Journal of Time Series Analysis

Table of Contents

Volume 17 Issue 4 (July 1996)

323-424

Original Article

HIGHER ORDER MOMENTS OF SAMPLE AUTOCOVARIANCES AND SAMPLE AUTOCORRELATIONS FROM AN INDEPENDENT TIME SERIES

  • Author: Oliver D. Anderson, Zhao‐Guo Chen
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1996.tb00280.x (p 323-331)

RECURSIVE COMPUTATION OF THE PARAMETERS OF PERIODIC AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES

  • Author: Georgi N. Boshnakov
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1996.tb00281.x (p 333-349)

ON LOW AND HIGH FREQUENCY ESTIMATION

  • Author: Dawei Huang
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1996.tb00282.x (p 351-365)

THIRD‐ORDER ASYMPTOTIC PROPERTIES OF ESTIMATORS IN GAUSSIAN ARMA PROCESSES WITH UNKNOWN MEAN

  • Author: Yoshihide Kakizawa
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1996.tb00283.x (p 367-377)

THE EXACT ERROR IN ESTIMATING THE SPECTRAL DENSITY AT THE ORIGIN

  • Author: Serena Ng, Pierre Perron
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1996.tb00284.x (p 379-408)

INITIALIZATION OF THE KALMAN FILTER WITH PARTIALLY DIFFUSE INITIAL CONDITIONS

  • Author: Ralph D. Snyder, Grant R. Saligari
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1996.tb00285.x (p 409-424)

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