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%%% ====================================================================
%%%  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.",
%%%  }
%%% ====================================================================
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%%% ====================================================================
%%% 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",
}