Journal of Time Series Analysis

Table of Contents

Volume 15 Issue 3 (May 1994)

253-350

Original Article

LAGRANGE MULTIPLIER TESTS FOR FRACTIONAL DIFFERENCE

  • Author: Christos Agiakloglou, Paul Newbold
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1994.tb00190.x (p 253-262)

ON THE INVERTIBILITY OF PERIODIC MOVING‐AVERAGE MODELS

  • Author: Mohamed Bentarzi, Marc Hallin
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1994.tb00191.x (p 263-268)

ESTIMATION OF THE LONG‐MEMORY PARAMETER, BASED ON A MULTIVARIATE CENTRAL LIMIT THEOREM

  • Author: Jan Beran, Norma Terrin
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1994.tb00192.x (p 269-278)

ORDER IDENTIFICATION IN MISSPECIFIED AUTOREGRESSIVE TIME SERIES MODELS

  • Author: Alastair Hall
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1994.tb00193.x (p 279-283)

AUTOMATIC SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF A LONG‐MEMORY TIME SERIES

  • Author: Clifford M. Hurvich, Kaizo I. Beltrao
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1994.tb00194.x (p 285-302)

ASYMPTOTIC EFFICIENCY OF THE SAMPLE COVARIANCES IN A GAUSSIAN STATIONARY PROCESS

  • Author: Yoshihide Kakizawa, Masanobu Taniguchi
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1994.tb00195.x (p 303-311)

SYMMETRIC STABLE SEQUENCES WITH MISSING OBSERVATIONS

  • Author: Dankit K. Nassiuma
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1994.tb00196.x (p 313-323)

ON VECTOR AUTOCORRELATIONS AND GENERALIZED SECOND‐ORDER FUNCTIONS FOR TIME SERIES

  • Author: Efstathios Paparoditis
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1994.tb00197.x (p 325-334)

ESTIMATION OF THE FRACTIONAL DIFFERENCE PARAMETER IN THE ARIMA( p, d, q ) MODEL USING THE SMOOTHED PERIODOGRAM

  • Author: Valderio A. Reisen
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1994.tb00198.x (p 335-350)

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