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	题名	作者	年代	出处	被引量
1	Second-order noncausality in multivariate GARCH processes显示文摘	Lieberman O	2000	Journal of Time Series Analysis2000，21，5：	1
2	Long-rang Dependence:Revisiting Aggregation with Wavelets显示文摘	Abry P Veitch D Flandrin P	1998	Journal of Time Series Analysis1998，19，：	1
3	The Stability of the AR(1) Process with an AR(I) Coefficient 显示文摘	Weiss A A	1985	Journal of Time Series Analysis1985，6，3：	1
4	The estimation and application of long memory time series model显示文摘	PORTER-HUDAK S	1983	Journal of Time Series Analysis1983，4，：	1
5	Real exchange rates may have nonlinear trends 显示文摘	Cushman D	2008	Journal of Time Series Analysis2008，，22：	1
6	A Random Parameter Process for Modeling and Forecasting Time Series 显示文摘	Guyton D A Zhang N F Foutz R V	1986	Journal of Time Series Analysis1986，7，2：	1
7	Power of the neural networklinearity test显示文摘	Terasvirta T Lin C F Granger C W J	1993	Journal of Time Series Analysis1993，，14：	1
8	Testing for Gaussianity and lineari ty of a stationary time series显示文摘	Melvin J Hinich	1982	Journal of Time Se- ries Analysis1982，3，13：	1
9	Bayesian Anglysis of Antoregressive Time Series Via the Bibbs Sampler显示文摘	McCulloch R E Tsay R S	1994	Journal of Time Series Analysis1994，，15：	1
10	Least-Squares Estimation of an Unknown Number of Shifts in a Time Series显示文摘	LavieUe M IVbulines E	2000	Journal of Time Series Analysis2000，21，1：	1
11	Multivariate modeling of the autoregressive random variance process显示文摘	Lam W K	1997	Journal of Time Series Analysis1997，，：	1
12	Recursive mean adjustment for unit root tests显示文摘	Shin D W Beong Soo So	2001	Journal of Time Series Analysis2001，22，5：	1
13	Nonlinear transformation of intrgrated time series: a reconsideration 显示文摘	Corradi V	1995	Journal of Time Series Analysis1995，16，6：	1
14	Inference for pth-Order Random Coefficient Integer- Valued Autoregressive Processes显示文摘	ZHENG Haitao Basawa I V Datta S	2006	Journal of Time Series Analysis2006，27，1：	1
15	Non-parametric approach in time series analysis显示文摘	Taniguchi M Kondo M	1993	Journal of Time Series Analysis1993，14，：	1
16	Quasi-maximum Likelihood Estimation of Periodic GARCH and Perodic AR- MA-GARCH Processes显示文摘	Bibi A Aknouche A	2008	Journal of Time Series Analysis2008，30，1：	1
17	Range Unit-Root (RUR) Tests: Robust Against Nonlinearities, Error Distributions, Structural Breaks and Outliers显示文摘	Aparicio F Escribano A Sipols A E	2006	Journal of Time Series Analysis2006，27，4：	1
18	Estimation of the period of periodically correlated sequences显示文摘	Mart in EKD Kedem B	1993	Journal Of Time Series Analysis1993，14，19：	1
19	Statistical analysis of economic time series via Markov switching models 显示文摘	McCulloch R E Tsay R S	1994	Journal of time series analysis1994，15，5：	1
20	A stationary test with an unknown number of smooth breaks显示文摘	Becker R	2006	Journal of Time Series Analysis2006，，27：	1

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