Journal of Time Series Analysis

Table of Contents

Volume 17 Issue 1 (January 1996)

1-109

Original Article

ASYMPTOTIC INFERENCE FOR NON‐INVERTIBLE MOVING‐AVERAGE TIME SERIES

  • Author: Ngai Hang Chan, Ruey S. Tsay
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1996.tb00261.x (p 1-17)

SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS

  • Author: F. Comte
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1996.tb00262.x (p 19-36)

RELATIVE POWER OF t TYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES

  • Author: Jesus Gonzalo, Tae‐Hwy Lee
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1996.tb00263.x (p 37-47)

BANDWIDTH SELECTION IN KERNEL SMOOTHING OF TIME SERIES

  • Author: Tae Yoon Kim, Dennis D. Cox
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1996.tb00264.x (p 49-63)

MODEL SELECTION AND ORDER DETERMINATION FOR TIME SERIES BY INFORMATION BETWEEN THE PAST AND THE FUTURE

  • Author: Lei Li, Zhongjie Xie
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1996.tb00265.x (p 65-84)

WAVELETS AND TIME‐DEPENDENT SPECTRAL ANALYSIS

  • Author: M. B. Priestley
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1996.tb00266.x (p 85-103)

DISTRIBUTION OF RESIDUAL AUTOCORRELATIONS IN NONSTATIONARY AUTOREGRESSIVE PROCESSES

  • Author: Dong Wan Shin, Jong Hyup Lee
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1996.tb00267.x (p 105-109)

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