Journal of Time Series Analysis

Table of Contents

Volume 17 Issue 3 (May 1996)

221-321

Original Article

UNIT ROOTS IN PERIODIC AUTOREGRESSIONS

  • Author: H. Peter Boswijk, Philip Hans Franses
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1996.tb00274.x (p 221-245)

LOCALLY ADAPTIVE LAG‐WINDOW SPECTRAL ESTIMATION

  • Author: Peter Bühlmann
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1996.tb00275.x (p 247-270)

TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION

  • Author: Miguel A. Delgado
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1996.tb00276.x (p 271-285)

SOME PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN THE SIMULTANEOUS SWITCHING AUTOREGRESSIVE MODEL

  • Author: Seisho Sato, Naoto Kunitomo
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1996.tb00277.x (p 287-307)

TESTING FOR A UNIT ROOT IN AN AR(1) TIME SERIES USING IRREGULARLY OBSERVED DATA

  • Author: Dong Wan Shin, Sahadeb Sarkar
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1996.tb00278.x (p 309-321)

Corrigendum

ESTIMATION OF THE MULTI‐VARIATE AUTOREGRESSIVE MOVING AVERAGE HAVING PARAMETER RESTRICTIONS AND AN APPLICATION TO ROTATIONAL SAMPLING

  • Author: Dong Wan Shin, Sahadeb Sarkar
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1996.tb00279.x (p 321-321)

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