Journal of Time Series Analysis

Table of Contents

Volume 18 Issue 6 (November 1997)

535-664

Original Article

On Bartlett’s Formula for Non‐linear Processes

  • Author: Alain Berlinet, Christian Francq
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00067 (p 535-552)

On White Noises Driven by Hidden Markov Chains

  • Author: Christian Francq, Michel Roussignol
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00068 (p 553-578)

Iterative Least Squares Estimation and Identification of the Transfer Function Model

  • Author: Daniel Muller, William W. S. Wei
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00069 (p 579-592)

Bayesian Models for Non‐linear Autoregressions

  • Author: Peter Müller, Mike West, Steven MacEachern
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00070 (p 593-614)

A Test of Linearity for Functional Autoregressive Models

  • Author: Jean‐Michel Poggi, Bruno Portier
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00071 (p 615-639)

Consistency of Frequency Estimates Based on the Wavelet Transform

  • Author: Ritei Shibata, Mutsumi Takagiwa
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00072 (p 641-662)

Index

Journal of Time Series Analysis: Index to Volume 18 1997

  • Author:
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/1467-9892.00073 (p 663-664)

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