Journal of Time Series Analysis

Table of Contents

Volume 16 Issue 3 (May 1995)

249-358

Original Article

CONFIDENCE REGIONS FOR PARAMETERS IN THE AR(1) MODEL

  • Author: David Hamilton, Ka Ho Wu
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00233.x (p 249-265)

THE IDENTIFICATION OF SEASONAL AUTOREGRESSIVE MODELS

  • Author: Sergio G. Koreisha, Tarmo Pukkila
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00234.x (p 267-290)

ON THE SELECTION OF RANDOM SAMPLING SCHEMES FOR THE SPECTRAL ESTIMATION OF CONTINUOUS TIME PROCESSES

  • Author: Keh‐Shin Lii, Elias Masry
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00235.x (p 291-311)

SPURIOUS REGRESSIONS BETWEEN I( d ) PROCESSES

  • Author: Francesc Marmol
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00236.x (p 313-321)

LONG‐RANGE DEPENDENCE AND MIXING FOR DISCRETE TIME FRACTIONAL PROCESSES

  • Author: M. C. Viano, Cl. Deniau, G. Oppenheim
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00237.x (p 323-338)

RESULTS ON ESTIMATION AND TESTING FOR A UNIT ROOT IN THE NONSTATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODEL

  • Author: Sook Fwe Yap, Gregory C. Reinsel
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00238.x (p 339-353)

BOOK REVIEW

BOOK REVIEW

  • Author:
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00239.x (p 355-358)

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