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

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  Año 2006, Número 1

  • Properties of higher order stochastic cycles

    Thomas M. Trimbur

    págs. 1-17

    

  • Minimum ¿-divergence estimation for arch models

    Masanobu Taniguchi, S. Ajay Chandra

    págs. 19-39

    

  • The effect of observations on Bayesian choice of an autoregressive model

    L. I. Pettit, K. D. S. Young

    págs. 41-50

    

  • Uniform Limit Theory for Stationary Autoregression

    Peter C. B. Phillips, Liudas Giraitis

    págs. 51-60

    

  • Estimation in Random Coefficient Autoregressive Models

    Alexander Aue, Josef G. Steinebach, Lajos Horváth

    págs. 61-76

    

  • An Approximate Innovation Method For The Estimation Of Diffusion Processes From Discrete Data

    J. C. Jimenez, T. Ozaki

    págs. 77-97

    

  • Bayesian Model Uncertainty In Smooth Transition Autoregressions

    Hedibert F. Lopes, Esther Salazar

    págs. 99-117

    

  • Median-unbiased Estimation and Exact Inference Methods for First-order Autoregressive Models with Conditional Heteroscedasticity of Unknown Form

    Richard Luger

    págs. 119-128

    

  • A Shrinked Forecast in Stationary Processes Favouring Percentage Error

    Key Il Shin, Heungsun Park

    págs. 129-139

    

  • A Bayesian Approach to Modelling Graphical Vector Autoregressions

    Jukka Corander, Mattias Villani

    págs. 141-156