Journal of Time Series Analysis

Table of Contents

Volume 14 Issue 1 (January 1993)

1-108

Original Article

ASYMPTOTIC RESULTS FOR PERIODIC AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES

  • Author: P. L. Anderson, A. V. Vecchia
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00126.x (p 1-18)

APPROXIMATE SIMULTANEOUS SIGNIFICANCE INTERVALS FOR RESIDUAL AUTOCORRELATIONS OF AUTOREGRESSIVE MOVING‐AVERAGE TIME SERIES MODELS

  • Author: J. R. M. Hosking, Nalini Ravishanker
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00127.x (p 19-26)

ESTIMATION OF THE NON‐STATIONARY FACTOR IN ARUMA MODELS

  • Author: D. Huang, V. V. Anh
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00128.x (p 27-46)

DETERMINING THE ORDER OF A VECTOR AUTOREGRESSION WHEN THE NUMBER OF COMPONENT SERIES IS LARGE

  • Author: Sergio G. Koreisha, Tarmo Pukkila
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00129.x (p 47-69)

ESTIMATION FOR NONNEGATIVE AUTOREGRESSIVE PROCESSES WITH AN UNKNOWN LOCATION PARAMETER

  • Author: William P. McCormick, George Mathew
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00130.x (p 71-92)

GEOMETRIC ERGODICITY OF A DOUBLY STOCHASTIC TIME SERIES MODEL

  • Author: Sean P. Meyn, Lei Guo
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00131.x (p 93-108)

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