Journal of Time Series Analysis

Table of Contents

Volume 17 Issue 6 (November 1996)

533-633

Original Article

ADEQUACY OF ASYMPTOTIC THEORY FOR GOODNESS‐OF‐FIT CRITERIA FOR SPECTRAL DISTRIBUTIONS

  • Author: T. W. Anderson, Linfeng You
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1996.tb00292.x (p 533-552)

BIAS AND COVARIANCE OF THE RECURSIVE LEAST SQUARES ESTIMATOR WITH EXPONENTIAL FORGETTING IN VECTOR AUTOREGRESSIONS

  • Author: B. Lindoff, J. Holst
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1996.tb00293.x (p 553-570)

MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES

  • Author: Elias Masry
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1996.tb00294.x (p 571-599)

SPECTRAL DENSITY ESTIMATION VIA NONLINEAR WAVELET METHODS FOR STATIONARY NON‐GAUSSIAN TIME SERIES

  • Author: Michael H. Neumann
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1996.tb00295.x (p 601-633)

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