Journal of Time Series Analysis

Table of Contents

Volume 14 Issue 6 (November 1993)

551-657

Original Article

EXACT GENERAL‐LAG SERIAL CORRELATION MOMENTS AND APPROXIMATE LOW‐LAG PARTIAL CORRELATION MOMENTS FOR GAUSSIAN WHITE NOISE

  • Author: Oliver D. Anderson
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00166.x (p 551-574)

ESTIMATION AND BLIND DECONVOLUTION OF AUTOREGRESSIVE SYSTEMS WITH NONSTATIONARY BINARY INPUTS

  • Author: Ta‐Hsin Li
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00167.x (p 575-588)

AN INNOVATION STATE SPACE APPROACH FOR TIME SERIES FORECASTING

  • Author: Gaëtan Libert, Liang Wang, Bao Liu
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00168.x (p 589-601)

THE RECURSIVE FITTING OF SUBSET VARX MODELS

  • Author: Jack H. W. Penm, Jammie H. Penm, R. D. Terrell
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00169.x (p 603-619)

THE DETERMINATION OF THE NUMBER OF TERMS IN A MULTICHANNEL SINUSOIDAL REGRESSION

  • Author: Hideaki Sakai
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00170.x (p 621-628)

MAXIMUM LIKELIHOOD ESTIMATION FOR AUTOREGRESSIVE PROCESSES DISTURBED BY A MOVING AVERAGE

  • Author: Dong Wan Shin
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00171.x (p 629-643)

FORECASTING OF MULTIVARIATE PERIODIC AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES

  • Author: Taylan A. Ula
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00172.x (p 645-657)

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