Journal of Time Series Analysis

Table of Contents

Volume 17 Issue 5 (September 1996)

425-531

Original Article

RANDOM SAMPLING ESTIMATION FOR ALMOST PERIODICALLY CORRELATED PROCESSES

  • Author: D. Dehay, V. Monsan
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1996.tb00286.x (p 425-445)

SPECTRAL MAXIMUM LIKELIHOOD ESTIMATION OF A SIGNAL‐TO‐NOISE RATIO LYING IN THE VICINITY OF ZERO

  • Author: F. Javier Fernández‐Macho
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1996.tb00287.x (p 447-459)

TESTING CHANGE‐POINTS IN THE EXPLOSIVE GAUSSIAN AUTOREGRESSIVE PROCESSES

  • Author: M. Raimondo
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1996.tb00288.x (p 461-480)

TESTING THE ORDER OF DIFFERENCING IN TIME SERIES REGRESSION

  • Author: Pentti Saikkonen, Ritva Luukkonen
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1996.tb00289.x (p 481-496)

AN OUTLIER TEST FOR TIME SERIES BASED ON A TWO‐SIDED PREDICTOR

  • Author: W. Schmid
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1996.tb00290.x (p 497-510)

OPTIMAL PREDICTION OF CATASTROPHES IN AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES

  • Author: A. Svensson, J. Holst, R. Lindquist, G. Lindgren
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1996.tb00291.x (p 511-531)

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