Journal of Time Series Analysis

Table of Contents

Volume 15 Issue 6 (November 1994)

563-649

Original Article

EDWARD J. HANNAN, 1921–1994

  • Author: P. M. Robinson
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1994.tb00212.x (p 563-576)

COINTEGRATION AND COMMON FACTORS

  • Author: Alvaro Escribano, Daniel Peña
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1994.tb00213.x (p 577-586)

ESTIMATION OF FRACTAL INDEX AND FRACTAL DIMENSION OF A GAUSSIAN PROCESS BY COUNTING THE NUMBER OF LEVEL CROSSINGS

  • Author: Andrey Feuerverger, Peter Hall, Andrew T. A. Wood
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1994.tb00214.x (p 587-606)

ON THE PITMAN NON‐ADMISSIBILITY OF CORRELOGRAM‐BASED METHODS

  • Author: Marc Hallin
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1994.tb00215.x (p 607-611)

DETERMINING THE NUMBER OF TERMS IN A TRIGONOMETRIC REGRESSION

  • Author: L. Kavalieris, E. J. Hannan
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1994.tb00216.x (p 613-625)

ON THE SQUARED RESIDUAL AUTOCORRELATIONS IN NON‐LINEAR TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY

  • Author: W. K. Li, T. K. Mak
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1994.tb00217.x (p 627-636)

A GOODNESS‐OF‐FIT TEST FOR AUTOREGRESSIVE MOVING‐AVERAGE MODELS BASED ON THE STANDARDIZED SAMPLE SPECTRAL DISTRIBUTION OF THE RESIDUALS

  • Author: Santiago Velilla
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1994.tb00218.x (p 637-647)

THE AUSTRALIAN ACADEMY OF SCIENCE ESTABLISHES A HANNAN MEDAL FOR DISTINGUISHED RESEARCH IN THE MATHEMATICAL SCIENCES

  • Author:
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1994.tb00219.x (p 649-649)

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