Journal of Time Series Analysis

Table of Contents

Volume 18 Issue 2 (March 1997)

95-212

Original Article

NON‐PARAMETRIC ESTIMATION WITH STRONGLY DEPENDENT MULTIVARIATE TIME SERIES

  • Author: Javier Hidalgo
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/1467-9892.00041 (p 95-122)

TESTING FOR CYCLICAL NON‐STATIONARITY IN AUTOREGRESSIVE PROCESSES

  • Author: Robert M. Kunst
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00042 (p 123-135)

CONSISTENCY OF THE AVERAGED CROSS‐PERIODOGRAM IN LONG MEMORY SERIES

  • Author: Ignacio N. Lobato
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00043 (p 137-155)

ESTIMATION OF THE COEFFICIENTS OF A MULTIVARIATE LINEAR FILTER USING THE INNOVATIONS ALGORITHM

  • Author: Heather Mitchell,  Peter Brockwell
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00044 (p 157-179)

FREQUENCY DOMAIN TESTS OF MULTIVARIATE GAUSSIANITY AND LINEARITY

  • Author: Woon Wong
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00045 (p 181-194)

PROJECTION MODULUS: A NEW DIRECTION FOR SELECTING SUBSET AUTOREGRESSIVE MODELS

  • Author: Xichuan Zhang,  R. Deane Terrell
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00046 (p 195-212)

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