Journal of Time Series Analysis

Table of Contents

Volume 18 Issue 1 (January 1997)

1-93

Original Article

AN OPTIMALITY CRITERION FOR AGGREGATING A SET OF TIME SERIES IN A COMPOSITE INDEX

  • Author: R. Baragona,  F. Carlucci
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00035 (p 1-9)

ROBUST BAYESIAN ESTIMATION OF AUTOREGRESSIVE‐‐MOVING‐AVERAGE MODELS

  • Author: Glen Barnett,  Robert Kohn,  Simon Sheather
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00036 (p 11-28)

A GENERAL TEST FOR UNIVARIATE SEASONALITY

  • Author: Rafael Flores,  Alfonso Novales
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00037 (p 29-48)

RATE OPTIMAL SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF THE GAUSSIAN TIME SERIES WITH LONG‐RANGE DEPENDENCE

  • Author: Liudas Giraitis,  Peter M. Robinson,  Alexander Samarov
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00038 (p 49-60)

A CENTRAL LIMIT THEOREM FOR m ( n ) AUTOCOVARIANCES

  • Author: Daniel M. Keenan
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/1467-9892.00039 (p 61-78)

ON SIMULATION OF A GAUSSIAN STATIONARY PROCESS

  • Author: T. C. Sun, Milton Chaika
  • Pub Online: Dec 26, 2001
  • DOI: 10.1111/1467-9892.00040 (p 79-93)

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