Journal of Time Series Analysis

Table of Contents

Volume 16 Issue 6 (November 1995)

531-648

Original Article

LINEAR INTERPOLATORS AND THE INVERSE CORRELATION FUNCTION OF NON‐STATIONARY TIME SERIES

  • Author: Roberto Baragona, Francesco Battaglia
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00252.x (p 531-538)

NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES:A RECONSIDERATION

  • Author: Valentina Corradi
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00253.x (p 539-549)

THE RECURSIVE PROPERTY OF THE INVERSE OF THE COVARIANCE MATRIX OF A MOVING‐AVERAGE PROCESS OF GENERAL ORDER

  • Author: John N. Haddad
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00254.x (p 551-554)

RESIDUAL AUTOCOVARIANCES AND UNIT ROOT TESTS BASED ON INSTRUMENTAL VARIABLE ESTIMATORS FROM TIME SERIES REGRESSION MODELS

  • Author: Alastair Hall
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00255.x (p 555-569)

ON THE STRENGTH OF DEPENDENCE OF A TIME SERIES GENERATED BY A CHAOTIC MAP

  • Author: Peter Hall, Rodney C. L. Wolff
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00256.x (p 571-583)

CONSISTENCY FOR NON‐LINEAR FUNCTIONS OF THE PERIODOGRAM OF TAPERED DATA

  • Author: Daniel Janas, Rainer von Sachs
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00257.x (p 585-606)

EXACT MAXIMUM LIKELIHOOD ESTIMATION IN AUTOREGRESSIVE PROCESSES

  • Author: James W. Miller
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00258.x (p 607-615)

ON THE RELATIONSHIP BETWEEN GENERALIZED LEAST SQUARES AND GAUSSIAN ESTIMATION OF VECTOR ARMA MODELS

  • Author: D. S. Poskitt, M. O. Salau
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00259.x (p 617-645)

Addendum

DIAGNOSTIC CHECKING OF PERIODIC AUTOREGRESSION MODELS WITH APPLICATION

  • Author: A. I. McLeod
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1995.tb00260.x (p 647-648)

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