%%% -*-BibTeX-*- %%% ==================================================================== %%% BibTeX-file{ %%% author = "Nelson H. F. Beebe", %%% version = "1.12", %%% date = "12 October 2024", %%% time = "08:43:38 MDT", %%% filename = "jtimeseranal.bib", %%% address = "University of Utah %%% Department of Mathematics, 110 LCB %%% 155 S 1400 E RM 233 %%% Salt Lake City, UT 84112-0090 %%% USA", %%% telephone = "+1 801 581 5254", %%% FAX = "+1 801 581 4148", %%% URL = "https://www.math.utah.edu/~beebe", %%% checksum = "52722 42508 160233 1626368", %%% email = "beebe at math.utah.edu, beebe at acm.org, %%% beebe at computer.org (Internet)", %%% codetable = "ISO/ASCII", %%% keywords = "bibliography; BibTeX; Journal of Time Series %%% Analysis", %%% license = "public domain", %%% supported = "yes", %%% docstring = "This is a COMPLETE bibliography of the %%% Journal of Time Series Analysis (CODEN %%% JTSADL, ISSN 0143-9782 (print), 1467-9892 %%% (electronic)), published by Wiley. %%% Publication began with volume 1, number 1, in %%% January 1980, and the journal appeared with %%% two issues per year, then four, and, from %%% volume 13 in 1992, six per annual volume. %%% %%% The journal has a Web site at %%% %%% https://onlinelibrary.wiley.com/journal/14679892 %%% %%% At version 1.12, the COMPLETE year coverage %%% looked like this: %%% %%% 1980 ( 13) 1995 ( 41) 2010 ( 44) %%% 1981 ( 18) 1996 ( 35) 2011 ( 57) %%% 1982 ( 25) 1997 ( 39) 2012 ( 74) %%% 1983 ( 22) 1998 ( 48) 2013 ( 57) %%% 1984 ( 20) 1999 ( 48) 2014 ( 38) %%% 1985 ( 22) 2000 ( 39) 2015 ( 51) %%% 1986 ( 25) 2001 ( 44) 2016 ( 57) %%% 1987 ( 42) 2002 ( 36) 2017 ( 57) %%% 1988 ( 33) 2003 ( 43) 2018 ( 63) %%% 1989 ( 27) 2004 ( 55) 2019 ( 59) %%% 1990 ( 27) 2005 ( 59) 2020 ( 58) %%% 1991 ( 26) 2006 ( 48) 2021 ( 46) %%% 1992 ( 35) 2007 ( 43) 2022 ( 55) %%% 1993 ( 47) 2008 ( 54) 2023 ( 44) %%% 1994 ( 47) 2009 ( 37) 2024 ( 45) %%% %%% Article: 1903 %%% %%% Total entries: 1903 %%% %%% Entries for this bibliography have been %%% derived primarily from data at the publisher %%% Web site, but have been augmented by data %%% from the BibNet Project and TeX User Group %%% bibliography archives. %%% %%% Numerous errors in the sources noted above %%% have been corrected. In particular, all %%% titles are uppercased in publisher Web pages %%% up to volume 18, number 2; that causes %%% serious loss of information, and letter %%% casing has been corrected in this %%% bibliography. Spelling has been verified %%% with the UNIX spell and GNU ispell programs %%% using the exception dictionary stored in the %%% companion file with extension .sok. BibTeX %%% citation tags are uniformly chosen as %%% name:year:abbrev, where name is the family %%% name of the first author or editor, year is a %%% 4-digit number, and abbrev is a 3-letter %%% condensation of important title %%% words. Citation tags were automatically %%% generated by software developed for the %%% BibNet Project. In this bibliography, %%% entries are sorted in publication order using %%% bibsort -byvolume. %%% %%% The checksum field above contains a CRC-16 %%% checksum as the first value, followed by the %%% equivalent of the standard UNIX wc (word %%% count) utility output of lines, words, and %%% characters. This is produced by Robert %%% Solovay's checksum utility.", %%% } %%% ==================================================================== @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" } %%% ==================================================================== %%% Acknowledgement abbreviations: @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/|"} %%% ==================================================================== %%% Journal abbreviations: @String{j-J-TIME-SER-ANAL = "Journal of Time Series Analysis"} %%% ==================================================================== %%% Bibliography entries, sorted in publication order with ``bibsort %%% --byvolume'': @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", note = "See corrigendum \cite{Takabatake:2024:CEB}.", 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:EAa, 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", } @Article{Anonymous:2023:IIe, author = "Anonymous", title = "Issue Information", journal = j-J-TIME-SER-ANAL, volume = "44", number = "5-6", pages = "437--438", month = sep, year = "2023", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12711", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:38 MDT 2024", 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 August 2023", } @Article{Taylor:2023:EAb, author = "Robert Taylor", title = "Editorial Announcement", journal = j-J-TIME-SER-ANAL, volume = "44", number = "5-6", pages = "439--439", month = sep, year = "2023", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12715", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:38 MDT 2024", 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 July 2023", } @Article{Hallin:2023:SIJ, author = "Marc Hallin and Yoshihide Kakizawa and Hira Koul", title = "Special Issue of the {{\booktitle{Journal of Time Series Analysis}}} in Honor of {Professor Masanobu Taniguchi}", journal = j-J-TIME-SER-ANAL, volume = "44", number = "5-6", pages = "440--441", month = sep, year = "2023", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12710", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:38 MDT 2024", 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 2023", } @Article{Bhattacharjee:2023:WPC, author = "Monika Bhattacharjee and Nilanjan Chakraborty and Hira L. Koul", title = "Weighted $ l_1$-Penalized Corrected Quantile Regression for High-Dimensional Temporally Dependent Measurement Errors", journal = j-J-TIME-SER-ANAL, volume = "44", number = "5-6", pages = "442--473", month = sep, year = "2023", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12703", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:38 MDT 2024", 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 June 2023", } @Article{Dai:2023:TCP, author = "Shan Dai and Ngai Hang Chan", title = "Testing of Constant Parameters for Semi-Parametric Functional Coefficient Models with Integrated Covariates", journal = j-J-TIME-SER-ANAL, volume = "44", number = "5-6", pages = "474--486", month = sep, year = "2023", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12709", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:38 MDT 2024", 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 July 2023", } @Article{Davis:2023:CMT, author = "Richard A. Davis and Leon Fernandes and Konstantinos Fokianos", title = "Clustering multivariate time series using energy distance", journal = j-J-TIME-SER-ANAL, volume = "44", number = "5-6", pages = "487--504", month = sep, year = "2023", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12688", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:38 MDT 2024", 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{Dette:2023:DRC, author = "Holger Dette and Pascal Quanz", title = "Detecting relevant changes in the spatiotemporal mean function", journal = j-J-TIME-SER-ANAL, volume = "44", number = "5-6", pages = "505--532", month = sep, year = "2023", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12674", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:38 MDT 2024", 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 December 2022", } @Article{Francq:2023:OEF, author = "Christian Francq and Jean-Michel Zako{\"\i}an", title = "Optimal estimating function for weak location-scale dynamic models", journal = j-J-TIME-SER-ANAL, volume = "44", number = "5-6", pages = "533--555", month = sep, year = "2023", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12684", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:38 MDT 2024", 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 March 2023", } @Article{Giraitis:2023:EUS, author = "Liudas Giraitis and Fulvia Marotta", title = "Estimation on unevenly spaced time series", journal = j-J-TIME-SER-ANAL, volume = "44", number = "5-6", pages = "556--577", month = sep, year = "2023", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12704", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:38 MDT 2024", 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 June 2023", } @Article{Hallin:2023:FMH, author = "Marc Hallin and Gilles Nisol and Shahin Tavakoli", title = "Factor models for high-dimensional functional time series {I}: Representation results", journal = j-J-TIME-SER-ANAL, volume = "44", number = "5-6", pages = "578--600", month = sep, year = "2023", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12676", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:38 MDT 2024", 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 December 2022", } @Article{Tavakoli:2023:FMH, author = "Shahin Tavakoli and Gilles Nisol and Marc Hallin", title = "Factor models for high-dimensional functional time series {II}: Estimation and forecasting", journal = j-J-TIME-SER-ANAL, volume = "44", number = "5-6", pages = "601--621", month = sep, year = "2023", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12675", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:38 MDT 2024", 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 December 2022", } @Article{Hsu:2023:TSC, author = "Nan-Jung Hsu and Lai Heng Sim and Ruey S. Tsay", title = "Testing for symmetric correlation matrices with applications to factor models", journal = j-J-TIME-SER-ANAL, volume = "44", number = "5-6", pages = "622--643", month = sep, year = "2023", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12702", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:38 MDT 2024", 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 = "14 June 2023", } @Article{Lee:2023:BRC, author = "Sangyeol Lee and Minyoung Jo", title = "Bivariate random coefficient integer-valued autoregressive models: Parameter estimation and change point test", journal = j-J-TIME-SER-ANAL, volume = "44", number = "5-6", pages = "644--666", month = sep, year = "2023", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12662", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:38 MDT 2024", 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 July 2022", } @Article{Pena:2023:TAC, author = "Daniel Pe{\~n}a and Ruey S. Tsay", title = "A testing approach to clustering scalar time series", journal = j-J-TIME-SER-ANAL, volume = "44", number = "5-6", pages = "667--685", month = sep, year = "2023", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12706", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:38 MDT 2024", 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 June 2023", } @Article{Tjostheim:2023:SRT, author = "Dag Tj{\o}stheim and Martin Jullum and Anders L{\o}land", title = "Some recent trends in embeddings of time series and dynamic networks", journal = j-J-TIME-SER-ANAL, volume = "44", number = "5-6", pages = "686--709", month = sep, year = "2023", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12677", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:38 MDT 2024", 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 January 2023", } @Article{Anonymous:2024:IIa, author = "Anonymous", title = "Issue Information", journal = j-J-TIME-SER-ANAL, volume = "45", number = "1", pages = "1--2", month = jan, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12694", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:39 MDT 2024", 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 December 2023", } @Article{Taylor:2024:EAJ, author = "Robert Taylor", title = "Editorial announcement: {{\booktitle{Journal of Time Series Analysis}}} {Distinguished Authors 2023}", journal = j-J-TIME-SER-ANAL, volume = "45", number = "1", pages = "3--3", month = jan, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12724", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:39 MDT 2024", 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 September 2023", } @Article{Aknouche:2024:MTB, author = "Abdelhakim Aknouche and Manuel G. Scotto", title = "A multiplicative thinning-based integer-valued {GARCH} model", journal = j-J-TIME-SER-ANAL, volume = "45", number = "1", pages = "4--26", month = jan, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12682", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:39 MDT 2024", 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 March 2023", } @Article{Holmes:2024:MPO, author = "Mark Holmes and Ivan Kojadinovic and Alex Verhoijsen", title = "Multi-purpose open-end monitoring procedures for multivariate observations based on the empirical distribution function", journal = j-J-TIME-SER-ANAL, volume = "45", number = "1", pages = "27--56", month = jan, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12683", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:39 MDT 2024", 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 March 2023", } @Article{Hoyos:2024:FOC, author = "Milena Hoyos", title = "A first order continuous time {VAR} with random coefficients", journal = j-J-TIME-SER-ANAL, volume = "45", number = "1", pages = "57--77", month = jan, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12685", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:39 MDT 2024", 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 March 2023", } @Article{Xia:2024:IHD, author = "Jiaqi Xia and Yu Chen and Xiao Guo", title = "Inference for high-dimensional linear models with locally stationary error processes", journal = j-J-TIME-SER-ANAL, volume = "45", number = "1", pages = "78--102", month = jan, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12686", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:39 MDT 2024", 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 March 2023", } @Article{Bardet:2024:NEL, author = "Jean-Marc Bardet", title = "A new estimator for {LARCH} processes", journal = j-J-TIME-SER-ANAL, volume = "45", number = "1", pages = "103--132", month = jan, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12689", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:39 MDT 2024", 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{Nishi:2024:SLM, author = "Mikihito Nishi and Eiji Kurozumi", title = "Stochastic local and moderate departures from a unit root and its application to unit root testing", journal = j-J-TIME-SER-ANAL, volume = "45", number = "1", pages = "133--157", month = jan, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12691", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:39 MDT 2024", 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 May 2023", } @Article{Takabatake:2024:CEB, author = "Tetsuya Takabatake", title = "Corrigendum: Error bounds and asymptotic expansions for {Toeplitz} product functionals of unbounded spectra", journal = j-J-TIME-SER-ANAL, volume = "45", number = "1", pages = "158--160", month = jan, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12690", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:39 MDT 2024", bibsource = "https://www.math.utah.edu/pub/tex/bib/jtimeseranal.bib", note = "See \cite{Lieberman:2004:EBA}.", 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 2023", } @Article{Anonymous:2024:IIb, author = "Anonymous", title = "Issue Information", journal = j-J-TIME-SER-ANAL, volume = "45", number = "2", pages = "161--162", month = mar, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12695", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:40 MDT 2024", 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 2024", } @Article{Taylor:2024:CPS, author = "Robert Taylor", title = "Call for Papers: Special Issue on Recent Developments in Time Series Methods for Detecting Bubbles and Crashes", journal = j-J-TIME-SER-ANAL, volume = "45", number = "2", pages = "163--163", month = mar, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12708", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:40 MDT 2024", 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 June 2023", } @Article{Mainassara:2024:PTP, author = "Y. Boubacar Ma{\"\i}nassara and A. Ilmi Amir", title = "Portmanteau tests for periodic {ARMA} models with dependent errors", journal = j-J-TIME-SER-ANAL, volume = "45", number = "2", pages = "164--188", month = mar, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12692", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:40 MDT 2024", 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 May 2023", } @Article{Wang:2024:NKM, author = "Tao Wang", title = "Nonlinear kernel mode-based regression for dependent data", journal = j-J-TIME-SER-ANAL, volume = "45", number = "2", pages = "189--213", month = mar, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12700", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:40 MDT 2024", 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 May 2023", } @Article{Li:2024:CBS, author = "Yifan Li", title = "Correcting the bias of the sample cross-covariance estimator", journal = j-J-TIME-SER-ANAL, volume = "45", number = "2", pages = "214--247", month = mar, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12701", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:40 MDT 2024", 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 May 2023", } @Article{Johansen:2024:ACE, author = "S{\o}ren Johansen and Anders Rygh Swensen", title = "Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models", journal = j-J-TIME-SER-ANAL, volume = "45", number = "2", pages = "248--268", month = mar, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12705", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:40 MDT 2024", 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 2023", } @Article{Zhang:2024:MCV, author = "Lin Zhang and Harry Joe and Natalia Nolde", title = "Margin-closed vector autoregressive time series models", journal = j-J-TIME-SER-ANAL, volume = "45", number = "2", pages = "269--297", month = mar, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12712", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:40 MDT 2024", 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 2023", } @Article{Meintanis:2024:GFT, author = "Simos Meintanis and Bojana Milosevi{\'c} and Marko Obradovi{\'c} and Mirjana Veljovi{\'c}", title = "Goodness-of-fit tests for the multivariate {Student}-$t$ distribution based on i.i.d. data, and for {GARCH} observations", journal = j-J-TIME-SER-ANAL, volume = "45", number = "2", pages = "298--319", month = mar, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12713", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:40 MDT 2024", 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 August 2023", } @Article{Seo:2024:FPC, author = "Won-Ki Seo", title = "Functional principal component analysis for cointegrated functional time series", journal = j-J-TIME-SER-ANAL, volume = "45", number = "2", pages = "320--330", month = mar, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12707", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:40 MDT 2024", 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 June 2023", } @Article{Anonymous:2024:IIc, author = "Anonymous", title = "Issue Information", journal = j-J-TIME-SER-ANAL, volume = "45", number = "3", pages = "331--332", month = may, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12696", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:40 MDT 2024", 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 April 2024", } @Article{Zhou:2024:SJ, author = "Weilian Zhou and Soumendra Lahiri", title = "Stationary Jackknife", journal = j-J-TIME-SER-ANAL, volume = "45", number = "3", pages = "333--360", month = may, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12714", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:40 MDT 2024", 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 August 2023", } @Article{Anastasiou:2024:WDB, author = "Andreas Anastasiou and Tobias Kley", title = "{Wasserstein} distance bounds on the normal approximation of empirical autocovariances and cross-covariances under non-stationarity and stationarity", journal = j-J-TIME-SER-ANAL, volume = "45", number = "3", pages = "361--375", month = may, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12716", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:40 MDT 2024", 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 August 2023", } @Article{Lin:2024:VLD, author = "Yuchang Lin and Qianqian Zhu", title = "On vector linear double autoregression", journal = j-J-TIME-SER-ANAL, volume = "45", number = "3", pages = "376--397", month = may, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12717", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:40 MDT 2024", 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 August 2023", } @Article{Zhang:2024:AAM, author = "Hong-Fan Zhang", title = "Additive autoregressive models for matrix valued time series", journal = j-J-TIME-SER-ANAL, volume = "45", number = "3", pages = "398--420", month = may, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12718", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:40 MDT 2024", 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 August 2023", } @Article{Achard:2024:LWE, author = "Sophie Achard and Ir{\`e}ne Gannaz", title = "Local {Whittle} estimation with (quasi-)analytic wavelets", journal = j-J-TIME-SER-ANAL, volume = "45", number = "3", pages = "421--443", month = may, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12719", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:40 MDT 2024", 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 September 2023", } @Article{Tseng:2024:GCT, author = "Neng-Fang Tseng and Ying-Chao Hung and Junji Nakano", title = "{Granger} causality tests based on reduced variable information", journal = j-J-TIME-SER-ANAL, volume = "45", number = "3", pages = "444--462", month = may, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12720", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:40 MDT 2024", 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 2023", } @Article{Zhang:2024:STM, author = "Xinyu Zhang and Dong Li", title = "Smooth transition moving average models: Estimation, testing, and computation", journal = j-J-TIME-SER-ANAL, volume = "45", number = "3", pages = "463--478", month = may, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12721", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:40 MDT 2024", 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 September 2023", } @Article{Cho:2024:MCP, author = "Haeran Cho and Piotr Fryzlewicz", title = "Multiple change point detection under serial dependence: Wild contrast maximisation and gappy {Schwarz} algorithm", journal = j-J-TIME-SER-ANAL, volume = "45", number = "3", pages = "479--494", month = may, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12722", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Tue May 28 13:25:40 MDT 2024", 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 September 2023", } @Article{Anonymous:2024:IId, author = "Anonymous", title = "Issue Information", journal = j-J-TIME-SER-ANAL, volume = "45", number = "4", pages = "495--496", month = jul, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12697", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Sat Oct 12 08:40:34 MDT 2024", 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 June 2024", } @Article{Baek:2024:TCP, author = "Changryong Baek and Piotr Kokoszka and Xiangdong Meng", title = "Test of change point versus long-range dependence in functional time series", journal = j-J-TIME-SER-ANAL, volume = "45", number = "4", pages = "497--512", month = jul, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12723", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Sat Oct 12 08:40:34 MDT 2024", 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 September 2023", } @Article{Jiang:2024:NCQ, author = "Rong Jiang and Siu Kai Choy and Keming Yu", title = "Non-crossing quantile double-autoregression for the analysis of streaming time series data", journal = j-J-TIME-SER-ANAL, volume = "45", number = "4", pages = "513--532", month = jul, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12725", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Sat Oct 12 08:40:34 MDT 2024", 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 October 2023", } @Article{Yuan:2024:HFB, author = "Huiling Yuan and Kexin Lu and Guodong Li and Junhui Wang", title = "High-Frequency-Based Volatility Model with Network Structure", journal = j-J-TIME-SER-ANAL, volume = "45", number = "4", pages = "533--557", month = jul, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12726", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Sat Oct 12 08:40:34 MDT 2024", 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 2023", } @Article{Song:2024:ANB, author = "Yuping Song and Min Zhu and Jiawei Qiu", title = "Asymptotic Normality of Bias Reduction Estimation for Jump Intensity Function in Financial Markets", journal = j-J-TIME-SER-ANAL, volume = "45", number = "4", pages = "558--583", month = jul, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12727", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Sat Oct 12 08:40:34 MDT 2024", 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 = "14 November 2023", } @Article{Armillotta:2024:CNA, author = "Mirko Armillotta and Konstantinos Fokianos", title = "Count network autoregression", journal = j-J-TIME-SER-ANAL, volume = "45", number = "4", pages = "584--612", month = jul, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12728", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Sat Oct 12 08:40:34 MDT 2024", 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 December 2023", } @Article{Fu:2024:SIG, author = "Jin Yu Fu and Jin Guan Lin and Guangying Liu and Hong Xia Hao", title = "Statistical inference for {GQARCH--It{\^o}}-jumps model based on the realized range volatility", journal = j-J-TIME-SER-ANAL, volume = "45", number = "4", pages = "613--638", month = jul, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12729", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Sat Oct 12 08:40:34 MDT 2024", 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 December 2023", } @Article{Shiraishi:2024:TSQ, author = "Hiroshi Shiraishi and Tomoshige Nakamura and Ryotato Shibuki", title = "Time Series Quantile Regression Using Random Forests", journal = j-J-TIME-SER-ANAL, volume = "45", number = "4", pages = "639--659", month = jul, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12731", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Sat Oct 12 08:40:34 MDT 2024", 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 January 2024", } @Article{Andric:2024:NEC, author = "Vladimir Andric and Sanja Nenadovic", title = "A note on the embeddability conditions in the case of integrated {$ {\rm CARMA}(2, 1) $} stochastic process with single and double zero roots", journal = j-J-TIME-SER-ANAL, volume = "45", number = "4", pages = "660--668", month = jul, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12730", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Sat Oct 12 08:40:34 MDT 2024", 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 2024", } @Article{Anonymous:2024:IIe, author = "Anonymous", title = "Issue Information", journal = j-J-TIME-SER-ANAL, volume = "45", number = "5", pages = "669--670", month = sep, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12698", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Sat Oct 12 08:40:34 MDT 2024", 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 August 2024", } @Article{Mhatre:2024:TLM, author = "Nehali Mhatre and Daniel Cooley", title = "Transformed-Linear Models for Time Series Extremes", journal = j-J-TIME-SER-ANAL, volume = "45", number = "5", pages = "671--690", month = sep, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12732", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Sat Oct 12 08:40:34 MDT 2024", 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 February 2024", } @Article{Lohmeyer:2024:CAI, author = "Jan Lohmeyer and Franz Palm and Jean-Pierre Urbain", title = "Consistency of averaged impulse response estimators in vector autoregressive models", journal = j-J-TIME-SER-ANAL, volume = "45", number = "5", pages = "691--713", month = sep, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12733", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Sat Oct 12 08:40:34 MDT 2024", 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 February 2024", } @Article{Zhang:2024:SAI, author = "Shibin Zhang", title = "Statistical analysis of irregularly spaced spatial data in frequency domain", journal = j-J-TIME-SER-ANAL, volume = "45", number = "5", pages = "714--738", month = sep, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12735", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Sat Oct 12 08:40:34 MDT 2024", 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 February 2024", } @Article{Ghodrati:2024:DAI, author = "Laya Ghodrati and Victor M. Panaretos", title = "On distributional autoregression and iterated transportation", journal = j-J-TIME-SER-ANAL, volume = "45", number = "5", pages = "739--770", month = sep, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12736", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Sat Oct 12 08:40:34 MDT 2024", 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 February 2024", } @Article{Giordano:2024:TSD, author = "Francesco Giordano and Marcella Niglio and Maria Lucia Parrella", title = "Testing Spatial Dynamic Panel Data Models with Heterogeneous Spatial and Regression Coefficients", journal = j-J-TIME-SER-ANAL, volume = "45", number = "5", pages = "771--799", month = sep, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12738", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Sat Oct 12 08:40:34 MDT 2024", 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 February 2024", } @Article{Wu:2024:BPI, author = "Kejin Wu and Dimitris N. Politis", title = "Bootstrap prediction inference of nonlinear autoregressive models", journal = j-J-TIME-SER-ANAL, volume = "45", number = "5", pages = "800--822", month = sep, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12739", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Sat Oct 12 08:40:34 MDT 2024", 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 April 2024", } @Article{Ip:2024:ICT, author = "Man Fai Ip and Kin Wai Chan", title = "Inference in Coarsened Time Series via Generalized Method of Moments", journal = j-J-TIME-SER-ANAL, volume = "45", number = "5", pages = "823--846", month = sep, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12740", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Sat Oct 12 08:40:34 MDT 2024", 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 2024", } @Article{Reichold:2024:RBN, author = "Karsten Reichold", title = "A residual-based nonparametric variance ratio no-cointegration test", journal = j-J-TIME-SER-ANAL, volume = "45", number = "5", pages = "847--856", month = sep, year = "2024", CODEN = "JTSADL", DOI = "https://doi.org/10.1111/jtsa.12734", ISSN = "0143-9782 (print), 1467-9892 (electronic)", ISSN-L = "0143-9782", bibdate = "Sat Oct 12 08:40:34 MDT 2024", 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 February 2024", }