Journal of Time Series Analysis

Table of Contents

Volume 16 Issue 2 (March 1995)

127-248

Original Article

PARAMETER ESTIMATION FOR PERIODIC ARMA MODELS

  • Author: G. J. Adams, G. C. Goodwin
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00226.x (p 127-145)

TESTING FOR TREND STATIONARITY VERSUS DIFFERENCE STATIONARITY

  • Author: Consuelo Arellano, Sastry G. Pantula
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00227.x (p 147-164)

TESTING EQUALITY OF VARIANCES FOR PAIRED TIME SERIES

  • Author: Jan Beran, Theo Gasser
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00228.x (p 165-176)

IMPROVED BOOTSTRAP PREDICTION INTERVALS FOR AUTOREGRESSIONS

  • Author: F. Jay Breidt, Richard A. Davis, William T. M. Dunsmuir
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00229.x (p 177-200)

STOCHASTIC MODELING AND IDENTIFICATION OF SEISMIC RECORDS BASED ON ESTABLISHED DETERMINISTIC FORMULATIONS

  • Author: G. R. Dargahi‐Noubary
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00230.x (p 201-220)

AN ALGORITHM FOR A PERIOD SEARCH IN A SPARSELY COVERED TIME SERIES AT A FIXED PHASE

  • Author: Daniela Leibowitz, Elia M. Leibowitz
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00231.x (p 221-236)

ON RESULTS OF PORAT CONCERNING ASYMPTOTIC EFFICIENCY OF SAMPLE COVARIANCES OF GAUSSIAN ARMA PROCESSES

  • Author: A. M. Walker
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00232.x (p 237-248)

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