Journal of Time Series Analysis

Table of Contents

Volume 14 Issue 2 (March 1993)

111-220

Original Article

A TIME SERIES MODEL WITH SUDDENLY CHANGING PARAMETERS

  • Author: Jiří Anděl
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00132.x (p 111-123)

ESTIMATION OF THE PREDICTION ERROR VARIANCE AND AN R 2 MEASURE BY AUTOREGRESSIVE MODEL FITTING

  • Author: R. J. Bhansali
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00133.x (p 125-146)

ON‐LINE FREQUENCY ESTIMATION

  • Author: E. J. Hannan, D. Huang
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00134.x (p 147-161)

A COMPUTATIONAL METHOD FOR ESTIMATING DENSITIES OF NON‐GAUSSIAN NONSTATIONARY UNIVARIATE TIME SERIES

  • Author: P. E. Hodges, D. F. Hale
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00135.x (p 163-178)

ESTIMATION FOR REGRESSIVE AND AUTOREGRESSIVE MODELS WITH NON‐NEGATIVE RESIDUAL ERRORS

  • Author: An Hong‐Zhi, Huang Fuchun
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00136.x (p 179-191)

ESTIMATION OF THE PERIOD OF PERIODICALLY CORRELATED SEQUENCES

  • Author: Donald E. K. Martin, Benjamin Kedem
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00137.x (p 193-205)

A NOTE ON ARMA MODEL PARAMETER REDUNDANCY

  • Author: A. I. McLeod
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00138.x (p 207-208)

POWER OF THE NEURAL NETWORK LINEARITY TEST

  • Author: Timo Teräsvirta, Chien‐Fu Lin, Clive W. J. Granger
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00139.x (p 209-220)

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