiple possible trend
breaks and non-stationary volatility using bootstrap
minimum {Dickey--Fuller} statistics",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "5",
pages = "603--629",
month = sep,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12067",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 February 2014",
remark = "John Nankervis Memorial Conference special issue.",
}
@Article{Chambers:2015:TUR,
author = "Marcus J. Chambers",
title = "Testing for a unit root in a near-integrated model
with skip-sampled data",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "5",
pages = "630--649",
month = sep,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12097",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 October 2014",
remark = "John Nankervis Memorial Conference special issue.",
}
@Article{Rodriguez:2015:PJD,
author = "Frank Rodriguez and Soterios Soteri and Leticia
Veruete-McKay",
title = "Papers with {John} on the demand for mail",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "5",
pages = "650--652",
month = sep,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12084",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "John Nankervis",
onlinedate = "19 September 2014",
remark = "John Nankervis Memorial Conference special issue.",
}
@Article{Chronopoulos:2015:DBC,
author = "Dimitris K. Chronopoulos and Claudia Girardone and
John C. Nankervis",
title = "Double Bootstrap Confidence Intervals in the Two-Stage
{DEA} Approach",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "5",
pages = "653--662",
month = sep,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12122",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 February 2015",
remark = "John Nankervis Memorial Conference special issue.",
}
@Article{Savin:2015:PJ,
author = "Nathan E. (Gene) Savin",
title = "Papers with {John}",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "5",
pages = "663--671",
month = sep,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12073",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "John Nankervis",
onlinedate = "03 April 2014",
remark = "John Nankervis Memorial Conference special issue.",
}
@Article{Arrieta-ibarra:2015:TPF,
author = "Imanol Arrieta-ibarra and Ignacio N. Lobato",
title = "Testing for Predictability in Financial Returns Using
Statistical Learning Procedures",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "5",
pages = "672--686",
month = sep,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12120",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 February 2015",
remark = "John Nankervis Memorial Conference special issue.",
}
@Article{Nankervis:2015:GVR,
author = "John C. Nankervis and Periklis Kougoulis and Jerry
Coakley",
title = "Generalized variance-ratio tests in the presence of
statistical dependence",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "5",
pages = "687--705",
month = sep,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12124",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 February 2015",
remark = "John Nankervis Memorial Conference special issue.",
}
@Article{Conrad:2015:TMG,
author = "Christian Conrad and Menelaos Karanasos",
title = "On the Transmission of Memory in {GARCH-in-Mean}
Models",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "5",
pages = "706--720",
month = sep,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12119",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 February 2015",
remark = "John Nankervis Memorial Conference special issue.",
}
@Article{Grose:2015:BCP,
author = "Simone D. Grose and Gael M. Martin and Donald S.
Poskitt",
title = "Bias correction of persistence measures in
fractionally integrated models",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "5",
pages = "721--740",
month = sep,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12116",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 February 2015",
remark = "John Nankervis Memorial Conference special issue.",
}
@Article{Hall:2015:SBI,
author = "Alastair R. Hall and Denise R. Osborn and Nikolaos
Sakkas",
title = "Structural break inference using information criteria
in models estimated by two-stage least squares",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "5",
pages = "741--762",
month = sep,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12107",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 January 2015",
remark = "John Nankervis Memorial Conference special issue.",
}
@Article{Figuerola-Ferretti:2015:TME,
author = "Isabel Figuerola-Ferretti and Christopher L. Gilbert
and J. Roderick McCrorie",
title = "Testing for Mild Explosivity and Bubbles in {LME}
Non-Ferrous Metals Prices",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "5",
pages = "763--782",
month = sep,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12121",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 February 2015",
remark = "John Nankervis Memorial Conference special issue.",
}
@Article{Azimmohseni:2015:SRD,
author = "M. Azimmohseni and A. R. Soltani and M. Khalafi",
title = "Simulation of real discrete time {Gaussian}
multivariate stationary processes with given spectral
densities",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "6",
pages = "783--796",
month = nov,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12125",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "31 March 2015",
}
@Article{Ghysels:2015:TCT,
author = "Eric Ghysels and J. Isaac Miller",
title = "Testing for cointegration with temporally aggregated
and mixed-frequency time series",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "6",
pages = "797--816",
month = nov,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12129",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "09 March 2015",
}
@Article{Carcea:2015:GAF,
author = "Marcel Carcea and Robert Serfling",
title = "A {Gini} Autocovariance Function for Time Series
Modelling",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "6",
pages = "817--838",
month = nov,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12130",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 April 2015",
}
@Article{Barreto-Souza:2015:ZMG,
author = "Wagner Barreto-Souza",
title = "Zero-Modified Geometric {$ {\rm INAR}(1) $} Process
for Modelling Count Time Series with Deflation or
Inflation of Zeros",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "6",
pages = "839--852",
month = nov,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12131",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 April 2015",
}
@Article{Cheng:2015:MNS,
author = "Raymond Cheng and Charles B. Harris",
title = "Mixed-Norm Spaces and Prediction of {$ S \alpha S $}
Moving Averages",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "6",
pages = "853--875",
month = nov,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12134",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 April 2015",
}
@Article{Gourieroux:2015:UMA,
author = "Christian Gouri{\'e}roux and Jean-Michel
Zako{\"\i}an",
title = "On Uniqueness of Moving Average Representations of
Heavy-tailed Stationary Processes",
journal = j-J-TIME-SER-ANAL,
volume = "36",
number = "6",
pages = "876--887",
month = nov,
year = "2015",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12139",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:47 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 May 2015",
}
@Article{Anonymous:2016:IITa,
author = "Anonymous",
title = "Issue information --- {TOC}",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "1",
pages = "1--1",
month = jan,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12147",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 December 2015",
}
@Article{Anonymous:2016:IIIa,
author = "Anonymous",
title = "Issue information --- Info Page",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "1",
pages = "2--2",
month = jan,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12148",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 December 2015",
}
@Article{Puchstein:2016:TSM,
author = "Ruprecht Puchstein and Philip Preu{\ss}",
title = "Testing for Stationarity in Multivariate Locally
Stationary Processes",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "1",
pages = "3--29",
month = jan,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12133",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 May 2015",
}
@Article{Fink:2016:CDM,
author = "Holger Fink",
title = "Conditional Distributions of {Mandelbrot--van Ness}
Fractional L{\'e}vy Processes and Continuous-Time
{ARMA--GARCH}-Type Models with Long Memory",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "1",
pages = "30--45",
month = jan,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12135",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "29 April 2015",
}
@Article{ElGhourabi:2016:CEV,
author = "Mohamed {El Ghourabi} and Christian Francq and Fedya
Telmoudi",
title = "Consistent estimation of the value at risk when the
error distribution of the volatility model is
misspecified",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "1",
pages = "46--76",
month = jan,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12136",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 May 2015",
}
@Article{Schweer:2016:GFT,
author = "Sebastian Schweer",
title = "A Goodness-of-Fit Test for Integer-Valued
Autoregressive Processes",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "1",
pages = "77--98",
month = jan,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12138",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 June 2015",
}
@Article{Saikkonen:2016:TUR,
author = "Pentti Saikkonen and Rickard Sandberg",
title = "Testing for a Unit Root in Noncausal Autoregressive
Models",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "1",
pages = "99--125",
month = jan,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12141",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 June 2015",
}
@Article{Antoniano-Villalobos:2016:NMS,
author = "Isadora Antoniano-Villalobos and Stephen G. Walker",
title = "A Nonparametric Model for Stationary Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "1",
pages = "126--142",
month = jan,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12146",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 August 2015",
}
@Article{Karavias:2016:BRA,
author = "Y. Karavias",
title = "Book Review: {{\booktitle{Almost All About Unit Roots:
Foundations, Developments, and Applications}}, by In
Choi. Published by Cambridge University Press,
Cambridge, 2015. Total number of pages: 295. ISBN:
978-1-107-48250-0 (paperback), price: 24.99\pounds;
(US\$39.99) ISBN: 978-1-107-09733-9 (hardback), price:
60.00\pounds (US\$95.00)}",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "1",
pages = "143--144",
month = jan,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12164",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 September 2015",
}
@Article{Anonymous:2016:IITb,
author = "Anonymous",
title = "Issue information --- {TOC}",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "2",
pages = "145--145",
month = mar,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12149",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "24 January 2016",
}
@Article{Anonymous:2016:IIIb,
author = "Anonymous",
title = "Issue information --- Info Page",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "2",
pages = "146--146",
month = mar,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12150",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "24 January 2016",
}
@Article{Wang:2016:UMI,
author = "Fangfang Wang",
title = "An unbiased measure of integrated volatility in the
frequency domain",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "2",
pages = "147--164",
month = mar,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12137",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "30 May 2015",
}
@Article{Carrion-I-Silvestre:2016:BBU,
author = "Josep Llu{\'\i}s Carrion-I-Silvestre and Mar{\'\i}a
Dolores Gadea",
title = "Bounds, Breaks and Unit Root Tests",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "2",
pages = "165--181",
month = mar,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12140",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 June 2015",
}
@Article{Paparoditis:2016:NBN,
author = "Efstathios Paparoditis and Dimitris N. Politis",
title = "A note on the behaviour of nonparametric density and
spectral density estimators at zero points of their
support",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "2",
pages = "182--194",
month = mar,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12142",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 June 2015",
}
@Article{Lim:2016:CQP,
author = "Yaeji Lim and Hee-Seok Oh",
title = "Composite Quantile Periodogram for Spectral Analysis",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "2",
pages = "195--221",
month = mar,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12143",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "15 June 2015",
}
@Article{Karavias:2016:LPF,
author = "Yiannis Karavias and Elias Tzavalis",
title = "Local power of fixed-$t$ panel unit root tests with
serially correlated errors and incidental trends",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "2",
pages = "222--239",
month = mar,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12144",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "24 June 2015",
}
@Article{Fragkeskou:2016:IFO,
author = "Maria Fragkeskou and Efstathios Paparoditis*",
title = "Inference for the Fourth-Order Innovation Cumulant in
Linear Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "2",
pages = "240--266",
month = mar,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12160",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "09 September 2015",
}
@Article{Nastic:2016:REI,
author = "Aleksandar S. Nasti{\'c} and Petra N. Laketa and
Miroslav M. Risti{\'c}",
title = "Random environment integer-valued autoregressive
process",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "2",
pages = "267--287",
month = mar,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12161",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 September 2015",
}
@Article{Rao:2016:BRS,
author = "T. Subba Rao",
title = "Book Review: {{\booktitle{Statistics for Spatial
Data}}, Revised Edition, by Noel Cressie. Published by
Wiley Classics Library, John Wiley, 2015. Total number
of pages: 928. ISBN: 978-1-119-11518-2}",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "2",
pages = "288--288",
month = mar,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12168",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:48 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 November 2015",
}
@Article{Anonymous:2016:IIIc,
author = "Anonymous",
title = "Issue information --- Info Page",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "3",
pages = "289--290",
month = may,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12151",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "05 April 2016",
}
@Article{Ahmad:2016:PQC,
author = "Ali Ahmad and Christian Francq",
title = "{Poisson} {QMLE} of Count Time Series Models",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "3",
pages = "291--314",
month = may,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12167",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 November 2015",
}
@Article{Baragona:2016:ELO,
author = "Roberto Baragona and Francesco Battaglia and Domenico
Cucina",
title = "Empirical likelihood for outlier detection and
estimation in autoregressive time series",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "3",
pages = "315--336",
month = may,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12145",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 July 2015",
}
@Article{Miettinen:2016:SUS,
author = "Jari Miettinen and Katrin Illner and Klaus Nordhausen
and Hannu Oja and Sara Taskinen and Fabian J. Theis",
title = "Separation of Uncorrelated Stationary time series
using Autocovariance Matrices",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "3",
pages = "337--354",
month = may,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12159",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "09 September 2015",
}
@Article{Jin:2016:NTC,
author = "Lei Jin and Suojin Wang",
title = "A new test for checking the equality of the
correlation structures of two time series",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "3",
pages = "355--368",
month = may,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12162",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 September 2015",
}
@Article{Lenart:2016:GRS,
author = "Lukasz Lenart",
title = "Generalized resampling scheme with application to
spectral density matrix in almost periodically
correlated class of time series",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "3",
pages = "369--404",
month = may,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12163",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 September 2015",
}
@Article{Gourieroux:2016:FPS,
author = "Christian Gourieroux and Joann Jasiak",
title = "Filtering, prediction and simulation methods for
noncausal processes",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "3",
pages = "405--430",
month = may,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12165",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 November 2015",
}
@Article{NesLehova:2016:BRQ,
author = "Johanna G. Ne{\v{s}}Lehov{\'a}",
title = "Book Review: {{\booktitle{Quantitative Risk
Management: Concepts, Techniques and Tools}}, by
Alexander J. McNeil, R{\"u}diger Frey and Paul
Embrechts. Revised edition. Published by Princeton
University Press, 2015. Total number of pages: 720.
ISBN: 978-0-691-16627-8 (Hardback)}",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "3",
pages = "431--432",
month = may,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12177",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 January 2016",
}
@Article{Anonymous:2016:IIId,
author = "Anonymous",
title = "Issue information --- Info Page",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "4",
pages = "433--434",
month = jul,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12153",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 June 2016",
}
@Article{Krafty:2016:DAT,
author = "Robert T. Krafty",
title = "Discriminant Analysis of Time Series in the Presence
of Within-Group Spectral Variability",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "4",
pages = "435--450",
month = jul,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12166",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 October 2015",
}
@Article{Lee:2016:PSP,
author = "Dong Jin Lee",
title = "Parametric and Semi-Parametric Efficient Tests for
Parameter Instability",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "4",
pages = "451--475",
month = jul,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12169",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "15 November 2015",
}
@Article{Achard:2016:MWW,
author = "Sophie Achard and Ir{\`e}ne Gannaz",
title = "Multivariate wavelet {Whittle} estimation in
long-range dependence",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "4",
pages = "476--512",
month = jul,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12170",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 November 2015",
}
@Article{Kim:2016:SIU,
author = "Donggyu Kim",
title = "Statistical Inference for Unified {GARCH--It{\^o}}
Models with High-Frequency Financial Data",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "4",
pages = "513--532",
month = jul,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12171",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "29 November 2015",
}
@Article{Hosseinkouchack:2016:PUR,
author = "Mehdi Hosseinkouchack and Uwe Hassler",
title = "Powerful Unit Root Tests Free of Nuisance Parameters",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "4",
pages = "533--554",
month = jul,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12172",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 January 2016",
}
@Article{Chang:2016:ISB,
author = "Seong Yeon Chang and Pierre Perron",
title = "Inference on a structural break in trend with
fractionally integrated errors",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "4",
pages = "555--574",
month = jul,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12176",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "05 January 2016",
}
@Article{Pourahmadi:2016:BRT,
author = "Mohsen Pourahmadi",
title = "Book Review: {{\booktitle{Time Series Modelling with
Unobserved Components}}, by Matteo M. Pelagatti.
Published by CRC Press, 2015, pages: 257. ISBN-13:
978-1-4822-2500-6}",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "4",
pages = "575--576",
month = jul,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12181",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:49 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 January 2016",
}
@Article{Anonymous:2016:IIIe,
author = "Anonymous",
title = "Issue information --- Info Page",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "5",
pages = "577--578",
month = sep,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12155",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 July 2016",
}
@Article{Goncalves:2016:DEP,
author = "Esmeralda Gon{\c{c}}alves and Joana Leite and
Nazar{\'E} Mendes-Lopes",
title = "On the Distribution Estimation of Power Threshold
{GARCH} Processes",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "5",
pages = "579--602",
month = sep,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12173",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "17 January 2016",
}
@Article{Choi:2016:QAC,
author = "Seokwoo Jake Choi and Stephen Portnoy",
title = "Quantile Autoregression for Censored Data",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "5",
pages = "603--623",
month = sep,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12174",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 January 2016",
}
@Article{Chen:2016:BCE,
author = "Kun Chen and Ngai Hang Chan and Chun Yip Yau",
title = "{Bartlett} correction of empirical likelihood for
non-{Gaussian} short-memory time series",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "5",
pages = "624--649",
month = sep,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12175",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "05 January 2016",
}
@Article{Martins:2016:ITF,
author = "Luis Filipe Martins and Pierre Perron",
title = "Improved tests for forecast comparisons in the
presence of instabilities",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "5",
pages = "650--659",
month = sep,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12179",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 February 2016",
}
@Article{Kilic:2016:TLS,
author = "Rehim Kili{\c{c}}",
title = "Tests for Linearity in Star Models: {Supwald} and
{LM}-Type Tests",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "5",
pages = "660--674",
month = sep,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12180",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 February 2016",
}
@Article{Nieto-Barajas:2016:BNP,
author = "Luis E. Nieto-Barajas and Fernando A. Quintana",
title = "A {Bayesian} Non-Parametric Dynamic {AR} Model for
Multiple Time Series Analysis",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "5",
pages = "675--689",
month = sep,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12182",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 February 2016",
}
@Article{Bravo:2016:LIT,
author = "Francesco Bravo",
title = "Local Information Theoretic Methods for smooth
Coefficients Dynamic Panel Data Models",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "5",
pages = "690--708",
month = sep,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12190",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 March 2016",
}
@Article{Wilson:2016:BRT,
author = "Granville Tunnicliffe Wilson",
title = "Book Review: {{\booktitle{Time Series Analysis:
Forecasting and Control}}, 5th Edition, by George E. P.
Box, Gwilym M. Jenkins, Gregory C. Reinsel and Greta M.
Ljung, 2015. Published by John Wiley and Sons Inc.,
Hoboken, New Jersey, pp. 712. ISBN:
978-1-118-67502-1}",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "5",
pages = "709--711",
month = sep,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12194",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 March 2016",
}
@Article{Rao:2016:BRI,
author = "B. L. S. Prakasa Rao",
title = "Book Review: {{\booktitle{An Introduction to
Stochastic Orders}}, by F{\'e}lix Belzunce, Carolina
Mart{\'\i}nez and Julio Mulero. Academic Press,
Elsevier Ltd. 2016. Total number of pages: 157. ISBN:
978-0-12-803768-3 (Paperback)}",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "5",
pages = "712--712",
month = sep,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12196",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "12 April 2016",
}
@Article{Jach:2016:CSI,
author = "Agnieszka Jach and Tucker S. McElroy and Dimitris N.
Politis",
title = "Corrigendum to {`Subsampling Inference for the Mean of
Heavy-Tailed Long-Memory Time Series' by A. Jach, T. S.
McElroy and D. N. Politis}",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "5",
pages = "713--720",
month = sep,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12191",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:50 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
note = "See \cite{Jach:2012:SIM}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 March 2016",
}
@Article{Anonymous:2016:IIIf,
author = "Anonymous",
title = "Issue information --- Info Page",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "6",
pages = "721--722",
month = nov,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12157",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 October 2016",
}
@Article{Vogelsang:2016:ENU,
author = "Timothy J. Vogelsang and Jingjing Yang",
title = "{Exactly\slash} nearly unbiased estimation of
autocovariances of a univariate time series with
unknown mean",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "6",
pages = "723--740",
month = nov,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12184",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 February 2016",
}
@Article{Ghanbarzadeh:2016:WCC,
author = "Mitra Ghanbarzadeh and Mina Aminghafari",
title = "A wavelet characterization of continuous-time
periodically correlated processes with application to
simulation",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "6",
pages = "741--762",
month = nov,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12185",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 February 2016",
}
@Article{Kustosz:2016:TBS,
author = "Christoph P. Kustosz and Anne Leucht and Christine H.
M{\"u}ller",
title = "Tests Based on Simplicial Depth for {$ {\rm AR}(1) $}
Models With Explosion",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "6",
pages = "763--784",
month = nov,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12186",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 February 2016",
}
@Article{Betken:2016:TCP,
author = "Annika Betken",
title = "Testing for change-points in long-range dependent time
series by means of a self-normalized {Wilcoxon} test",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "6",
pages = "785--809",
month = nov,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12187",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "09 March 2016",
}
@Article{Miller:2016:IRB,
author = "J. Isaac Miller and Xi Wang",
title = "Implementing Residual-Based {KPSS} Tests for
Cointegration with Data Subject to Temporal Aggregation
and Mixed Sampling Frequencies",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "6",
pages = "810--824",
month = nov,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12188",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 March 2016",
}
@Article{Jirak:2016:ORC,
author = "Moritz Jirak",
title = "Optimal rate of convergence for empirical quantiles
and distribution functions for time series",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "6",
pages = "825--836",
month = nov,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12189",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 March 2016",
}
@Article{Lin:2016:BDS,
author = "Ming Lin and Eric A. Suess and Robert H. Shumway and
Rong Chen",
title = "{Bayesian} deconvolution of signals observed on
arrays",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "6",
pages = "837--850",
month = nov,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12197",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 May 2016",
}
@Article{Chavez:2016:CMM,
author = "Gordon Chavez",
title = "Conditional and marginal mutual information in
{Gaussian} and hyperbolic decay time series",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "6",
pages = "851--861",
month = nov,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12199",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 May 2016",
}
@Article{Chambers:2016:BRU,
author = "Marcus J. Chambers",
title = "Book Review: {{\booktitle{Unobserved Components and
Time Series Econometrics}}, edited by Siem Jan Koopman
and Neil Shephard. Published by Oxford University
Press, Oxford, 2015. Total number of pages: 400. ISBN:
978-0-19-968366-6}",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "6",
pages = "862--863",
month = nov,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12198",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 May 2016",
}
@Article{Boshnakov:2016:BRI,
author = "Georgi N. Boshnakov",
title = "Book Review: {{\booktitle{Introduction to Time Series
Analysis and Forecasting}}, 2nd Edition, Wiley Series
in Probability and Statistics, by Douglas C.
Montgomery, Cheryl L. Jennings and Murat Kulahci (eds).
Published by John Wiley and Sons, Hoboken, NJ, USA,
2015. Total number of pages: 672 Hardcover: ISBN:
978-1-118-74511-3, e-book: ISBN: 978-1-118-74515-1,
etext: ISBN: 978-1-118-74495-6}",
journal = j-J-TIME-SER-ANAL,
volume = "37",
number = "6",
pages = "864--864",
month = nov,
year = "2016",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12203",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 August 2016",
}
@Article{Anonymous:2017:IIa,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "1",
pages = "1--2",
month = jan,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12215",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 December 2016",
}
@Article{Aue:2017:FGA,
author = "Alexander Aue and Lajos Horv{\'a}th and Daniel F.
Pellatt",
title = "Functional Generalized Autoregressive Conditional
Heteroskedasticity",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "1",
pages = "3--21",
month = jan,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12192",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 March 2016",
}
@Article{Zhou:2017:LMT,
author = "Xingwu Zhou and Martin Solberger",
title = "A {Lagrange} multiplier-type test for idiosyncratic
unit roots in the exact factor model",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "1",
pages = "22--50",
month = jan,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12193",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 March 2016",
}
@Article{Lacal:2017:LGA,
author = "Virginia Lacal and Dag Tj{\O}stheim",
title = "Local {Gaussian} autocorrelation and tests for serial
independence",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "1",
pages = "51--71",
month = jan,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12195",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 April 2016",
}
@Article{Chandler:2017:REP,
author = "Gabe Chandler and Wolfgang Polonik",
title = "Residual empirical processes and weighted sums for
time-varying processes with applications to testing for
homoscedasticity",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "1",
pages = "72--98",
month = jan,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12200",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "09 June 2016",
}
@Article{Kuan:2017:QRQ,
author = "Chung-Ming Kuan and Christos Michalopoulos and Zhijie
Xiao",
title = "Quantile regression on quantile ranges --- a threshold
approach",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "1",
pages = "99--119",
month = jan,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12204",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 August 2016",
}
@Article{Dunsmuir:2017:MEP,
author = "William Dunsmuir and Jieyi He",
title = "Marginal Estimation of Parameter Driven Binomial Time
Series Models",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "1",
pages = "120--144",
month = jan,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12205",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 August 2016",
}
@Article{Rao:2017:BRS,
author = "T. Subba Rao",
title = "Book Review: {{\booktitle{Spatial and Spatio-Temporal
Bayesian Models with R-INLA}}, by Marta Blangiardo and
Michela Cameletti. Published by John Wiley and Sons,
Chichester, UK, 2015. Total number of pages: 308. ISBN
978-1-118-32655-8}",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "1",
pages = "145--146",
month = jan,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12201",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:51 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 June 2016",
}
@Article{Anonymous:2017:IIb,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "2",
pages = "147--148",
month = mar,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12216",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 February 2017",
remark = "Maurice Priestley Memorial special issue.",
}
@Article{Rao:2017:ESI,
author = "Tata Subba Rao and Granville Tunnicliffe Wilson",
title = "Editorial: Special Issue to Honor the Memory of
{Maurice B. Priestley}, 1933--2013",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "2",
pages = "149--150",
month = mar,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12232",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 February 2017",
remark = "Maurice Priestley Memorial special issue.",
}
@Article{Cardinali:2017:LSW,
author = "Alessandro Cardinali and Guy P. Nason",
title = "Locally Stationary Wavelet Packet Processes: Basis
Selection and Model Fitting",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "2",
pages = "151--174",
month = mar,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12230",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 February 2017",
remark = "Maurice Priestley Memorial special issue.",
}
@Article{Harvey:2017:VMG,
author = "Andrew Harvey and Rutger-Jan Lange",
title = "Volatility modeling with a generalized t
distribution",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "2",
pages = "175--190",
month = mar,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12224",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 November 2016",
remark = "Maurice Priestley Memorial special issue.",
}
@Article{Robinson:2017:AEM,
author = "P. M. Robinson and L. Taylor",
title = "Adaptive Estimation in Multiple Time Series With
Independent Component Errors",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "2",
pages = "191--203",
month = mar,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12212",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "09 September 2016",
remark = "Maurice Priestley Memorial special issue.",
}
@Article{Jesus:2017:IWL,
author = "Joao Jesus and Richard E. Chandler",
title = "Inference with the {Whittle} Likelihood: A Tractable
Approach Using Estimating Functions",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "2",
pages = "204--224",
month = mar,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12225",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 December 2016",
remark = "Maurice Priestley Memorial special issue.",
}
@Article{Eichler:2017:GMM,
author = "Michael Eichler and Rainer Dahlhaus and Johannes
Dueck",
title = "Graphical modeling for multivariate {Hawkes} processes
with nonparametric link functions",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "2",
pages = "225--242",
month = mar,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12213",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 September 2016",
remark = "Maurice Priestley Memorial special issue.",
}
@Article{Wong:2017:NMN,
author = "Shiu Fung Wong and Howell Tong and Tak Kuen Siu and
Zudi Lu",
title = "A New Multivariate Nonlinear Time Series Model for
Portfolio Risk Measurement: The Threshold Copula-Based
{TAR} Approach",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "2",
pages = "243--265",
month = mar,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12206",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "15 August 2016",
remark = "Maurice Priestley Memorial special issue.",
}
@Article{Gao:2017:EDS,
author = "Wei Gao and Wicher Bergsma and Qiwei Yao",
title = "Estimation for dynamic and static panel probit models
with large individual effects",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "2",
pages = "266--284",
month = mar,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12178",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 January 2016",
remark = "Maurice Priestley Memorial special issue.",
}
@Article{Chan:2017:FMH,
author = "Ngai Hang Chan and Ye Lu and Chun Yip Yau",
title = "Factor modelling for high-dimensional time series:
inference and model selection",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "2",
pages = "285--307",
month = mar,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12207",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 August 2016",
remark = "Maurice Priestley Memorial special issue.",
}
@Article{Rao:2017:FVF,
author = "Tata Subba Rao and Gyorgy Terdik",
title = "On the frequency variogram and on frequency domain
methods for the analysis of spatio-temporal data",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "2",
pages = "308--325",
month = mar,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12231",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "12 January 2017",
remark = "Maurice Priestley Memorial special issue.",
}
@Article{Bandyopadhyay:2017:SDT,
author = "Soutir Bandyopadhyay and Carsten Jentsch and Suhasini
Subba Rao",
title = "A spectral domain test for stationarity of
spatio-temporal data",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "2",
pages = "326--351",
month = mar,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12222",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 December 2016",
remark = "Maurice Priestley Memorial special issue.",
}
@Article{Berentsen:2017:SPL,
author = "Geir Drage Berentsen and Ricardo Cao and Mario
Francisco-Fern{\'a}ndez and Dag Tj{\O}stheim",
title = "Some properties of local {Gaussian} correlation and
other nonlinear dependence measures",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "2",
pages = "352--380",
month = mar,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12183",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 February 2016",
remark = "Maurice Priestley Memorial special issue.",
}
@Article{Wilson:2017:SEM,
author = "Granville Tunnicliffe Wilson",
title = "Spectral Estimation of the Multivariate Impulse
Response",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "2",
pages = "381--391",
month = mar,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12226",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:52 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 November 2016",
remark = "Maurice Priestley Memorial special issue.",
}
@Article{Anonymous:2017:IIc,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "3",
pages = "393--394",
month = may,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12217",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "02 April 2017",
}
@Article{Didier:2017:ADP,
author = "Gustavo Didier and Kui Zhang",
title = "The asymptotic distribution of the pathwise mean
squared displacement in single particle tracking
experiments",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "3",
pages = "395--416",
month = may,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12208",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 August 2016",
}
@Article{Ouakasse:2017:NRE,
author = "Abdelhamid Ouakasse and Guy M{\'e}lard",
title = "A New Recursive Estimation Method for Single Input
Single Output Models",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "3",
pages = "417--457",
month = may,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12210",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 October 2016",
}
@Article{Bazzi:2017:TVT,
author = "Marco Bazzi and Francisco Blasques and Siem Jan
Koopman and Andre Lucas",
title = "Time-Varying Transition Probabilities for {Markov}
Regime Switching Models",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "3",
pages = "458--478",
month = may,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12211",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "29 September 2016",
}
@Article{Giurcanu:2017:OET,
author = "Mihai C. Giurcanu",
title = "Oracle {$M$}-Estimation for Time Series Models",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "3",
pages = "479--504",
month = may,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12221",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2016",
}
@Article{McLeod:2017:BRM,
author = "A. I. McLeod",
title = "Book Review: {{\booktitle{Models for Dependent Time
Series}}, by Granville Tunnicliffe Wilson, Marco Reale
and John Haywood Published by CRC Press, 2016. Total
number of pages: 323. ISBN 978-1-58488-650-1}",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "3",
pages = "505--507",
month = may,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12202",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 June 2016",
}
@Article{Latour:2017:BRH,
author = "Alain Latour",
title = "Book Review: {{\booktitle{Handbook of Discrete-Valued
Time Series}}, edited by R. A. Davis, S. H. Holan, R.
Lund, R. and Ravishanker. Published by Hall\slash CRC,
Boca Raton, Florida, 2015. Total number of pages: 464.
ISBN: 978-1-4665-7773-2}",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "3",
pages = "508--509",
month = may,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12223",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "06 November 2016",
}
@Article{Anonymous:2017:IId,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "4",
pages = "511--512",
month = jul,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12218",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "01 June 2017",
}
@Article{Cavaliere:2017:CBT,
author = "Giuseppe Cavaliere and Heino Bohn Nielsen and Anders
Rahbek",
title = "On the consistency of bootstrap testing for a
parameter on the boundary of the parameter space",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "4",
pages = "513--534",
month = jul,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12214",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 October 2016",
}
@Article{Grublyte:2017:QQA,
author = "Ieva Grublyte and Donatas Surgailis and Andrius
Skarnulis",
title = "{QMLE} for Quadratic {ARCH} Model with Long Memory",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "4",
pages = "535--551",
month = jul,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12227",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 December 2016",
}
@Article{Horvath:2017:DMM,
author = "Lajos Horv{\'a}th and William Pouliot and Shixuan
Wang",
title = "Detecting at-most-m changes in linear regression
models",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "4",
pages = "552--590",
month = jul,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12228",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 December 2016",
}
@Article{Rice:2017:PBS,
author = "Gregory Rice and Han Lin Shang",
title = "A plug-in bandwidth selection procedure for long-run
covariance estimation with stationary functional time
series",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "4",
pages = "591--609",
month = jul,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12229",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 December 2016",
}
@Article{Banerjee:2017:TPC,
author = "Anindya Banerjee and Josep Llu{\'\i}s
Carrion-i-Silvestre",
title = "Testing for Panel Cointegration Using Common
Correlated Effects Estimators",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "4",
pages = "610--636",
month = jul,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12234",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:53 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 March 2017",
}
@Article{Anonymous:2017:IIe,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "5",
pages = "637--638",
month = sep,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12219",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 August 2017",
remark = "Time Series Methods Applied to Climate Change: special
issue.",
}
@Article{Perron:2017:TSM,
author = "Pierre Perron and Eduardo Zorita",
title = "Time Series Methods Applied to Climate Change",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "5",
pages = "639--639",
month = sep,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12248",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 August 2017",
remark = "Time Series Methods Applied to Climate Change: special
issue.",
}
@Article{Vogelsang:2017:EIL,
author = "Timothy J. Vogelsang and Nasreen Nawaz",
title = "Estimation and inference of linear trend slope ratios
with an application to global temperature data",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "5",
pages = "640--667",
month = sep,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12209",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 September 2016",
remark = "Time Series Methods Applied to Climate Change: special
issue.",
}
@Article{Guillaumin:2017:ANS,
author = "Arthur P. Guillaumin and Adam M. Sykulski and Sofia C.
Olhede and Jeffrey J. Early and Jonathan M. Lilly",
title = "Analysis of non-stationary modulated time series with
applications to oceanographic surface flow
measurements",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "5",
pages = "668--710",
month = sep,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12244",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 July 2017",
remark = "Time Series Methods Applied to Climate Change: special
issue.",
}
@Article{Estrada:2017:EAW,
author = "Francisco Estrada and Pierre Perron",
title = "Extracting and analyzing the warming trend in global
and hemispheric temperatures",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "5",
pages = "711--732",
month = sep,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12246",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 July 2017",
remark = "Time Series Methods Applied to Climate Change: special
issue.",
}
@Article{Georgiev:2017:URT,
author = "Iliyan Georgiev and Paulo M. M. Rodrigues and A. M.
Robert Taylor",
title = "Unit Root Tests and Heavy-Tailed Innovations",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "5",
pages = "733--768",
month = sep,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12233",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 March 2017",
remark = "Time Series Methods Applied to Climate Change: special
issue.",
}
@Article{Cao:2017:DTL,
author = "Wen Cao and Clifford Hurvich and Philippe Soulier",
title = "Drift in Transaction-Level Asset Price Models",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "5",
pages = "769--790",
month = sep,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12235",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 April 2017",
remark = "Time Series Methods Applied to Climate Change: special
issue.",
}
@Article{Kurozumi:2017:MPC,
author = "Eiji Kurozumi",
title = "Monitoring Parameter Constancy with Endogenous
Regressors",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "5",
pages = "791--805",
month = sep,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12236",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 April 2017",
remark = "Time Series Methods Applied to Climate Change: special
issue.",
}
@Article{Pourahmadi:2017:BRS,
author = "Mohsen Pourahmadi",
title = "Book Review: {{\booktitle{State-Space Methods for Time
Series Analysis: Theory, Applications and Software}},
by Jose Casals, Alfredo Garcia-Hiernaux, Miguel Jerez,
Sonia Sotoca, and A. Alexandre Trindade. Published by
CRC Press, 2016. Total number of pages: 270. ISBN:
1-4822-1959-X}",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "5",
pages = "806--806",
month = sep,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12243",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "01 June 2017",
remark = "Time Series Methods Applied to Climate Change: special
issue.",
}
@Article{Anonymous:2017:IIf,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "6",
pages = "807--808",
month = nov,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12220",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "17 October 2017",
}
@Article{Fermin:2017:RMA,
author = "Lisandro Javier Fermin and Ricardo Rios and Luis Angel
Rodriguez",
title = "A {Robbins--Monro} Algorithm for Non-Parametric
Estimation of {NAR} Process with {Markov} Switching:
Consistency",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "6",
pages = "809--837",
month = nov,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12237",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 April 2017",
}
@Article{Grant:2017:PSD,
author = "Andrew J. Grant and Barry G. Quinn",
title = "Parametric Spectral Discrimination",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "6",
pages = "838--864",
month = nov,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12238",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "24 April 2017",
}
@Article{Hafner:2017:ATM,
author = "Christian M. Hafner and Arie Preminger",
title = "On Asymptotic Theory for {$ {\rm ARCH}(\infty) $}
Models",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "6",
pages = "865--879",
month = nov,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12239",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 May 2017",
}
@Article{Diop:2017:TPC,
author = "Mamadou Lamine Diop and William Kengne",
title = "Testing Parameter Change in General Integer-Valued
Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "6",
pages = "880--894",
month = nov,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12240",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 May 2017",
}
@Article{Hafner:2017:MFA,
author = "Franziska H{\"a}fner and Claudia Kirch",
title = "Moving {Fourier} analysis for locally stationary
processes with the bootstrap in view",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "6",
pages = "895--922",
month = nov,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12241",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "30 May 2017",
}
@Article{Sorbye:2017:PCP,
author = "Sigrunn Holbek S{\o}rbye and H{\aa}vard Rue",
title = "Penalised Complexity Priors for Stationary
Autoregressive Processes",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "6",
pages = "923--935",
month = nov,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12242",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 May 2017",
}
@Article{Rao:2017:NCF,
author = "T. Subba Rao and Gyorgy Terdik",
title = "A new covariance function and spatio-temporal
prediction (kriging) for a stationary spatio-temporal
random process",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "6",
pages = "936--959",
month = nov,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12245",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 June 2017",
}
@Article{Wagner:2017:CMC,
author = "Martin Wagner and Dominik Wied",
title = "Consistent Monitoring of Cointegrating Relationships:
The {US} Housing Market and the Subprime Crisis",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "6",
pages = "960--980",
month = nov,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12247",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 July 2017",
}
@Article{Xia:2017:MAT,
author = "Qiang Xia and Kejun He and Cuizhen Niu",
title = "A Model-Adaptive Test for Parametric Single-Index Time
Series Models",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "6",
pages = "981--999",
month = nov,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12249",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 August 2017",
}
@Article{Sandberg:2017:SMW,
author = "Rickard Sandberg",
title = "Sample moments and weak convergence to multivariate
stochastic power integrals",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "6",
pages = "1000--1009",
month = nov,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12250",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 August 2017",
}
@Article{Beare:2017:CLP,
author = "Brendan K. Beare and Juwon Seo and Won-Ki Seo",
title = "Cointegrated Linear Processes in {Hilbert} Space",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "6",
pages = "1010--1027",
month = nov,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12251",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 September 2017",
}
@Article{Albert:2017:MSD,
author = "Stefan Albert and Michael Messer and Julia Schiemann
and Jochen Roeper and Gaby Schneider",
title = "Multi-Scale detection of variance changes in renewal
processes in the presence of rate change points",
journal = j-J-TIME-SER-ANAL,
volume = "38",
number = "6",
pages = "1028--1052",
month = nov,
year = "2017",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12254",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:54 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 September 2017",
}
@Article{Anonymous:2018:IIa,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "1",
pages = "1--2",
month = jan,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12258",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 December 2017",
}
@Article{Taylor:2018:EJ,
author = "Robert Taylor",
title = "Editorial, {January} 2018",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "1",
pages = "3--3",
month = jan,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12280",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 December 2017",
}
@Article{Li:2018:TET,
author = "Linyuan Li and Kewei Lu",
title = "Tests for the equality of two processes' spectral
densities with unequal lengths using wavelet methods",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "1",
pages = "4--27",
month = jan,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12255",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "09 October 2017",
}
@Article{Tewes:2018:BBE,
author = "Johannes Tewes",
title = "Block bootstrap for the empirical process of
long-range dependent data",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "1",
pages = "28--53",
month = jan,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12256",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "09 October 2017",
}
@Article{Bagchi:2018:STW,
author = "Pramita Bagchi and Vaidotas Characiejus and Holger
Dette",
title = "A simple test for white noise in functional time
series",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "1",
pages = "54--74",
month = jan,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12264",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "09 October 2017",
}
@Article{VanHecke:2018:FAS,
author = "Ria {Van Hecke} and Stanislav Volgushev and Holger
Dette",
title = "{Fourier} analysis of serial dependence measures",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "1",
pages = "75--89",
month = jan,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12266",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "17 October 2017",
}
@Article{Gerstenberger:2018:RWT,
author = "Carina Gerstenberger",
title = "Robust {Wilcoxon}-Type Estimation of Change-Point
Location Under Short-Range Dependence",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "1",
pages = "90--104",
month = jan,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12268",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "09 November 2017",
}
@Article{Lu:2018:BRH,
author = "Zudi Lu",
title = "Book Review: {{\booktitle{Hidden Markov Models for
Time Series: An Introduction Using R}}, 2nd Edition, by
Walter Zucchini, Iain L. Macdonald, and Roland
Langrock. Monographs on Statistics and Applied
Probability 150, Published by CRC Press, 2016. Total
number of pages: 28 + 370. ISBN: 978-1-4822-5383-2
(Hardback)}",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "1",
pages = "105--106",
month = jan,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12257",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib;
https://www.math.utah.edu/pub/tex/bib/s-plus.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 September 2017",
}
@Article{Killick:2018:BRA,
author = "Rebecca Killick",
title = "Book Review: {{\booktitle{Applied Time Series Analysis
With R}}, Second Edition by Wayne A. Woodward, Henry L.
Gray, and Alan C. Elliott (eds). Published by CRC
Press, 2017. Total number of pages: 618. ISBN:
978-1-4987-3422-6}",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "1",
pages = "107--107",
month = jan,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12273",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:55 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "17 November 2017",
}
@Article{Anonymous:2018:IIb,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "2",
pages = "109--110",
month = mar,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12259",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "12 February 2018",
}
@Article{Audrino:2018:OPB,
author = "Francesco Audrino and Lorenzo Camponovo",
title = "Oracle Properties, Bias Correction, and Bootstrap
Inference for Adaptive Lasso for Time Series
{$M$}-Estimators",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "2",
pages = "111--128",
month = mar,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12270",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 November 2017",
}
@Article{Giraitis:2018:IMH,
author = "Liudas Giraitis and George Kapetanios and Tony Yates",
title = "Inference on Multivariate Heteroscedastic Time Varying
Random Coefficient Models",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "2",
pages = "129--149",
month = mar,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12271",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "05 December 2017",
}
@Article{Gorgi:2018:IVA,
author = "Paolo Gorgi",
title = "Integer-Valued Autoregressive Models With Survival
Probability Driven By A Stochastic Recurrence
Equation",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "2",
pages = "150--171",
month = mar,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12272",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 November 2017",
}
@Article{McElroy:2018:IKL,
author = "Tucker McElroy and Anindya Roy",
title = "The inverse {Kullback--Leibler} method for fitting
vector moving averages",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "2",
pages = "172--191",
month = mar,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12276",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 December 2017",
}
@Article{Aknouche:2018:NBQ,
author = "Abdelhakim Aknouche and Sara Bendjeddou and Nassim
Touche",
title = "Negative Binomial Quasi-Likelihood Inference for
General Integer-Valued Time Series Models",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "2",
pages = "192--211",
month = mar,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12277",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 December 2017",
}
@Article{Xie:2018:SRL,
author = "Fang Xie and Zhijie Xiao",
title = "Square-Root {LASSO} for High-Dimensional Sparse Linear
Systems with Weakly Dependent Errors",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "2",
pages = "212--238",
month = mar,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12278",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 December 2017",
}
@Article{Anonymous:2018:IIc,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "3",
pages = "239--240",
month = may,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12260",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 April 2018",
remark = "Emanuel Parzen Memorial special issue.",
}
@Article{Lahiri:2018:E,
author = "Soumendra N. Lahiri and Dimitris N. Politis and Peter
M. Robinson",
title = "Editorial",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "3",
pages = "241--241",
month = may,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12301",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 March 2018",
remark = "Emanuel Parzen Memorial special issue.",
}
@Article{Birr:2018:WVS,
author = "Stefan Birr and Holger Dette and Marc Hallin and
Tobias Kley and Stanislav Volgushev",
title = "On {Wigner--Ville} Spectra and the Uniqueness of
Time-Varying Copula-Based Spectral Densities",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "3",
pages = "242--250",
month = may,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12252",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "06 September 2017",
remark = "Emanuel Parzen Memorial special issue.",
}
@Article{Davis:2018:SPE,
author = "Richard A. Davis and Jing Zhang",
title = "Semi-Parametric Estimation for Non-{Gaussian}
Non-Minimum Phase {ARMA} Models",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "3",
pages = "251--272",
month = may,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12253",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "ARMA (Autoregressive moving average)",
onlinedate = "22 September 2017",
remark = "Emanuel Parzen Memorial special issue.",
}
@Article{Koul:2018:ADS,
author = "Hira L. Koul and Donatas Surgailis",
title = "Asymptotic distributions of some scale estimators in
nonlinear models with long memory errors having
infinite variance",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "3",
pages = "273--298",
month = may,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12265",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "17 October 2017",
remark = "Emanuel Parzen Memorial special issue.",
}
@Article{McElroy:2018:RCB,
author = "Tucker McElroy",
title = "Recursive Computation for Block-Nested Covariance
Matrices",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "3",
pages = "299--312",
month = may,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12267",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "17 October 2017",
remark = "Emanuel Parzen Memorial special issue.",
}
@Article{Rao:2018:OSE,
author = "Suhasini Subba Rao",
title = "Orthogonal samples for estimators in time series",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "3",
pages = "313--337",
month = may,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12269",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 November 2017",
remark = "Emanuel Parzen Memorial special issue.",
}
@Article{Sundararajan:2018:SSA,
author = "Raanju Ragavendar Sundararajan and Mohsen Pourahmadi",
title = "Stationary subspace analysis of nonstationary
processes",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "3",
pages = "338--355",
month = may,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12274",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "05 December 2017",
remark = "Emanuel Parzen Memorial special issue.",
}
@Article{Fragkeskou:2018:ERV,
author = "Maria Fragkeskou and Efstathios Paparoditis",
title = "Extending the range of validity of the autoregressive
(sieve) bootstrap",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "3",
pages = "356--379",
month = may,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12275",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 December 2017",
remark = "Emanuel Parzen Memorial special issue.",
}
@Article{Kim:2018:NPS,
author = "Young Min Kim and Soumendra N. Lahiri and Daniel J.
Nordman",
title = "Non-Parametric Spectral Density Estimation Under
Long-Range Dependence",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "3",
pages = "380--401",
month = may,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12284",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "02 March 2018",
remark = "Emanuel Parzen Memorial special issue.",
}
@Article{Liu:2018:ATT,
author = "Yan Liu and Yurie Tamura and Masanobu Taniguchi",
title = "Asymptotic theory of test statistic for sphericity of
high-dimensional time series",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "3",
pages = "402--416",
month = may,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12288",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "02 March 2018",
remark = "Emanuel Parzen Memorial special issue.",
}
@Article{Akashi:2018:RRS,
author = "Fumiya Akashi and Shuyang Bai and Murad S. Taqqu",
title = "Robust regression on stationary time series: a
self-normalized resampling approach",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "3",
pages = "417--432",
month = may,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12295",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 March 2018",
remark = "Emanuel Parzen Memorial special issue.",
}
@Article{McMurry:2018:EMP,
author = "Timothy L. McMurry and Dimitris N. Politis",
title = "Estimating {MA} Parameters through Factorization of
the Autocovariance Matrix and an {MA}-Sieve Bootstrap",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "3",
pages = "433--446",
month = may,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12296",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 March 2018",
remark = "Emanuel Parzen Memorial special issue.",
}
@Article{Hsiao:2018:IEF,
author = "Wei-Cheng Hsiao and Hao-Yun Huang and Ching-Kang Ing",
title = "Interval Estimation for a First-Order Positive
Autoregressive Process",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "3",
pages = "447--467",
month = may,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12297",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:56 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 March 2018",
remark = "Emanuel Parzen Memorial special issue.",
}
@Article{Anonymous:2018:IId,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "4",
pages = "469--470",
month = jul,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12261",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "06 June 2018",
}
@Article{Gorecki:2018:TNF,
author = "Tomasz G{\'o}recki and Siegfried H{\"o}rmann and Lajos
Horv{\'a}th and Piotr Kokoszka",
title = "Testing Normality of Functional Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "4",
pages = "471--487",
month = jul,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12281",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "29 December 2017",
}
@Article{Wu:2018:PTC,
author = "Jilin Wu and Zhijie Xiao",
title = "A powerful test for changing trends in time series
models",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "4",
pages = "488--501",
month = jul,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12282",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 February 2018",
}
@Article{Kidzinski:2018:PCA,
author = "Lukasz Kidzi{\'n}ski and Piotr Kokoszka and Neda
Mohammadi Jouzdani",
title = "Principal Components Analysis of Periodically
Correlated Functional Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "4",
pages = "502--522",
month = jul,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12283",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "06 February 2018",
}
@Article{Bykhovskaya:2018:BLT,
author = "Anna Bykhovskaya and Peter C. B. Phillips",
title = "Boundary limit theory for functional local to unity
regression",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "4",
pages = "523--562",
month = jul,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12285",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "05 February 2018",
}
@Article{Sang:2018:KEE,
author = "Hailin Sang and Yongli Sang and Fangjun Xu",
title = "Kernel Entropy Estimation for Linear Processes",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "4",
pages = "563--591",
month = jul,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12286",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "05 February 2018",
}
@Article{Beran:2018:LTR,
author = "Jan Beran and Britta Steffens and Sucharita Ghosh",
title = "On Local Trigonometric Regression Under Dependence",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "4",
pages = "592--617",
month = jul,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12287",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "02 March 2018",
}
@Article{Jin:2018:FDT,
author = "Lei Jin",
title = "A frequency-domain test to check equality in spectral
densities of multiple time series with unequal
lengths",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "4",
pages = "618--633",
month = jul,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12291",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "02 March 2018",
}
@Article{Turkman:2018:BRS,
author = "Maria Ant{\'o}nia Amaral Turkman",
title = "Book Review: {{\booktitle{Statistical Intervals: A
Guide for Practitioners and Researchers}}, Second
Edition, by William Q. Meeker, Gerald J. Hahn, and
Louis A. Escobar. Wiley Series in Probability and
Statistics, Published by John Wiley and Sons, 2017.
Total number of pages: 35 + 592. ISBN:
978-0-4716-8717-7}",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "4",
pages = "634--635",
month = jul,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12294",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:57 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "25 February 2018",
}
@Article{Anonymous:2018:IIe,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "5",
pages = "637--638",
month = sep,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12262",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "09 August 2018",
}
@Article{Taylor:2018:ES,
author = "Robert Taylor",
title = "Editorial, {September} 2018",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "5",
pages = "639--639",
month = sep,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12420",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "09 August 2018",
}
@Article{Wilson:2018:TSR,
author = "Granville Tunnicliffe Wilson",
title = "{Tata Subba Rao}, 1942--2018",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "5",
pages = "640--640",
month = sep,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12422",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "09 August 2018",
}
@Article{Bruder:2018:BBJ,
author = "Stefan Bruder and Michael Wolf",
title = "Balanced Bootstrap Joint Confidence Bands for
Structural Impulse Response Functions",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "5",
pages = "641--664",
month = sep,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12289",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "09 May 2018",
}
@Article{Hoga:2018:DTR,
author = "Yannick Hoga",
title = "Detecting Tail Risk Differences in Multivariate Time
Series",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "5",
pages = "665--689",
month = sep,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12292",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 March 2018",
}
@Article{Kong:2018:PIA,
author = "Juanjuan Kong and Lijie Gu and Lijian Yang",
title = "Prediction interval for autoregressive time series via
oracally efficient estimation of multi-step-ahead
innovation distribution function",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "5",
pages = "690--708",
month = sep,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12293",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "09 March 2018",
}
@Article{Zhang:2018:TCT,
author = "Shibin Zhang and Xin M. Tu",
title = "Tests for comparing time-invariant and time-varying
spectra based on the {Pearson} statistic",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "5",
pages = "709--730",
month = sep,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12299",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 April 2018",
}
@Article{Constantinou:2018:TSF,
author = "Panayiotis Constantinou and Piotr Kokoszka and Matthew
Reimherr",
title = "Testing Separability of Functional Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "5",
pages = "731--747",
month = sep,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12302",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "02 May 2018",
}
@Article{Lavitas:2018:TSS,
author = "Liliya Lavitas and Ting Zhang",
title = "A time-symmetric self-normalization approach for
inference of time series",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "5",
pages = "748--762",
month = sep,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12303",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "01 May 2018",
}
@Article{Akashi:2018:CPD,
author = "Fumiya Akashi and Holger Dette and Yan Liu",
title = "Change-Point detection in autoregressive models with
no moment assumptions",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "5",
pages = "763--786",
month = sep,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12405",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 May 2018",
}
@Article{Iacus:2018:DTA,
author = "Stefano M. Iacus and Lorenzo Mercuri and Edit Rroji",
title = "Discrete-Time Approximation of a {$ {\rm Cogarch}(p,
q) $} Model and its Estimation",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "5",
pages = "787--809",
month = sep,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12406",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "30 May 2018",
}
@Article{Anonymous:2018:IIf,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "6",
pages = "811--812",
month = nov,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12263",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "05 October 2018",
remark = "Paul Newbold Memorial special issue.",
}
@Article{Taylor:2018:EA,
author = "Robert Taylor",
title = "Editorial Announcement",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "6",
pages = "813--813",
month = nov,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12429",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "12 September 2018",
remark = "Paul Newbold Memorial special issue.",
}
@Article{Leybourne:2018:SIJ,
author = "Stephen Leybourne and Robert Taylor",
title = "Special issue of the {{\booktitle{Journal of Time
Series Analysis}}} in honour of {Professor Paul
Newbold}: {Guest Editors}' introduction",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "6",
pages = "814--815",
month = nov,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12428",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "09 September 2018",
remark = "Paul Newbold Memorial special issue.",
}
@Article{Beare:2018:URT,
author = "Brendan K. Beare",
title = "Unit Root Testing with Unstable Volatility",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "6",
pages = "816--835",
month = nov,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12279",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 December 2017",
remark = "Paul Newbold Memorial special issue.",
}
@Article{Johansen:2018:TCF,
author = "S{\o}ren Johansen and Morten {\O}rregaard Nielsen",
title = "Testing the {CVAR} in the Fractional {CVAR} Model",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "6",
pages = "836--849",
month = nov,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12300",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 April 2018",
remark = "Paul Newbold Memorial special issue.",
}
@Article{Kurozumi:2018:CSD,
author = "Eiji Kurozumi",
title = "Confidence sets for the date of a structural change at
the end of a sample",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "6",
pages = "850--862",
month = nov,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12404",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "02 May 2018",
remark = "Paul Newbold Memorial special issue.",
}
@Article{Astill:2018:RTM,
author = "Sam Astill and David I. Harvey and Stephen J.
Leybourne and Robert Sollis and A. M. Robert Taylor",
title = "Real-Time Monitoring for Explosive Financial Bubbles",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "6",
pages = "863--891",
month = nov,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12409",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 July 2018",
remark = "Paul Newbold Memorial special issue.",
}
@Article{Arvanitis:2018:MEA,
author = "Stelios Arvanitis and Tassos Magdalinos",
title = "Mildly Explosive Autoregression Under Stationary
Conditional Heteroskedasticity",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "6",
pages = "892--908",
month = nov,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12410",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "01 July 2018",
remark = "Paul Newbold Memorial special issue.",
}
@Article{Harvey:2018:MIB,
author = "Andrew Harvey and Rutger-Jan Lange",
title = "Modeling the interactions between volatility and
returns using {EGARCH-M}",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "6",
pages = "909--919",
month = nov,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12419",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "29 July 2018",
remark = "Paul Newbold Memorial special issue.",
}
@Article{Cavaliere:2018:FVB,
author = "Giuseppe Cavaliere and Rasmus S{\o}ndergaard Pedersen
and Anders Rahbek",
title = "The Fixed Volatility Bootstrap for a Class of {$ {\rm
Arch}(q) $} Models",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "6",
pages = "920--941",
month = nov,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12421",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "05 August 2018",
remark = "Paul Newbold Memorial special issue.",
}
@Article{Sandberg:2018:URT,
author = "Rickard Sandberg",
title = "Unit root testing in multiple smooth break models with
nonlinear dynamics",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "6",
pages = "942--952",
month = nov,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12424",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 August 2018",
remark = "Paul Newbold Memorial special issue.",
}
@Article{Askanazi:2018:CIF,
author = "Ross Askanazi and Francis X. Diebold and Frank
Schorfheide and Minchul Shin",
title = "On the Comparison of Interval Forecasts",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "6",
pages = "953--965",
month = nov,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12426",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "09 September 2018",
remark = "Paul Newbold Memorial special issue.",
}
@Article{Shi:2018:CDC,
author = "Shuping Shi and Peter C. B. Phillips and Stan Hurn",
title = "Change detection and the causal impact of the yield
curve",
journal = j-J-TIME-SER-ANAL,
volume = "39",
number = "6",
pages = "966--987",
month = nov,
year = "2018",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12427",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:58 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "09 September 2018",
remark = "Paul Newbold Memorial special issue.",
}
@Article{Anonymous:2019:IIa,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "1",
pages = "1--2",
month = jan,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12411",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "09 December 2018",
}
@Article{Gorrostieta:2019:TDD,
author = "Cristina Gorrostieta and Hernando Ombao and Rainer
{Von Sachs}",
title = "Time-Dependent Dual-Frequency Coherence in
Multivariate Non-Stationary Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "1",
pages = "3--22",
month = jan,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12408",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "01 July 2018",
}
@Article{Stoykov:2019:LSB,
author = "Marian Z. Stoykov",
title = "Least squares bias in time series with moderate
deviations from a unit root",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "1",
pages = "23--42",
month = jan,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12417",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 July 2018",
}
@Article{Liu:2019:ATU,
author = "Xiaohui Liu and Liang Peng",
title = "Asymptotic theory and unified confidence region for an
autoregressive model",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "1",
pages = "43--65",
month = jan,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12418",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "05 July 2018",
}
@Article{Song:2019:BCE,
author = "Yuping Song and Ying Chen and Zhouwei Wang",
title = "Bias correction estimation for a continuous-time asset
return model with jumps",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "1",
pages = "66--101",
month = jan,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12423",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 August 2018",
}
@Article{Anderson:2019:SGC,
author = "Brian D. O. Anderson and Manfred Deistler and
Jean-Marie Dufour",
title = "On the Sensitivity of {Granger} Causality to
Errors-In-Variables, Linear Transformations and
Subsampling",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "1",
pages = "102--123",
month = jan,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12430",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 September 2018",
}
@Article{Bucher:2019:CCS,
author = "Axel B{\"u}cher and Jean-David Fermanian and Ivan
Kojadinovic",
title = "Combining cumulative sum change-point detection tests
for assessing the stationarity of univariate time
series",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "1",
pages = "124--150",
month = jan,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12431",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 October 2018",
}
@Article{Petrova:2019:QBE,
author = "Katerina Petrova",
title = "Quasi-{Bayesian} Estimation of Time-Varying Volatility
in {DSGE} Models",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "1",
pages = "151--157",
month = jan,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12290",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
note = "See correction \cite{Anonymous:2021:CQB}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 April 2018",
}
@Article{Cao:2019:DDA,
author = "Jiguo Cao",
title = "Book Review: {{\booktitle{Dynamic Data Analysis}}, by
James Ramsay and Giles Hooker. Published by Springer,
New York, USA, 2017. Total number of pages: 230. ISSN:
0172-7397}",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "1",
pages = "158--159",
month = jan,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12298",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 May 2018",
}
@Article{Anonymous:2019:IIb,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "2",
pages = "161--162",
month = mar,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12412",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "05 February 2019",
}
@Article{Brockwell:2019:SEI,
author = "Peter J. Brockwell and Alexander Lindner",
title = "Sampling, Embedding and Inference for {CARMA}
Processes",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "2",
pages = "163--181",
month = mar,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12433",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 November 2018",
}
@Article{Wang:2019:CMT,
author = "Yongning Wang and Ruey S. Tsay",
title = "Clustering Multiple Time Series with Structural
Breaks",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "2",
pages = "182--202",
month = mar,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12434",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 November 2018",
}
@Article{Efromovich:2019:TSE,
author = "Sam Efromovich",
title = "On two-stage estimation of the spectral density with
assigned risk in presence of missing data",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "2",
pages = "203--224",
month = mar,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12435",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 November 2018",
}
@Article{Gourieroux:2019:NBA,
author = "Christian Gouri{\'e}roux and Yang Lu",
title = "Negative Binomial Autoregressive Process with
Stochastic Intensity",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "2",
pages = "225--247",
month = mar,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12441",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 December 2018",
}
@Article{Westerlund:2019:CBM,
author = "Joakim Westerlund",
title = "Common Breaks in Means for Cross-Correlated
Fixed-{$T$} Panel Data",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "2",
pages = "248--255",
month = mar,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12407",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 June 2018",
}
@Article{Chan:2019:EFO,
author = "Kung-Sik Chan and Greta Goracci",
title = "On the Ergodicity of First-Order Threshold
Autoregressive Moving-Average Processes",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "2",
pages = "256--264",
month = mar,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12440",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Mar 5 16:29:59 MST 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 December 2018",
}
@Article{Anonymous:2019:IIc,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "3",
pages = "265--266",
month = may,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12413",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jul 9 08:22:08 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "12 April 2019",
}
@Article{Wikle:2019:RAS,
author = "Christopher K. Wikle and Scott H. Holan",
title = "Recent Advances in Spatio-Temporal Methodology",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "3",
pages = "267--268",
month = may,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12467",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jul 9 08:22:08 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "12 April 2019",
}
@Article{Shirota:2019:SIS,
author = "Shinichiro Shirota and Sudipto Banerjee",
title = "Scalable inference for space--time {Gaussian} {Cox}
processes",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "3",
pages = "269--287",
month = may,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12457",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jul 9 08:22:08 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "12 April 2019",
}
@Article{Zhang:2019:ESC,
author = "Bohai Zhang and Noel Cressie",
title = "Estimating Spatial Changes Over Time of {Arctic} Sea
Ice using Hidden $ 2 \times 2 $ Tables",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "3",
pages = "288--311",
month = may,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12425",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jul 9 08:22:08 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 August 2018",
}
@Article{Tagle:2019:NGS,
author = "Felipe Tagle and Stefano Castruccio and Paola Crippa
and Marc G. Genton",
title = "A Non-{Gaussian} Spatio-Temporal Model for Daily Wind
Speeds Based on a Multi-Variate Skew-$t$ Distribution",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "3",
pages = "312--326",
month = may,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12437",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jul 9 08:22:08 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 December 2018",
}
@Article{Al-Sulami:2019:SDD,
author = "Dawlah Al-Sulami and Zhenyu Jiang and Zudi Lu and Jun
Zhu",
title = "On a Semiparametric Data-Driven Nonlinear Model with
Penalized Spatio-Temporal Lag Interactions",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "3",
pages = "327--342",
month = may,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12442",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jul 9 08:22:08 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "18 December 2018",
}
@Article{Gao:2019:SFA,
author = "Zhaoxing Gao and Ruey S. Tsay",
title = "A Structural-Factor Approach to Modeling
High-Dimensional Time Series and Space-Time Data",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "3",
pages = "343--362",
month = may,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12466",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jul 9 08:22:08 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 March 2019",
}
@Article{Bradley:2019:STM,
author = "Jonathan R. Bradley and Christopher K. Wikle and Scott
H. Holan",
title = "Spatio-temporal models for big multinomial data using
the conditional multivariate logit-beta distribution",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "3",
pages = "363--382",
month = may,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12468",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jul 9 08:22:08 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "12 April 2019",
}
@Article{Anonymous:2019:IId,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "4",
pages = "383--384",
month = jul,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12414",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jul 9 08:22:08 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "06 June 2019",
}
@Article{Taylor:2019:EA,
author = "Robert Taylor",
title = "Editorial Announcement",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "4",
pages = "385--385",
month = jul,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12477",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jul 9 08:22:08 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "06 June 2019",
}
@Article{Nielsen:2019:SIJ,
author = "Morten {\O}rregaard Nielsen and Javier Hualde",
title = "Special Issue of the {{\booktitle{Journal of Time
Series Analysis}}} in Honour of the 35th Anniversary of
the Publication of {Geweke} and {Porter-Hudak} (1983):
{Guest Editors}' Introduction",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "4",
pages = "386--387",
month = jul,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12478",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jul 9 08:22:08 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "06 June 2019",
}
@Article{Durham:2019:BIA,
author = "Garland Durham and John Geweke and Susan Porter-Hudak
and Fallaw Sowell",
title = "{Bayesian} Inference for {ARFIMA} Models",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "4",
pages = "388--410",
month = jul,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12443",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jul 9 08:22:08 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "02 January 2019",
}
@Article{Taqqu:2019:SNS,
author = "Murad S. Taqqu and Ting Zhang",
title = "A Self-Normalized Semi-Parametric Test to Detect
Changes in the Long Memory Parameter",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "4",
pages = "411--424",
month = jul,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12444",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jul 9 08:22:08 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 January 2019",
}
@Article{Gupta:2019:OSI,
author = "Abhimanyu Gupta and Javier Hidalgo",
title = "Order Selection and Inference with Long Memory
Dependent Data",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "4",
pages = "425--446",
month = jul,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12476",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jul 9 08:22:08 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 May 2019",
}
@Article{Lahiri:2019:ELL,
author = "Soumendra N. Lahiri and Ujjwal Das and Daniel J.
Nordman",
title = "Empirical Likelihood for a Long Range Dependent
Process Subordinated to a {Gaussian} Process",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "4",
pages = "447--466",
month = jul,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12465",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jul 9 08:22:08 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 April 2019",
}
@Article{Kapetanios:2019:GFD,
author = "George Kapetanios and Fotis Papailias and A. M. Robert
Taylor",
title = "A Generalised Fractional Differencing Bootstrap for
Long Memory Processes",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "4",
pages = "467--492",
month = jul,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12460",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jul 9 08:22:08 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
note = "See corrigendum \cite{Kapetanios:2021:CGF}.",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "06 June 2019",
}
@Article{Koul:2019:ADB,
author = "Hira L. Koul and Donatas Surgailis",
title = "Asymptotic Distribution of the Bias Corrected Least
Squares Estimators in Measurement Error Linear
Regression Models Under Long Memory",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "4",
pages = "493--518",
month = jul,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12451",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jul 9 08:22:08 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "17 February 2019",
}
@Article{Johansen:2019:NCF,
author = "S{\o}ren Johansen and Morten {\O}rregaard Nielsen",
title = "Nonstationary Cointegration in the Fractionally
Cointegrated {VAR} Model",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "4",
pages = "519--543",
month = jul,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12438",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jul 9 08:22:08 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "02 December 2018",
}
@Article{Hualde:2019:FBI,
author = "Javier Hualde and Fabrizio Iacone",
title = "Fixed Bandwidth Inference for Fractional
Cointegration",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "4",
pages = "544--572",
month = jul,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12455",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jul 9 08:22:08 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "12 March 2019",
}
@Article{Ergemen:2019:PHT,
author = "Yunus Emre Ergemen and Carlos Velasco",
title = "Persistence Heterogeneity Testing in Panels with
Interactive Fixed Effects",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "4",
pages = "573--589",
month = jul,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12436",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jul 9 08:22:08 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 November 2018",
}
@Article{Liu:2019:SCO,
author = "Jun Liu and Rohit Deo and Clifford Hurvich",
title = "The Slow Convergence of Ordinary Least Squares
Estimators of $ \alpha $, $ \beta $ and Portfolio
Weights under Long-Memory Stochastic Volatility",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "4",
pages = "590--608",
month = jul,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12445",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jul 9 08:22:08 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 January 2019",
}
@Article{Baillie:2019:LMR,
author = "Richard T. Baillie and Fabio Calonaci and Dooyeon Cho
and Seunghwa Rho",
title = "Long Memory, Realized Volatility and Heterogeneous
Autoregressive Models",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "4",
pages = "609--628",
month = jul,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12470",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jul 9 08:22:08 MDT 2019",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "24 April 2019",
}
@Article{Anonymous:2019:IIe,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "5",
pages = "629--630",
month = sep,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12415",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jan 28 06:30:56 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "01 August 2019",
}
@Article{Silva:2019:BOD,
author = "Maria Eduarda Silva and Isabel Pereira and Brendan
McCabe",
title = "{Bayesian} Outlier Detection in Non-{Gaussian}
Autoregressive Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "5",
pages = "631--648",
month = sep,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12439",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jan 28 06:30:56 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "02 December 2018",
}
@Article{Herwartz:2019:HRU,
author = "Helmut Herwartz and Simone Maxand and Yabibal M.
Walle",
title = "Heteroskedasticity-Robust Unit Root Testing for
Trending Panels",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "5",
pages = "649--664",
month = sep,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12446",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jan 28 06:30:56 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 February 2019",
}
@Article{Rice:2019:ILC,
author = "Gregory Rice and Marco Shum",
title = "Inference for the Lagged Cross-Covariance Operator
Between Functional Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "5",
pages = "665--692",
month = sep,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12447",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jan 28 06:30:56 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 February 2019",
}
@Article{Iacone:2019:SDC,
author = "Fabrizio Iacone and Step{\'a}na Lazarov{\'a}",
title = "Semiparametric Detection of Changes in Long Range
Dependence",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "5",
pages = "693--706",
month = sep,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12448",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jan 28 06:30:56 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "05 February 2019",
}
@Article{Betken:2019:TCL,
author = "Annika Betken and Rafa{\l} Kulik",
title = "Testing for Change in Long-Memory Stochastic
Volatility Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "5",
pages = "707--738",
month = sep,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12449",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jan 28 06:30:56 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 March 2019",
}
@Article{Montes-Rojas:2019:MQI,
author = "Gabriel Montes-Rojas",
title = "Multivariate Quantile Impulse Response Functions",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "5",
pages = "739--752",
month = sep,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12452",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jan 28 06:30:56 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 April 2019",
}
@Article{Liu:2019:VEJ,
author = "Weiyi Liu and Mingjin Wang",
title = "Volatility Estimation and Jump Testing via Realized
Information Variation",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "5",
pages = "753--787",
month = sep,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12454",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jan 28 06:30:56 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "25 February 2019",
}
@Article{Silva:2019:FRM,
author = "Rodrigo B. Silva and Wagner Barreto-Souza",
title = "Flexible and Robust Mixed {Poisson} {INGARCH} Models",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "5",
pages = "788--814",
month = sep,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12459",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jan 28 06:30:56 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "02 April 2019",
}
@Article{Goto:2019:RZC,
author = "Yuichi Goto and Masanobu Taniguchi",
title = "Robustness of Zero Crossing Estimator",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "5",
pages = "815--830",
month = sep,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12463",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jan 28 06:30:56 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "24 April 2019",
}
@Article{Zhang:2019:ABO,
author = "Ting Zhang and Liliya Lavitas and Qiao Pan",
title = "Asymptotic Behavior of Optimal Weighting in
Generalized Self-Normalization for Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "5",
pages = "831--851",
month = sep,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12472",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jan 28 06:30:56 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 May 2019",
}
@Article{Westerlund:2019:EIH,
author = "Joakim Westerlund",
title = "On Estimation and Inference in Heterogeneous Panel
Regressions with Interactive Effects",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "5",
pages = "852--857",
month = sep,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12432",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jan 28 06:30:56 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "15 October 2018",
}
@Article{Hoga:2019:ELB,
author = "Yannick Hoga",
title = "Extending the Limits of Backtesting via the `Vanishing
$p$'-Approach",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "5",
pages = "858--866",
month = sep,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12450",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jan 28 06:30:56 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 February 2019",
}
@Article{Anonymous:2019:IIf,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "6",
pages = "867--868",
month = nov,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12416",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jan 28 06:30:56 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 October 2019",
}
@Article{Chambers:2019:EMM,
author = "Marcus J. Chambers and Peter A. Zadrozny",
title = "Econometric Modelling with Mixed Frequency and
Temporally Aggregated Data",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "6",
pages = "869--871",
month = nov,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12510",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jan 28 06:30:56 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 October 2019",
}
@Article{Castro:2019:TAS,
author = "Tom{\'a}s del Barrio Castro and Paulo M. M. Rodrigues
and A. M. Robert Taylor",
title = "Temporal Aggregation of Seasonally Near-Integrated
Processes",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "6",
pages = "872--886",
month = nov,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12453",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jan 28 06:30:56 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "25 February 2019",
}
@Article{Chambers:2019:FDE,
author = "Marcus J. Chambers",
title = "Frequency Domain Estimation of Continuous Time
Cointegrated Models with Mixed Frequency and Mixed
Sample Data",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "6",
pages = "887--913",
month = nov,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12461",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jan 28 06:30:56 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "24 March 2019",
}
@Article{Gotz:2019:GCT,
author = "Thomas B. G{\"o}tz and Alain W. Hecq",
title = "{Granger} Causality Testing in Mixed-Frequency {VARs}
with Possibly (Co)Integrated Processes",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "6",
pages = "914--935",
month = nov,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12462",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jan 28 06:30:56 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 March 2019",
}
@Article{Miller:2019:TCR,
author = "J. Isaac Miller",
title = "Testing Cointegrating Relationships Using Irregular
and Non-Contemporaneous Series with an Application to
Paleoclimate Data",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "6",
pages = "936--950",
month = nov,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12469",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jan 28 06:30:56 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 April 2019",
}
@Article{Thornton:2019:EDR,
author = "Michael A. Thornton",
title = "Exact Discrete Representations of Linear Continuous
Time Models with Mixed Frequency Data",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "6",
pages = "951--967",
month = nov,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12471",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jan 28 06:30:56 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "06 May 2019",
}
@Article{Zadrozny:2019:WCF,
author = "Peter A. Zadrozny and Baoline Chen",
title = "Weighted-Covariance Factor Decomposition of {Varma}
Models Applied to Forecasting Quarterly {U.S.} Real
{GDP} at Monthly Intervals",
journal = j-J-TIME-SER-ANAL,
volume = "40",
number = "6",
pages = "968--986",
month = nov,
year = "2019",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12506",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jan 28 06:30:56 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 October 2019",
}
@Article{Anonymous:2020:IIa,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "1",
pages = "1--2",
month = jan,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12480",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jan 28 06:30:57 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "02 December 2019",
}
@Article{Zhu:2020:HOA,
author = "Tingyi Zhu and Dimitris N. Politis",
title = "Higher-Order Accurate Spectral Density Estimation of
Functional Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "1",
pages = "3--20",
month = jan,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12473",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jan 28 06:30:57 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 May 2019",
}
@Article{Zhu:2020:BIG,
author = "Qianqian Zhu and Ruochen Zeng and Guodong Li",
title = "Bootstrap Inference for {Garch} Models by the Least
Absolute Deviation Estimation",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "1",
pages = "21--40",
month = jan,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12474",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jan 28 06:30:57 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 May 2019",
}
@Article{Hassler:2020:HWP,
author = "Uwe Hassler and Mehdi Hosseinkouchack",
title = "Harmonically Weighted Processes",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "1",
pages = "41--66",
month = jan,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12475",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jan 28 06:30:57 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "15 May 2019",
}
@Article{Poskitt:2020:SSA,
author = "Donald S. Poskitt",
title = "On Singular Spectrum Analysis And Stepwise Time Series
Reconstruction",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "1",
pages = "67--94",
month = jan,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12479",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jan 28 06:30:57 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "17 July 2019",
}
@Article{Sun:2020:VAF,
author = "Hao Sun and Bo Yu",
title = "Volatility asymmetry in functional threshold {GARCH}
model",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "1",
pages = "95--109",
month = jan,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12495",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jan 28 06:30:57 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "18 July 2019",
}
@Article{Jentsch:2020:ECF,
author = "Carsten Jentsch and Anne Leucht and Marco Meyer and
Carina Beering",
title = "Empirical Characteristic Functions-Based Estimation
and Distance Correlation for Locally Stationary
Processes",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "1",
pages = "110--133",
month = jan,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12497",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jan 28 06:30:57 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 August 2019",
}
@Article{Chambers:2020:DPC,
author = "Marcus J. Chambers and A. M. Robert Taylor",
title = "Deterministic Parameter Change Models in Continuous
and Discrete Time",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "1",
pages = "134--145",
month = jan,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12456",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jan 28 06:30:57 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "12 March 2019",
}
@Article{Marsh:2020:PPE,
author = "Patrick Marsh",
title = "Properties of the Power Envelope for Tests Against
Both Stationary and Explosive Alternatives: The Effect
of Trends",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "1",
pages = "146--153",
month = jan,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12458",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jan 28 06:30:57 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "18 March 2019",
}
@Article{Li:2020:IAE,
author = "Dong Li and Ke Zhu",
title = "Inference for asymmetric exponentially weighted moving
average models",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "1",
pages = "154--162",
month = jan,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12464",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jan 28 06:30:57 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "24 March 2019",
}
@Article{Yang:2020:SWL,
author = "Yaxing Yang and Dong Li",
title = "Self-Weighted Lad-Based Inference for Heavy-Tailed
Continuous Threshold Autoregressive Models",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "1",
pages = "163--172",
month = jan,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12492",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jan 28 06:30:57 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "09 July 2019",
}
@Article{Yao:2020:BRL,
author = "Jianfeng Yao",
title = "Book Review: {{\booktitle{Large Covariance and
Autocovariance Matrices}}, By Arup Bose and Monika
Bhattacharjee. Published by Taylor and Francis Group,
LLC, Boca Raton, London, New York, 2019. ISBN:
978-1-138-30386-7 (hardback)}",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "1",
pages = "173--174",
month = jan,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12493",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jan 28 06:30:57 MST 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 July 2019",
}
@Article{Anonymous:2020:IIb,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "2",
pages = "175--176",
month = mar,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12482",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Jun 15 15:45:06 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 February 2020",
}
@Article{Holleland:2020:SST,
author = "Sondre H{\o}lleland and Hans Arnfinn Karlsen",
title = "A Stationary Spatio-Temporal {GARCH} Model",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "2",
pages = "177--209",
month = mar,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12498",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Jun 15 15:45:06 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 August 2019",
}
@Article{Beran:2020:EMD,
author = "Jan Beran and Sucharita Ghosh",
title = "Estimating the Mean Direction of Strongly Dependent
Circular Time Series",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "2",
pages = "210--228",
month = mar,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12500",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Jun 15 15:45:06 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 August 2019",
}
@Article{Liu:2020:RLI,
author = "Yan Liu and Yujie Xue and Masanobu Taniguchi",
title = "Robust Linear Interpolation and Extrapolation of
Stationary Time Series in {$ L^p $}",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "2",
pages = "229--248",
month = mar,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12502",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Jun 15 15:45:06 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 August 2019",
}
@Article{Hoyos:2020:MFS,
author = "Milena Hoyos",
title = "Mixed First- and Second-Order Cointegrated Continuous
Time Models with Mixed Stock and Flow Data",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "2",
pages = "249--267",
month = mar,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12503",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Jun 15 15:45:06 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 December 2019",
}
@Article{Kechagias:2020:MBL,
author = "Stefanos Kechagias and Vladas Pipiras",
title = "Modeling bivariate long-range dependence with general
phase",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "2",
pages = "268--292",
month = mar,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12504",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Jun 15 15:45:06 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "15 December 2019",
}
@Article{Miettinen:2020:ECH,
author = "Jari Miettinen and Markus Matilainen and Klaus
Nordhausen and Sara Taskinen",
title = "Extracting Conditionally Heteroskedastic Components
using Independent Component Analysis",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "2",
pages = "293--311",
month = mar,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12505",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Jun 15 15:45:06 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 September 2019",
}
@Article{Huang:2020:WFT,
author = "Zhelin Huang and Ngai Hang Chan",
title = "{Walsh} {Fourier} Transform of Locally Stationary Time
Series",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "2",
pages = "312--340",
month = mar,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12509",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Jun 15 15:45:06 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 October 2019",
}
@Article{Arvanitis:2020:LTG,
author = "Stelios Arvanitis and Sofia Anyfantaki",
title = "On the limit theory of the {Gaussian} {SQMLE} in the
{EGARCH(1,1)} model",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "2",
pages = "341--350",
month = mar,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12494",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Jun 15 15:45:06 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 July 2019",
}
@Article{Michel:2020:LDN,
author = "Jon Michel",
title = "The Limiting Distribution of a Non-Stationary Integer
Valued {GARCH(1,1)} Process",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "2",
pages = "351--356",
month = mar,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12496",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Jun 15 15:45:06 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "01 August 2019",
}
@Article{Iglesias:2020:FRP,
author = "Emma M. Iglesias and Garry D. A. Phillips",
title = "Further Results on Pseudo-Maximum Likelihood
Estimation and Testing in the Constant Elasticity of
Variance Continuous Time Model",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "2",
pages = "357--364",
month = mar,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12499",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Jun 15 15:45:06 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 August 2019",
}
@Article{Anonymous:2020:IIc,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "3",
pages = "365--366",
month = may,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12484",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Jun 15 15:45:06 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "05 April 2020",
}
@Article{Li:2020:NFA,
author = "Degui Li and Jiraroj Tosasukul and Wenyang Zhang",
title = "Nonlinear Factor-Augmented Predictive Regression
Models with Functional Coefficients",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "3",
pages = "367--386",
month = may,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12511",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Jun 15 15:45:06 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 November 2019",
}
@Article{Li:2020:LME,
author = "Qian Li",
title = "Location Multiplicative Error Models with Quasi
Maximum Likelihood Estimation",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "3",
pages = "387--405",
month = may,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12513",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Jun 15 15:45:06 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "01 December 2019",
}
@Article{Das:2020:SMD,
author = "Soumya Das and Marc G. Genton",
title = "On the Stationary Marginal Distributions of Subclasses
of Multivariate {SETAR} Processes of Order One",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "3",
pages = "406--420",
month = may,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12514",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Jun 15 15:45:06 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "Self Exciting Threshold AutoRegressive (SETAR)
processes",
onlinedate = "15 December 2019",
}
@Article{Kim:2020:CHE,
author = "Mihyun Kim and Piotr Kokoszka",
title = "Consistency of the {Hill} Estimator for Time Series
Observed with Measurement Errors",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "3",
pages = "421--435",
month = may,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12515",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Jun 15 15:45:06 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "01 December 2019",
}
@Article{Sellers:2020:FUA,
author = "Kimberly F. Sellers and Stephen J. Peng and Ali Arab",
title = "A Flexible Univariate Autoregressive Time-Series Model
for Dispersed Count Data",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "3",
pages = "436--453",
month = may,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12516",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Jun 15 15:45:06 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "17 December 2019",
}
@Article{Grzesiek:2020:STD,
author = "Aleksandra Grzesiek and Grzegorz Sikora and Marek
Teuerle and Agnieszka Wy{\l}oma{\'n}ska",
title = "Spatio-Temporal Dependence Measures for Bivariate
{AR(1)} Models with $ \alpha $-Stable Noise",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "3",
pages = "454--475",
month = may,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12517",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Jun 15 15:45:06 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "17 December 2019",
}
@Article{Li:2020:MDT,
author = "Dong Li and Jiaming Qiu",
title = "The Marginal Density of a {TMA(1)} Process",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "3",
pages = "476--484",
month = may,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12501",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Jun 15 15:45:06 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 August 2019",
}
@Article{Nunes:2020:BRT,
author = "Matthew Nunes",
title = "Book Review: {{\booktitle{Time Series: a Data Analysis
Approach Using R}} By Robert H. Shumway and David S.
Stoffer. Published by Taylor and Francis Group, LLC,
Boca Raton, London, New York, 2019. ISBN:
978-0-367-22109-6 (Hardback)}",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "3",
pages = "485--486",
month = may,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12508",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Jun 15 15:45:06 MDT 2020",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib;
https://www.math.utah.edu/pub/tex/bib/s-plus.bib",
acknowledgement = ack-nhfb,
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 October 2019",
}
@Article{Anonymous:2020:IId,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "4",
pages = "487--488",
month = jul,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12487",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:09 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "25 June 2020",
}
@Article{Taylor:2020:EAJ,
author = "Robert Taylor",
title = "Editorial Announcement: {{\booktitle{Journal of Time
Series Analysis}}} Distinguished Authors",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "4",
pages = "489--490",
month = jul,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12547",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:09 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "25 June 2020",
}
@Article{Anonymous:2020:PYN,
author = "Anonymous",
title = "Publish your next paper open access in
{{\booktitle{Journal of Time Series Analysis}}}",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "4",
pages = "491--491",
month = jul,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12531",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:09 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "25 June 2020",
}
@Article{Sun:2020:MVR,
author = "Yan Sun and Guanghua Lian and Zudi Lu and Jennifer
Loveland and Isaac Blackhurst",
title = "Modeling the Variance of Return Intervals Toward
Volatility Prediction",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "4",
pages = "492--519",
month = jul,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12518",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:09 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "15 December 2019",
}
@Article{Leipus:2020:ELM,
author = "Remigijus Leipus and Anne Philippe and Vytaute
Pilipauskaite and Donatas Surgailis",
title = "Estimating Long Memory in Panel Random-Coefficient
{AR(1)} Data",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "4",
pages = "520--535",
month = jul,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12519",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:09 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "30 January 2020",
}
@Article{Wang:2020:ATU,
author = "Xuexin Wang and Yixiao Sun",
title = "An Asymptotic {$F$} Test for Uncorrelatedness in the
Presence of Time Series Dependence",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "4",
pages = "536--550",
month = jul,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12520",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:09 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "15 January 2020",
}
@Article{Zhang:2020:TSE,
author = "Yuanyuan Zhang and Rong Liu and Qin Shao and Lijian
Yang",
title = "Two-Step Estimation for Time Varying Arch Models",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "4",
pages = "551--570",
month = jul,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12522",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:09 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 February 2020",
}
@Article{Pilavakis:2020:TEA,
author = "Dimitrios Pilavakis and Efstathios Paparoditis and
Theofanis Sapatinas",
title = "Testing equality of autocovariance operators for
functional time series",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "4",
pages = "571--589",
month = jul,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12523",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:09 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "06 April 2020",
}
@Article{Girardin:2020:FGB,
author = "Valerie Girardin and Rachid Senoussi",
title = "Filling the gap between Continuous and Discrete Time
Dynamics of Autoregressive Processes",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "4",
pages = "590--602",
month = jul,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12507",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:09 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 October 2019",
}
@Article{Anonymous:2020:IIe,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "5",
pages = "603--604",
month = sep,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12488",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:10 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 August 2020",
}
@Article{Du:2020:BPV,
author = "Zaichao Du and Pei Pei",
title = "Backtesting portfolio value-at-risk with estimated
portfolio weights",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "5",
pages = "605--619",
month = sep,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12524",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:10 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "06 April 2020",
}
@Article{Fasen-Hartmann:2020:RES,
author = "Vicky Fasen-Hartmann and Sebastian Kimmig",
title = "Robust estimation of stationary continuous-time {ARMA}
models via indirect inference",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "5",
pages = "620--651",
month = sep,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12526",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:10 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "06 May 2020",
}
@Article{Efromovich:2020:MRN,
author = "Sam Efromovich",
title = "Missing not at random and the nonparametric estimation
of the spectral density",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "5",
pages = "652--675",
month = sep,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12527",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:10 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "18 June 2020",
}
@Article{Kejriwal:2020:BPD,
author = "Mohitosh Kejriwal and Xuewen Yu and Pierre Perron",
title = "Bootstrap procedures for detecting multiple
persistence shifts in heteroskedastic time series",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "5",
pages = "676--690",
month = sep,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12528",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:10 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "06 May 2020",
}
@Article{Aktekin:2020:FMN,
author = "Tevfik Aktekin and Nicholas G. Polson and Refik
Soyer",
title = "A family of multivariate non-{Gaussian} time series
models",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "5",
pages = "691--721",
month = sep,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12529",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:10 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 May 2020",
}
@Article{Xia:2020:PTS,
author = "Qiang Xia and Zhiqiang Zhang and Wai Keung Li",
title = "A Portmanteau Test for Smooth Transition
Autoregressive Models",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "5",
pages = "722--730",
month = sep,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12512",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:10 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "01 December 2019",
}
@Article{Anonymous:2020:IIf,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "6",
pages = "731--732",
month = nov,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12490",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:10 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "01 October 2020",
}
@Article{Rice:2020:TCH,
author = "Gregory Rice and Tony Wirjanto and Yuqian Zhao",
title = "Tests for conditional heteroscedasticity of functional
data",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "6",
pages = "733--758",
month = nov,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12532",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:10 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 May 2020",
}
@Article{Zhao:2020:EBP,
author = "Wenjie Zhao and Raquel Prado",
title = "Efficient {Bayesian} {PARCOR} approaches for dynamic
modeling of multivariate time series",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "6",
pages = "759--784",
month = nov,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12534",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:10 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "18 May 2020",
}
@Article{Grzesiek:2020:MCD,
author = "Aleksandra Grzesiek and Prashant Giri and S. Sundar
and Agnieszka WyLoma{\'n}ska",
title = "Measures of Cross-Dependence for Bidimensional
Periodic {AR(1)} Model with $ \alpha $-Stable
Distribution",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "6",
pages = "785--807",
month = nov,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12548",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:10 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "18 June 2020",
}
@Article{Taniguchi:2020:MCD,
author = "Masanobu Taniguchi and Shogo Kato and Hiroaki Ogata
and Arthur Pewsey",
title = "Models for circular data from time series spectra",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "6",
pages = "808--829",
month = nov,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12549",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:10 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 June 2020",
}
@Article{Melo:2020:CMP,
author = "Moizes Melo and Airlane Alencar",
title = "{Conway--Maxwell--Poisson} Autoregressive Moving
Average Model for Equidispersed, Underdispersed, and
Overdispersed Count Data",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "6",
pages = "830--857",
month = nov,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12550",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:10 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "25 June 2020",
}
@Article{Rubin:2020:FLR,
author = "Tom{\'a}s Rub{\'\i}n and Victor M. Panaretos",
title = "Functional lagged regression with sparse noisy
observations",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "6",
pages = "858--882",
month = nov,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12551",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:10 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "29 June 2020",
}
@Article{Gong:2020:TSN,
author = "Huan Gong and Dong Li",
title = "On the three-step non-{Gaussian} quasi-maximum
likelihood estimation of heavy-tailed double
autoregressive models",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "6",
pages = "883--891",
month = nov,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12525",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:10 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "29 April 2020",
}
@Article{Stauskas:2020:LTM,
author = "Ovidijus Stauskas",
title = "On the limit theory of mixed to unity {VARs}: Panel
setting with weakly dependent errors",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "6",
pages = "892--898",
month = nov,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12530",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:10 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 May 2020",
}
@Article{Feigin:2020:CRC,
author = "Paul D. Feigin",
title = "Correction to: {Random Coefficient Autoregressive
Processes: a Markov Chain Analysis of Stationarity and
Finiteness of Moments by Paul D. Feigin and Richard L.
Tweedie J. Time Series Anal., Vol. 6, No. 1 (1985)}",
journal = j-J-TIME-SER-ANAL,
volume = "41",
number = "6",
pages = "899--900",
month = nov,
year = "2020",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12521",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:10 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
note = "See \cite{Feigin:1985:RCA}.",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 March 2020",
}
@Article{Anonymous:2021:IIa,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "1",
pages = "1--2",
month = jan,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12536",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:10 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "09 December 2020",
}
@Article{Taylor:2021:EAJ,
author = "Robert Taylor",
title = "Editorial announcement: {{\booktitle{Journal of Time
Series Analysis}}} Distinguished Authors 2020",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "1",
pages = "3--3",
month = jan,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12564",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:10 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "12 November 2020",
}
@Article{Chen:2021:REL,
author = "Kun Chen and Rui Huang",
title = "Robust empirical likelihood for time series",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "1",
pages = "4--18",
month = jan,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12552",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:10 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "02 July 2020",
}
@Article{Leonardi:2021:IBI,
author = "Florencia Leonardi and Mat{\'\i}as Lopez-Rosenfeld and
Daniela Rodriguez and Magno T. F. Severino and Mariela
Sued",
title = "Independent block identification in multivariate time
series",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "1",
pages = "19--33",
month = jan,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12553",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:10 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 July 2020",
}
@Article{Gerstenberger:2021:RDB,
author = "Carina Gerstenberger",
title = "Robust discrimination between long-range dependence
and a change in mean",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "1",
pages = "34--62",
month = jan,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12554",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:10 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "15 July 2020",
}
@Article{Gosmann:2021:NAO,
author = "Josua G{\"o}smann and Tobias Kley and Holger Dette",
title = "A new approach for open-end sequential change point
monitoring",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "1",
pages = "63--84",
month = jan,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12555",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:10 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 August 2020",
}
@Article{Otto:2021:URT,
author = "Sven Otto",
title = "Unit root testing with slowly varying trends",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "1",
pages = "85--106",
month = jan,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12557",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:10 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "15 August 2020",
}
@Article{Doukhan:2021:MNP,
author = "Paul Doukhan and Konstantinos Fokianos and Joseph
Rynkiewicz",
title = "Mixtures of Nonlinear {Poisson} Autoregressions",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "1",
pages = "107--135",
month = jan,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12558",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:10 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 September 2020",
}
@Article{Anonymous:2021:IIb,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "2",
pages = "137--138",
month = mar,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12538",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:11 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 February 2021",
}
@Article{Taylor:2021:EA,
author = "Robert Taylor",
title = "Editorial Announcement",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "2",
pages = "139--139",
month = mar,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12575",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:11 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 December 2020",
}
@Article{Douc:2021:NSC,
author = "Randal Douc and Fran{\c{c}}ois Roueff and Tepmony
Sim",
title = "Necessary and sufficient conditions for the
identifiability of observation-driven models",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "2",
pages = "140--160",
month = mar,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12559",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:11 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 September 2020",
}
@Article{Makogin:2021:LRD,
author = "Vitalii Makogin and Marco Oesting and Albert Rapp and
Evgeny Spodarev",
title = "Long range dependence for stable random processes",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "2",
pages = "161--185",
month = mar,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12560",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:11 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 September 2020",
}
@Article{Gong:2021:NEF,
author = "Chen Gong and David S. Stoffer",
title = "A Note on Efficient Fitting of Stochastic Volatility
Models",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "2",
pages = "186--200",
month = mar,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12561",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:11 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 September 2020",
}
@Article{Krampe:2021:EWM,
author = "Jonas Krampe and Timothy L. McMurry",
title = "Estimating {Wold} matrices and vector moving average
processes",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "2",
pages = "201--221",
month = mar,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12562",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:11 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "14 September 2020",
}
@Article{Zhou:2021:ELT,
author = "Mo Zhou and Liang Peng and Rongmao Zhang",
title = "Empirical likelihood test for the application of
{SWQMELE} in fitting an {ARMA--GARCH} model",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "2",
pages = "222--239",
month = mar,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12563",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:11 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
keywords = "self-weighted quasi maximum exponential likelihood
estimation (SWQMELE)",
onlinedate = "18 September 2020",
}
@Article{Li:2021:SNU,
author = "Yifan Li and Yao Rao",
title = "A simple nearly unbiased estimator of
cross-covariances",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "2",
pages = "240--266",
month = mar,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12565",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:11 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 October 2020",
}
@Article{Anonymous:2021:CQB,
author = "Anonymous",
title = "Correction to: {Quasi-Bayesian Estimation of
Time-Varying Volatility in DSGE Models by Katerina
Petrova J. Time Series Anal, Vol. 40, No. 1 (2019)}",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "2",
pages = "267--267",
month = mar,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12533",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Mar 8 11:06:11 MST 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
note = "See \cite{Petrova:2019:QBE}.",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 July 2020",
}
@Article{Anonymous:2021:IIc,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "3",
pages = "269--270",
month = may,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12540",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon May 17 15:50:31 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "05 April 2021",
}
@Article{Asai:2021:QML,
author = "Manabu Asai and Mike K. P. So",
title = "Quasi-maximum likelihood estimation of conditional
autoregressive {Wishart} models",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "3",
pages = "271--294",
month = may,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12566",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon May 17 15:50:31 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "25 October 2020",
}
@Article{Hormann:2021:PSV,
author = "Siegfried H{\"o}rmann and Gilles Nisol",
title = "Prediction of Singular {VARs} and an Application to
Generalized Dynamic Factor Models",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "3",
pages = "295--313",
month = may,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12568",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon May 17 15:50:31 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "02 November 2020",
}
@Article{Kurozumi:2021:ABD,
author = "Eiji Kurozumi",
title = "Asymptotic Behavior of Delay Times of Bubble
Monitoring Tests",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "3",
pages = "314--337",
month = may,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12569",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon May 17 15:50:31 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "02 November 2020",
}
@Article{Nielsen:2021:IBE,
author = "Morten {\O}rregaard Nielsen and Antoine L. No{\"e}l",
title = "To infinity and beyond: Efficient computation of
{ARCH($ \infty $)} models",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "3",
pages = "338--354",
month = may,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12570",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon May 17 15:50:31 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "18 November 2020",
}
@Article{Pizzinga:2021:EIP,
author = "Adrian Pizzinga and Marcelo Fernandes",
title = "Extensions to the invariance property of maximum
likelihood estimation for affine-transformed
state-space models",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "3",
pages = "355--371",
month = may,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12571",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon May 17 15:50:31 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 November 2020",
}
@Article{Wang:2021:BRS,
author = "Weining Wang",
title = "Book Review: {{\booktitle{Statistical foundations of
data science}}, by Jianqing Fan, Runze Li, Chun-Hui
Zhang, Hui Zou. Published by Taylor and Francis Group.
Total number of pages: 729. ISBN: 978-1-466-51084-5}",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "3",
pages = "372--373",
month = may,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12567",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon May 17 15:50:31 MDT 2021",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "02 November 2020",
}
@Article{Anonymous:2021:IId,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "4",
pages = "375--376",
month = jul,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12541",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:15 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "06 June 2021",
}
@Article{Parente:2021:QML,
author = "Paulo M. D. C. Parente and Richard J. Smith",
title = "Quasi-maximum likelihood and the kernel block
bootstrap for nonlinear dynamic models",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "4",
pages = "377--405",
month = jul,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12573",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:15 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 November 2020",
}
@Article{Yang:2021:TMT,
author = "Lixiong Yang and Chingnun Lee and I-Po Chen",
title = "Threshold model with a time-varying threshold based on
{Fourier} approximation",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "4",
pages = "406--430",
month = jul,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12574",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:15 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 December 2020",
}
@Article{Funovits:2021:ISS,
author = "Bernd Funovits and Alexander Braumann",
title = "Identifiability of structural singular vector
autoregressive models",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "4",
pages = "431--441",
month = jul,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12576",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:15 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "06 December 2020",
}
@Article{Anderson:2021:PTS,
author = "Paul L. Anderson and Farzad Sabzikar and Mark M.
Meerschaert",
title = "Parsimonious time series modeling for high frequency
climate data",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "4",
pages = "442--470",
month = jul,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12579",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:15 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "15 December 2020",
}
@Article{Li:2021:JDS,
author = "Nan Li and Simon S. Kwok",
title = "Jointly determining the state dimension and lag order
for {Markov}-switching vector autoregressive models",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "4",
pages = "471--491",
month = jul,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12587",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:15 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 March 2021",
}
@Article{Kapetanios:2021:CGF,
author = "George Kapetanios and Fotis Papailias and A. M. Robert
Taylor",
title = "Corrigendum to {``A Generalised Fractional
Differencing Bootstrap for Long Memory Processes''
Journal of Time Series Analysis {\bf 40}: 467--492
(2019) DOI: 10.1111/jtsa.12460}",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "4",
pages = "492--492",
month = jul,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12591",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:15 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
note = "See \cite{Kapetanios:2019:GFD}.",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 May 2021",
}
@Article{Anonymous:2021:IIe,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "5-6",
pages = "493--494",
month = sep,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12613",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:16 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 October 2021",
}
@Article{Bradley:2021:PMR,
author = "Richard C. Bradley and Richard A. Davis and Dimitris
N. Politis",
title = "Preface to the {Murray Rosenblatt} memorial special
issue of {{\booktitle{JTSA}}}",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "5-6",
pages = "495--498",
month = sep,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12617",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:16 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 October 2021",
}
@Article{Bradley:2021:SBF,
author = "Richard C. Bradley",
title = "On some basic features of strictly stationary,
reversible {Markov} chains",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "5-6",
pages = "499--533",
month = sep,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12583",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:16 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 January 2021",
}
@Article{Braumann:2021:SIA,
author = "Alexander Braumann and Jens-Peter Kreiss and Marco
Meyer",
title = "Simultaneous inference for autocovariances based on
autoregressive sieve bootstrap",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "5-6",
pages = "534--553",
month = sep,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12604",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:16 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 May 2021",
}
@Article{Krampe:2021:SCE,
author = "Jonas Krampe and Efstathios Paparoditis",
title = "Sparsity concepts and estimation procedures for
high-dimensional vector autoregressive models",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "5-6",
pages = "554--579",
month = sep,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12586",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:16 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 March 2021",
}
@Article{Wang:2021:CAS,
author = "Jiang Wang and Dimitris N. Politis",
title = "Consistent autoregressive spectral estimates:
Nonlinear time series and large autocovariance
matrices",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "5-6",
pages = "580--596",
month = sep,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12580",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:16 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "18 December 2020",
}
@Article{Das:2021:SMS,
author = "Sourav Das and Suhasini Subba Rao and Junho Yang",
title = "Spectral methods for small sample time series: a
complete periodogram approach",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "5-6",
pages = "597--621",
month = sep,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12584",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:16 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "17 January 2021",
}
@Article{Babayan:2021:ERR,
author = "Nikolay M. Babayan and Mamikon S. Ginovyan and Murad
S. Taqqu",
title = "Extensions of {Rosenblatt}'s results on the asymptotic
behavior of the prediction error for deterministic
stationary sequences",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "5-6",
pages = "622--652",
month = sep,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12572",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:16 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 November 2020",
}
@Article{Davis:2021:IIT,
author = "Richard A. Davis and Thiago do R{\^e}go Sousa and
Claudia Kl{\"u}ppelberg",
title = "Indirect inference for time series using the empirical
characteristic function and control variates",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "5-6",
pages = "653--684",
month = sep,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12582",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:16 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 January 2021",
}
@Article{Li:2021:LWE,
author = "Degui Li and Peter M. Robinson and Han Lin Shang",
title = "Local {Whittle} estimation of long-range dependence
for functional time series",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "5-6",
pages = "685--695",
month = sep,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12577",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:16 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "12 December 2020",
}
@Article{Fortune:2021:LLT,
author = "Timothy Fortune and Magda Peligrad and Hailin Sang",
title = "A local limit theorem for linear random fields",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "5-6",
pages = "696--710",
month = sep,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12556",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:16 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 August 2020",
}
@Article{Gaitan:2021:EPA,
author = "Rodrigo Saul Gaitan and Keh-Shin Lii",
title = "On the Estimation of Periodicity or Almost Periodicity
in Inhomogeneous Gamma Point-Process Data",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "5-6",
pages = "711--736",
month = sep,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12585",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:16 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 February 2021",
}
@Article{Hu:2021:IVA,
author = "Xiaofei Hu and Beth Andrews",
title = "Integer-valued asymmetric {GARCH} modeling",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "5-6",
pages = "737--751",
month = sep,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12605",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:16 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "26 May 2021",
}
@Article{Smetanina:2021:ATQ,
author = "Ekaterina Smetanina and Wei Biao Wu",
title = "Asymptotic theory for {QMLE} for the real-time
{GARCH(1,1)} model",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "5-6",
pages = "752--776",
month = sep,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12578",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:16 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "02 December 2020",
}
@Article{Brockwell:2021:ANC,
author = "Peter J. Brockwell and Alexander Lindner",
title = "Aspects of non-causal and non-invertible {CARMA}
processes",
journal = j-J-TIME-SER-ANAL,
volume = "42",
number = "5-6",
pages = "777--790",
month = sep,
year = "2021",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12589",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:16 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 April 2021",
}
@Article{Anonymous:2022:IIa,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "1",
pages = "1--2",
month = jan,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12596",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:17 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 December 2021",
}
@Article{Taylor:2022:EAP,
author = "Robert Taylor",
title = "Editorial Announcement: {Professor Michael McAleer}
[obituary]",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "1",
pages = "3--3",
month = jan,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12631",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:17 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "17 November 2021",
}
@Article{Taylor:2022:EAJ,
author = "Robert Taylor",
title = "Editorial Announcement: {{\booktitle{Journal of Time
Series Analysis}} Distinguished Authors 2021}",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "1",
pages = "4--4",
month = jan,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12632",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:17 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "17 November 2021",
}
@Article{Aknouche:2022:PAC,
author = "Abdelhakim Aknouche and Bader Almohaimeed and Stefanos
Dimitrakopoulos",
title = "Periodic autoregressive conditional duration",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "1",
pages = "5--29",
month = jan,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12588",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:17 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "24 March 2021",
}
@Article{Zhang:2022:WAM,
author = "Chao Zhang and Piotr Kokoszka and Alexander Petersen",
title = "{Wasserstein} autoregressive models for density time
series",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "1",
pages = "30--52",
month = jan,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12590",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:17 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "17 April 2021",
}
@Article{Song:2022:DSV,
author = "Yuping Song and Weijie Hou and Zhengyan Lin",
title = "Double Smoothed Volatility Estimation of Potentially
Non-stationary Jump-diffusion Model of {Shibor}",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "1",
pages = "53--82",
month = jan,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12592",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:17 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 April 2021",
}
@Article{Schweikert:2022:OEE,
author = "Karsten Schweikert",
title = "Oracle Efficient Estimation of Structural Breaks in
Cointegrating Regressions",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "1",
pages = "83--104",
month = jan,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12593",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:17 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 April 2021",
}
@Article{Chun:2022:SHA,
author = "Dohyun Chun and Donggyu Kim",
title = "State Heterogeneity Analysis of Financial Volatility
using high-frequency Financial Data",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "1",
pages = "105--124",
month = jan,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12594",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:17 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 May 2021",
}
@Article{Zheng:2022:GAM,
author = "Tingguo Zheng and Han Xiao and Rong Chen",
title = "Generalized autoregressive moving average models with
{GARCH} errors",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "1",
pages = "125--146",
month = jan,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12602",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:17 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "12 May 2021",
}
@Article{Pena:2022:RBU,
author = "V{\'\i}ctor Pe{\~n}a and Kaoru Irie",
title = "On the Relationship between {Uhlig} Extended and
beta-{Bartlett} Processes",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "1",
pages = "147--153",
month = jan,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12595",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:17 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 May 2021",
}
@Article{Paparoditis:2022:RBS,
author = "Efstathios Paparoditis",
title = "Review of the book {{\booktitle{Stochastic Models for
Time Series}} by Paul Doukhan}",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "1",
pages = "154--154",
month = jan,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12581",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:17 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 February 2021",
}
@Article{Anonymous:2022:IIb,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "2",
pages = "155--156",
month = mar,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12597",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:17 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 February 2022",
}
@Article{Heiner:2022:ADM,
author = "Matthew Heiner and Athanasios Kottas",
title = "Autoregressive density modeling with the {Gaussian}
process mixture transition distribution",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "2",
pages = "157--177",
month = mar,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12603",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:17 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 May 2021",
}
@Article{Swensen:2022:CNC,
author = "Anders Rygh Swensen",
title = "On causal and non-causal cointegrated vector
autoregressive time series",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "2",
pages = "178--196",
month = mar,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12607",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:17 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "20 June 2021",
}
@Article{Zamani:2022:SFA,
author = "Atefeh Zamani and Hossein Haghbin and Maryam Hashemi
and Rob J. Hyndman",
title = "Seasonal functional autoregressive models",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "2",
pages = "197--218",
month = mar,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12608",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:17 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "25 June 2021",
}
@Article{Kejriwal:2022:TSP,
author = "Mohitosh Kejriwal and Pierre Perron and Xuewen Yu",
title = "A two-step procedure for testing partial parameter
stability in cointegrated regression models",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "2",
pages = "219--237",
month = mar,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12609",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:17 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 June 2021",
}
@Article{Krizmanic:2022:MLP,
author = "Danijel Krizmani{\'c}",
title = "Maxima of linear processes with heavy-tailed
innovations and random coefficients",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "2",
pages = "238--262",
month = mar,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12610",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:17 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "29 June 2021",
}
@Article{Szabados:2022:RMS,
author = "Tam{\'a}s Szabados",
title = "Regular multidimensional stationary time series",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "2",
pages = "263--284",
month = mar,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12611",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:17 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
note = "See corrigendum \cite{Szabados:2023:CAR}.",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "12 July 2021",
}
@Article{Jentsch:2022:GBV,
author = "Carsten Jentsch and Lena Reichmann",
title = "Generalized binary vector autoregressive processes",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "2",
pages = "285--311",
month = mar,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12614",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:17 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 July 2021",
}
@Article{Zambom:2022:VLM,
author = "Adriano Zanin Zambom and Seonjin Kim and Nancy Lopes
Garcia",
title = "Variable length {Markov} chain with exogenous
covariates",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "2",
pages = "312--328",
month = mar,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12615",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:17 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "12 August 2021",
}
@Article{Demetrescu:2022:ASE,
author = "Matei Demetrescu and Mehdi Hosseinkouchack",
title = "Autoregressive spectral estimates under ignored
changes in the mean",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "2",
pages = "329--340",
month = mar,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12612",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:17 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "12 July 2021",
}
@Article{Aue:2022:BRT,
author = "Alexander Aue",
title = "Book Review: {{\booktitle{Time Series: a First Course
with Bootstrap Starter}}, by McElroy, Tucker S. and
Politis, Dimitris N.. Published by CRC Press, 2020. 586
pp. ISBN: 978-1-4398-7651-0}",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "2",
pages = "341--342",
month = mar,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12606",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Mon Feb 21 14:19:17 MST 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "24 June 2021",
}
@Article{Anonymous:2022:IIc,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "3",
pages = "343--344",
month = may,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12598",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Apr 13 08:17:41 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "05 April 2022",
}
@Article{Yuan:2022:NVM,
author = "Huiling Yuan and Yulei Sun and Lu Xu and Yong Zhou and
Xiangyu Cui",
title = "A new volatility model: {GQARCH--It{\^o}} model",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "3",
pages = "345--370",
month = may,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12616",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Apr 13 08:17:41 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 August 2021",
}
@Article{Tan:2022:ALD,
author = "Songhua Tan and Qianqian Zhu",
title = "Asymmetric linear double autoregression",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "3",
pages = "371--388",
month = may,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12618",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Apr 13 08:17:41 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 August 2021",
}
@Article{Perron:2022:SCT,
author = "Pierre Perron and Yohei Yamamoto",
title = "Structural change tests under heteroskedasticity:
Joint estimation versus two-steps methods",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "3",
pages = "389--411",
month = may,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12619",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Apr 13 08:17:41 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "30 August 2021",
}
@Article{Castro:2022:CPI,
author = "Tom{\'a}s del Barrio Castro and Gianluca Cubadda and
Denise R. Osborn",
title = "On cointegration for processes integrated at different
frequencies",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "3",
pages = "412--435",
month = may,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12620",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Apr 13 08:17:41 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "01 September 2021",
}
@Article{Aknouche:2022:SEM,
author = "Abdelhakim Aknouche and Christian Francq",
title = "Stationarity and ergodicity of {Markov} switching
positive conditional mean models",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "3",
pages = "436--459",
month = may,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12621",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Apr 13 08:17:41 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "31 August 2021",
}
@Article{Liu:2022:MND,
author = "Mengya Liu and Fukang Zhu and Ke Zhu",
title = "Modeling normalcy-dominant ordinal time series: an
application to air quality level",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "3",
pages = "460--478",
month = may,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12625",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Apr 13 08:17:41 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 September 2021",
}
@Article{Sakarya:2022:SAH,
author = "Neslihan Sakarya and Robert M. de Jong",
title = "The spectral analysis of the Hodrick-Prescott filter",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "3",
pages = "479--489",
month = may,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12622",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Apr 13 08:17:41 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "01 September 2021",
}
@Article{Xu:2022:NGG,
author = "Yue Xu and Fukang Zhu",
title = "A new {GJR--GARCH} model for {$Z$}-valued time
series",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "3",
pages = "490--500",
month = may,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12623",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Apr 13 08:17:41 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "02 September 2021",
}
@Article{Westerlund:2022:FAA,
author = "Joakim Westerlund and Milda Norkute and Ovidijus
Stauskas",
title = "The factor analytical approach in trending near unit
root panels",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "3",
pages = "501--508",
month = may,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12624",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Apr 13 08:17:41 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 September 2021",
}
@Article{Anonymous:2022:IId,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "4",
pages = "509--510",
month = jul,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12599",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jun 14 12:00:56 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "02 June 2022",
}
@Article{Chan:2022:SVS,
author = "Ngai Hang Chan and Linhao Gao and Wilfredo Palma",
title = "Simultaneous variable selection and structural
identification for time-varying coefficient models",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "4",
pages = "511--531",
month = jul,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12626",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jun 14 12:00:56 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 September 2021",
}
@Article{Masini:2022:REH,
author = "Ricardo P. Masini and Marcelo C. Medeiros and Eduardo
F. Mendes",
title = "Regularized estimation of high-dimensional vector
autoregressions with weakly dependent innovations",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "4",
pages = "532--557",
month = jul,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12627",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jun 14 12:00:56 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 October 2021",
}
@Article{Bravo:2022:MSM,
author = "Francesco Bravo",
title = "Misspecified semiparametric model selection with
weakly dependent observations",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "4",
pages = "558--586",
month = jul,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12628",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jun 14 12:00:56 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "10 October 2021",
}
@Article{Karmakar:2022:LTP,
author = "Sayar Karmakar and Marek Chud{\'y} and Wei Biao Wu",
title = "Long-term prediction intervals with many covariates",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "4",
pages = "587--609",
month = jul,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12629",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jun 14 12:00:56 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "12 October 2021",
}
@Article{Wu:2022:MEP,
author = "Yanfeng Wu and Jianqiang Hu and Xiangyu Yang",
title = "Moment estimators for parameters of {L{\'e}vy}-driven
{Ornstein--Uhlenbeck} processes",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "4",
pages = "610--639",
month = jul,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12630",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jun 14 12:00:56 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 October 2021",
}
@Article{Kim:2022:CQA,
author = "Donggyu Kim and Minseog Oh and Yazhen Wang",
title = "Conditional quantile analysis for realized {GARCH}
models",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "4",
pages = "640--665",
month = jul,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12633",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Tue Jun 14 12:00:56 MDT 2022",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "12 November 2021",
}
@Article{Anonymous:2022:IIe,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "5",
pages = "667--668",
month = sep,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12600",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Mar 22 11:06:13 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "09 August 2022",
}
@Article{Liu:2022:TVJ,
author = "Guangying Liu and Meiyao Liu and Jinguan Lin",
title = "Testing the volatility jumps based on the high
frequency data",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "5",
pages = "669--694",
month = sep,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12634",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Mar 22 11:06:13 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "17 November 2021",
}
@Article{Liao:2022:RTU,
author = "Guili Liao and Qimeng Liu and Rongmao Zhang and
Shifang Zhang",
title = "Rank test of unit-root hypothesis with {AR-GARCH}
errors",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "5",
pages = "695--719",
month = sep,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12635",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Mar 22 11:06:13 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 November 2021",
}
@Article{Mayer:2022:EIA,
author = "Alexander Mayer",
title = "Estimation and inference in adaptive learning models
with slowly decreasing gains",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "5",
pages = "720--749",
month = sep,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12636",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Mar 22 11:06:13 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 November 2021",
}
@Article{Mentemeier:2022:AIE,
author = "Sebastian Mentemeier and Olivier Wintenberger",
title = "Asymptotic independence {\em ex machina\/}: Extreme
value theory for the diagonal {SRE} model",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "5",
pages = "750--780",
month = sep,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12637",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Mar 22 11:06:13 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "05 December 2021",
}
@Article{Romano:2022:PTD,
author = "Joseph P. Romano and Marius A. Tirlea",
title = "Permutation testing for dependence in time series",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "5",
pages = "781--807",
month = sep,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12638",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Mar 22 11:06:13 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "18 December 2021",
}
@Article{Ioannidis:2022:NNP,
author = "Evangelos E. Ioannidis",
title = "A new non-parametric cross-spectrum estimator",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "5",
pages = "808--827",
month = sep,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12639",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Mar 22 11:06:13 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "25 December 2021",
}
@Article{Pascalau:2022:JTC,
author = "Razvan Pascalau and Junsoo Lee and Saban Nazlioglu and
Yan (Olivia) Lu",
title = "{Johansen}-type cointegration tests with a {Fourier}
function",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "5",
pages = "828--852",
month = sep,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12640",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Mar 22 11:06:13 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 January 2022",
}
@Article{Anonymous:2022:IIf,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "6",
pages = "853--854",
month = nov,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12601",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Mar 22 11:06:14 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "04 October 2022",
}
@Article{Anonymous:2022:NAE,
author = "Anonymous",
title = "New associate editors",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "6",
pages = "855--855",
month = nov,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12665",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Mar 22 11:06:14 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 August 2022",
}
@Article{Zhang:2022:NPT,
author = "Erhua Zhang and Xiaojun Song and Jilin Wu",
title = "A non-parametric test for multi-variate trend
functions",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "6",
pages = "856--871",
month = nov,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12641",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Mar 22 11:06:14 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "23 January 2022",
}
@Article{Horvath:2022:IFF,
author = "Lajos Horv{\'a}th and Piotr Kokoszka and Jeremy
VanderDoes and Shixuan Wang",
title = "Inference in functional factor models with
applications to yield curves",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "6",
pages = "872--894",
month = nov,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12642",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Mar 22 11:06:14 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "28 January 2022",
}
@Article{McGonigle:2022:TLS,
author = "Euan T. McGonigle and Rebecca Killick and Matthew A.
Nunes",
title = "Trend locally stationary wavelet processes",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "6",
pages = "895--917",
month = nov,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12643",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Mar 22 11:06:14 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "08 February 2022",
}
@Article{Ren:2022:AMM,
author = "Benny Ren and Ian Barnett",
title = "Autoregressive mixture models for clustering time
series",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "6",
pages = "918--937",
month = nov,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12644",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Mar 22 11:06:14 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "01 March 2022",
}
@Article{Yang:2022:EER,
author = "Xuanling Yang and Dong Li",
title = "Estimation of the empirical risk-return relation: a
generalized-risk-in-mean model",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "6",
pages = "938--963",
month = nov,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12645",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Mar 22 11:06:14 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 March 2022",
}
@Article{Mainassara:2022:PTC,
author = "Yacouba Boubacar Ma{\"\i}nassara and Othman Kadmiri
and Bruno Saussereau",
title = "Portmanteau test for a class of multivariate
asymmetric power {GARCH} model",
journal = j-J-TIME-SER-ANAL,
volume = "43",
number = "6",
pages = "964--1002",
month = nov,
year = "2022",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12646",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Mar 22 11:06:14 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "22 March 2022",
}
@Article{Anonymous:2023:IIa,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "44",
number = "1",
pages = "1--2",
month = jan,
year = "2023",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12653",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Mar 22 11:06:14 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 December 2022",
}
@Article{Taylor:2023:EAJ,
author = "Robert Taylor",
title = "Editorial Announcement: {{\booktitle{Journal of Time
Series Analysis}} Distinguished Authors 2022}",
journal = j-J-TIME-SER-ANAL,
volume = "44",
number = "1",
pages = "3--3",
month = jan,
year = "2023",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12673",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Mar 22 11:06:14 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "07 December 2022",
}
@Article{Poignard:2023:HDS,
author = "Benjamin Poignard and Manabu Asai",
title = "High-dimensional sparse multivariate stochastic
volatility models",
journal = j-J-TIME-SER-ANAL,
volume = "44",
number = "1",
pages = "4--22",
month = jan,
year = "2023",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12647",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Mar 22 11:06:14 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "05 April 2022",
}
@Article{Rao:2023:PPW,
author = "Suhasini Subba Rao and Junho Yang",
title = "A prediction perspective on the {Wiener--Hopf}
equations for time series",
journal = j-J-TIME-SER-ANAL,
volume = "44",
number = "1",
pages = "23--42",
month = jan,
year = "2023",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12648",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Mar 22 11:06:14 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 April 2022",
}
@Article{Proietti:2023:PGT,
author = "Tommaso Proietti",
title = "Peaks, gaps, and time-reversibility of economic time
series",
journal = j-J-TIME-SER-ANAL,
volume = "44",
number = "1",
pages = "43--68",
month = jan,
year = "2023",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12649",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Mar 22 11:06:14 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "15 April 2022",
}
@Article{Taufemback:2023:NPS,
author = "Cleiton Guollo Taufemback",
title = "Non-parametric short- and long-run {Granger} causality
testing in the frequency domain",
journal = j-J-TIME-SER-ANAL,
volume = "44",
number = "1",
pages = "69--92",
month = jan,
year = "2023",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12650",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Mar 22 11:06:14 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "24 April 2022",
}
@Article{Kong:2023:SCT,
author = "Jiajie Kong and Robert Lund",
title = "Seasonal count time series",
journal = j-J-TIME-SER-ANAL,
volume = "44",
number = "1",
pages = "93--124",
month = jan,
year = "2023",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12651",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Mar 22 11:06:14 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "06 May 2022",
}
@Article{Sundararajan:2023:SSV,
author = "Raanju R. Sundararajan and Wagner Barreto-Souza",
title = "{Student}-$t$ stochastic volatility model with
composite likelihood {EM}-algorithm",
journal = j-J-TIME-SER-ANAL,
volume = "44",
number = "1",
pages = "125--147",
month = jan,
year = "2023",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12652",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Mar 22 11:06:14 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "06 May 2022",
}
@Article{Anonymous:2023:IIb,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "44",
number = "2",
pages = "149--150",
month = mar,
year = "2023",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12654",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Mar 22 11:06:15 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "06 February 2023",
}
@Article{Gourieroux:2023:DDI,
author = "Christian Gourieroux and Joann Jasiak",
title = "Dynamic deconvolution and identification of
independent autoregressive sources",
journal = j-J-TIME-SER-ANAL,
volume = "44",
number = "2",
pages = "151--180",
month = mar,
year = "2023",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12659",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Mar 22 11:06:15 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "12 June 2022",
}
@Article{Harvey:2023:EVF,
author = "David I. Harvey and Stephen J. Leybourne and Yang Zu",
title = "Estimation of the variance function in structural
break autoregressive models with non-stationary and
explosive segments",
journal = j-J-TIME-SER-ANAL,
volume = "44",
number = "2",
pages = "181--205",
month = mar,
year = "2023",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12660",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Mar 22 11:06:15 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "12 June 2022",
}
@Article{Piancastelli:2023:FBI,
author = "Luiza S. C. Piancastelli and Wagner Barreto-Souza and
Hernando Ombao",
title = "Flexible bivariate {INGARCH} process with a broad
range of contemporaneous correlation",
journal = j-J-TIME-SER-ANAL,
volume = "44",
number = "2",
pages = "206--222",
month = mar,
year = "2023",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12663",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Mar 22 11:06:15 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 July 2022",
}
@Article{Bertsche:2023:DGV,
author = "Dominik Bertsche and Ralf Br{\"u}ggemann and Christian
Kascha",
title = "Directed graphs and variable selection in large vector
autoregressive models",
journal = j-J-TIME-SER-ANAL,
volume = "44",
number = "2",
pages = "223--246",
month = mar,
year = "2023",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12664",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Mar 22 11:06:15 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "24 July 2022",
}
@Article{Xu:2023:HOA,
author = "Xiaofei Xu and Yan Liu and Masanobu Taniguchi",
title = "Higher-order asymptotics of minimax estimators for
time series",
journal = j-J-TIME-SER-ANAL,
volume = "44",
number = "2",
pages = "247--257",
month = mar,
year = "2023",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12661",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Wed Mar 22 11:06:15 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "21 June 2022",
}
@Article{Anonymous:2023:IIc,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "44",
number = "3",
pages = "259--260",
month = may,
year = "2023",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12655",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Fri Oct 13 10:29:15 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "11 April 2023",
}
@Article{Anonymous:2023:EA,
author = "Anonymous",
title = "Editorial announcement",
journal = j-J-TIME-SER-ANAL,
volume = "44",
number = "3",
pages = "261--261",
month = may,
year = "2023",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12681",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Fri Oct 13 10:29:15 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "03 March 2023",
}
@Article{Kim:2023:VMS,
author = "Donggyu Kim and Minseok Shin",
title = "Volatility models for stylized facts of high-frequency
financial data",
journal = j-J-TIME-SER-ANAL,
volume = "44",
number = "3",
pages = "262--279",
month = may,
year = "2023",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12666",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Fri Oct 13 10:29:15 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "29 August 2022",
}
@Article{Sabzikar:2023:TFT,
author = "Farzad Sabzikar and Piotr Kokoszka",
title = "Tempered functional time series",
journal = j-J-TIME-SER-ANAL,
volume = "44",
number = "3",
pages = "280--293",
month = may,
year = "2023",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12667",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Fri Oct 13 10:29:15 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "12 October 2022",
}
@Article{Olmo:2023:NPR,
author = "Jose Olmo",
title = "A nonparametric predictive regression model using
partitioning estimators based on {Taylor} expansions",
journal = j-J-TIME-SER-ANAL,
volume = "44",
number = "3",
pages = "294--318",
month = may,
year = "2023",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12668",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Fri Oct 13 10:29:15 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "17 October 2022",
}
@Article{Merkatas:2023:SIU,
author = "Christos Merkatas and Simo S{\"a}rkk{\"a}",
title = "System identification using autoregressive {Bayesian}
neural networks with nonparametric noise models",
journal = j-J-TIME-SER-ANAL,
volume = "44",
number = "3",
pages = "319--330",
month = may,
year = "2023",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12669",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Fri Oct 13 10:29:15 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "17 October 2022",
}
@Article{Szabados:2023:CAR,
author = "Tam{\'a}s Szabados",
title = "Corrigendum to the article {``Regular multidimensional
stationary time series''}",
journal = j-J-TIME-SER-ANAL,
volume = "44",
number = "3",
pages = "331--332",
month = may,
year = "2023",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12670",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Fri Oct 13 10:29:15 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
note = "See \cite{Szabados:2022:RMS}.",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "02 November 2022",
}
@Article{Anonymous:2023:IId,
author = "Anonymous",
title = "Issue Information",
journal = j-J-TIME-SER-ANAL,
volume = "44",
number = "4",
pages = "333--334",
month = jul,
year = "2023",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12656",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Fri Oct 13 10:29:16 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "05 June 2023",
}
@Article{Taylor:2023:EA,
author = "Robert Taylor",
title = "Editorial announcement",
journal = j-J-TIME-SER-ANAL,
volume = "44",
number = "4",
pages = "335--335",
month = jul,
year = "2023",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12687",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Fri Oct 13 10:29:16 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "27 March 2023",
}
@Article{Andersen:2023:ACP,
author = "Torben Andersen and Kim Christensen and Ingmar Nolte",
title = "Announcement: Call for Papers for Special Issue in
Honour of {Stephen J. Taylor}",
journal = j-J-TIME-SER-ANAL,
volume = "44",
number = "4",
pages = "336--336",
month = jul,
year = "2023",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12693",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Fri Oct 13 10:29:16 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "18 May 2023",
}
@Article{Pavlopoulos:2023:HSF,
author = "Harry Pavlopoulos and George Chronis",
title = "On highly skewed fractional log-stable noise sequences
and their application",
journal = j-J-TIME-SER-ANAL,
volume = "44",
number = "4",
pages = "337--358",
month = jul,
year = "2023",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12671",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Fri Oct 13 10:29:16 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 November 2022",
}
@Article{Kurozumi:2023:ABB,
author = "Eiji Kurozumi and Anton Skrobotov",
title = "On the asymptotic behavior of bubble date estimators",
journal = j-J-TIME-SER-ANAL,
volume = "44",
number = "4",
pages = "359--373",
month = jul,
year = "2023",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12672",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Fri Oct 13 10:29:16 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "13 November 2022",
}
@Article{Harvey:2023:RSM,
author = "Andrew Harvey and Dario Palumbo",
title = "Regime switching models for circular and linear time
series",
journal = j-J-TIME-SER-ANAL,
volume = "44",
number = "4",
pages = "374--392",
month = jul,
year = "2023",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12678",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Fri Oct 13 10:29:16 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "16 January 2023",
}
@Article{Aknouche:2023:ACP,
author = "Abdelhakim Aknouche and Stefanos Dimitrakopoulos",
title = "Autoregressive conditional proportion: a
multiplicative-error model for $ (0, 1)$-valued time
series",
journal = j-J-TIME-SER-ANAL,
volume = "44",
number = "4",
pages = "393--417",
month = jul,
year = "2023",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12679",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Fri Oct 13 10:29:16 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 January 2023",
}
@Article{Li:2023:GEC,
author = "Xiaoyan Li and Jiazhu Pan and Anchao Song",
title = "Geometric ergodicity and conditional self-weighted
{$M$}-estimator of a {GRCAR($p$)} model with
heavy-tailed errors",
journal = j-J-TIME-SER-ANAL,
volume = "44",
number = "4",
pages = "418--436",
month = jul,
year = "2023",
CODEN = "JTSADL",
DOI = "https://doi.org/10.1111/jtsa.12680",
ISSN = "0143-9782 (print), 1467-9892 (electronic)",
ISSN-L = "0143-9782",
bibdate = "Fri Oct 13 10:29:16 MDT 2023",
bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib",
acknowledgement = ack-nhfb,
ajournal = "J. Time Ser. Anal.",
fjournal = "Journal of Time Series Analysis",
journal-URL = "https://onlinelibrary.wiley.com/journal/14679892",
onlinedate = "19 January 2023",
}
