Journal of Time Series Analysis

Table of Contents

Volume 16 Issue 1 (January 1995)

1-125

Original Article

LARGE SAMPLE ANALYSIS OF AUTOREGRESSIVE MOVING‐AVERAGE MODELS WITH ERRORS IN VARIABLES

  • Author: Kamal C. Chanda
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00220.x (p 1-15)

ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES

  • Author: Clifford M. Hurvich, Bonnie K. Ray
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00221.x (p 17-41)

BISPECTRAL ANALYSIS OF RANDOMLY SAMPLED DATA

  • Author: Keh‐Shin Lii, Tai‐Houn Tsou
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00222.x (p 43-66)

BIAS‐CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION

  • Author: Dimitris N. Politis, Joseph P. Romano
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00223.x (p 67-103)

ESTIMATION OF COEFFICIENTS OF TIME SERIES REGRESSION WITH A NONSTATIONARY ERROR PROCESS

  • Author: Yoshihiro Usami, Mituaki Huzii
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00224.x (p 105-118)

STOCHASTIC ORDERS OF MAGNITUDE ASSOCIATED WITH TWO‐STAGE ESTIMATORS OF FRACTIONAL ARIMA SYSTEMS

  • Author: J. H. Wright
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00225.x (p 119-125)

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