Wall, Kent D.; Stoffer, David S. A state space approach to bootstrapping conditional forecasts in ARMA models. (English) Zbl 1115.62101 J. Time Ser. Anal. 23, No. 6, 733-751 (2002). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M20 62G09 62F40 PDF BibTeX XML Cite \textit{K. D. Wall} and \textit{D. S. Stoffer}, J. Time Ser. Anal. 23, No. 6, 733--751 (2002; Zbl 1115.62101) Full Text: DOI
Truong-van, B.; Varachaud, P. Asymptotic laws of successive least squares estimates for seasonal ARIMA models and application. (English) Zbl 1117.62098 J. Time Ser. Anal. 23, No. 6, 707-731 (2002). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62E20 62P20 PDF BibTeX XML Cite \textit{B. Truong-van} and \textit{P. Varachaud}, J. Time Ser. Anal. 23, No. 6, 707--731 (2002; Zbl 1117.62098) Full Text: DOI
Ray, Bonnie K.; Tsay, Ruey S. Bayesian methods for change-point detection in long-range dependent processes. (English) Zbl 1114.62092 J. Time Ser. Anal. 23, No. 6, 687-705 (2002). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62F15 62M20 65C40 62P05 PDF BibTeX XML Cite \textit{B. K. Ray} and \textit{R. S. Tsay}, J. Time Ser. Anal. 23, No. 6, 687--705 (2002; Zbl 1114.62092) Full Text: DOI
Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti Comparison of unit root tests for time series with level shifts. (English) Zbl 1112.62095 J. Time Ser. Anal. 23, No. 6, 667-685 (2002). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62F99 PDF BibTeX XML Cite \textit{M. Lanne} et al., J. Time Ser. Anal. 23, No. 6, 667--685 (2002; Zbl 1112.62095) Full Text: DOI
Breitung, Jorg; Swanson, Norman R. Temporal aggregation and spurious instantaneous causality in multiple time series models. (English) Zbl 1113.62096 J. Time Ser. Anal. 23, No. 6, 651-665 (2002). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 65C05 PDF BibTeX XML Cite \textit{J. Breitung} and \textit{N. R. Swanson}, J. Time Ser. Anal. 23, No. 6, 651--665 (2002; Zbl 1113.62096) Full Text: DOI
Brailsford, T. J.; Penm, J. H. W.; Terrell, R. D. Selecting the forgetting factor in subset autoregressive modelling. (English) Zbl 1115.62083 J. Time Ser. Anal. 23, No. 6, 629-649 (2002). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 91B28 62M20 62P05 PDF BibTeX XML Cite \textit{T. J. Brailsford} et al., J. Time Ser. Anal. 23, No. 6, 629--649 (2002; Zbl 1115.62083) Full Text: DOI