Journal of Time Series Analysis

Table of Contents

Volume 16 Issue 4 (July 1995)

359-444

Original Article

LOGSPLINE ESTIMATION OF A POSSIBLY MIXED SPECTRAL DISTRIBUTION

  • Author: Charles Kooperberg, Charles J. Stone, Young K. Truong
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00240.x (p 359-388)

RATE OF CONVERGENCE FOR LOGSPLINE SPECTRAL DENSITY ESTIMATION

  • Author: Charles Kooperberg, Charles J. Stone, Young K. Truong
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00241.x (p 389-401)

A GENERALIZED VARIANCE RATIO TEST OF ARIMA ( p , 1, q) MODEL SPECIFICATION

  • Author: John P. Miller, Paul Newbold
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00242.x (p 403-413)

ALTERNATIVE ESTIMATORS AND UNIT ROOT TESTS FOR THE AUTOREGRESSIVE PROCESS

  • Author: Heon Jin Park, Wayne A. Fuller
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00243.x (p 415-429)

ESTIMATION OF THE MULTIVARIATE 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.1467-9892.1995.tb00244.x (p 431-444)

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