Journal of Time Series Analysis

Table of Contents

Volume 17 Issue 2 (March 1996)

111-220

Original Article

A GENERALIZED FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING‐AVERAGE PROCESS

  • Author: Ching‐Fan Chung
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1996.tb00268.x (p 111-140)

ON THE ROBUSTNESS TO SMALL TRENDS OF ESTIMATION BASED ON THE SMOOTHED PERIODOGRAM

  • Author: C. C. Heyde, W. Dai
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1996.tb00269.x (p 141-150)

BEVERIDGE‐NELSON‐TYPE TRENDS FOR I(2) AND SOME SEASONAL MODELS

  • Author: Paul Newbold, Dimttrios Vougas
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1996.tb00270.x (p 151-169)

SPECTRAL ANALYSIS OF A STATIONARY BIVARIATE POINT PROCESS WITH APPLICATIONS TO NEUROPHYSIOLOGICAL PROBLEMS

  • Author: A. G. Rigas
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1996.tb00271.x (p 171-187)

ON THE APPROXIMATION OF MOMENTS FOR CONTINUOUS TIME THRESHOLD ARMA PROCESSES

  • Author: O. Stramer
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1996.tb00272.x (p 189-202)

A BAYESIAN APPROACH TO ESTIMATING AND FORECASTING ADDITIVE NONPARAMETRIC AUTOREGRESSIVE MODELS

  • Author: Chi‐ming Wong, Robert Kohn
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1996.tb00273.x (p 203-220)

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