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Wiley InterScience

JOURNALS

Journal of Time Series Analysis

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Volume 31 Issue 1 (January 2010)

Original Articles

Bayesian analysis of multivariate Gaussian hidden Markov models with an unknown number of regimes (p 1-11)
Luigi Spezia
Published Online: Nov 9 2009 9:03PM
DOI: 10.1111/j.1467-9892.2009.00635.x

Abstract | References | Full Text: HTML, PDF (Size: 891K)
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Treating missing values in INAR(1) models: An application to syndromic surveillance data (p 12-19)
Jonas Andersson, Dimitris Karlis
Published Online: Nov 17 2009 12:52AM
DOI: 10.1111/j.1467-9892.2009.00636.x

Abstract | References | Full Text: HTML, PDF (Size: 896K)
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On the properties of the periodogram of a stationary long-memory process over different epochs with applications (p 20-36)
Valdério A. Reisen, Eric Moulines, Philippe Soulier, Glaura C. Franco
Published Online: Dec 16 2009 8:54PM
DOI: 10.1111/j.1467-9892.2009.00637.x

Abstract | References | Full Text: HTML, PDF (Size: 970K)
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Local Whittle estimation of the memory parameter in presence of deterministic components (p 37-49)
Fabrizio Iacone
Published Online: Dec 16 2009 8:54PM
DOI: 10.1111/j.1467-9892.2009.00638.x

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Postmodel selection estimators of variance function for nonlinear autoregression (p 50-63)
Piotr Borkowski, Jan Mielniczuk
Published Online: Dec 16 2009 8:54PM
DOI: 10.1111/j.1467-9892.2009.00639.x

Abstract | References | Full Text: HTML, PDF (Size: 841K)
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Book Review

Handbook of Financial Time Series (p 64-64)
Suhasini Subba Rao
Published Online: Nov 19 2009 8:44PM
DOI: 10.1111/j.1467-9892.2009.00640.x

Abstract | Full Text: HTML, PDF (Size: 430K)
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Journal of Time Series Analysis

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