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

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  Año 2005, Número 6

  • Stationary Autoregressive Models via a Bayesian Nonparametric Approach

    Ramsés H. Mena, Stephen G. Walker

    págs. 789-805

    

  • Explosive Random-Coefficient AR(1) Processes and Related Asymptotics for Least-Squares Estimation

    S. Y. Hwang, I. V. Basawa

    págs. 807-824

    

  • Maximum Likelihood Estimation for a First-Order Bifurcating Autoregressive Process with Exponential Errors

    J. Zhou, I. V. Basawa

    págs. 825-842

    

  • On Parameter Estimation for Exponential Dispersion Arma Models

    Dingan Feng, Peter X. K. Song

    págs. 843-862

    

  • Efficient Estimation of Seasonal Long-Range-Dependent Processes

    Wilfredo Palma, Ngai Hang Chan

    págs. 863-892

    

  • Bootstrap Approximation to Prediction MSE for State¿Space Models with Estimated Parameters

    Richard Tiller, Danny Pfeffermann

    págs. 893-916

    

  • Random Walks with Drift ¿ A Sequential Approach

    Ansgar Steland

    págs. 917-942

    

  • Online Early Announcement

    pág. 943

    

  • Journal of Time Series Analysis

    págs. 945-946