Journal of Time Series Analysis

Table of Contents

Volume 15 Issue 5 (September 1994)

453-562

Original Article

LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES

  • Author: Jushan Bai
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1994.tb00204.x (p 453-472)

LAG WINDOW ESTIMATION OF THE DEGREE OF DIFFERENCING IN FRACTIONALLY INTEGRATED TIME SERIES MODELS

  • Author: Gemai Chen, Bovas Abraham, Shelton Peiris
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1994.tb00205.x (p 473-487)

RECURSIVE ESTIMATION IN SWITCHING AUTOREGRESSIONS WITH A MARKOV REGIME

  • Author: Ulla Holst, Georg Lindgren, Jan Holst, Mikael Thuvesholmen
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1994.tb00206.x (p 489-506)

THE DETECTION OF A SINGLE ADDITIVE OUTLIER OF UNKNOWN POSITION

  • Author: Paul Kabaila
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1994.tb00207.x (p 507-522)

STATISTICAL ANALYSIS OF ECONOMIC TIME SERIES VIA MARKOV SWITCHING MODELS

  • Author: Robert E. McCulloch, Ruey S. Tsay
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1994.tb00208.x (p 523-539)

ON THE MAXIMUM ENTROPY PROPERTY OF NONLINEAR AUTOREGRESSIONS

  • Author: Dimitris N. Politis
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1994.tb00209.x (p 541-543)

A NEW WAY TO ESTIMATE ORDERS IN TIME SERIES

  • Author: Hu‐Ming Zhang, Ping Wang
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1994.tb00210.x (p 545-559)

ON GENERALIZED FRACTIONAL PROCESSES – A CORRECTION

  • Author: Henry L. Gray, Nien‐Fan Zhang, Wayne A. Woodward
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1994.tb00211.x (p 561-562)

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