Journal of Time Series Analysis

Table of Contents

Volume 14 Issue 5 (September 1993)

441-550

Original Article

BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES

  • Author: John Geweke, Nobuhiko Terui
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00156.x (p 441-454)

ASYMPTOTICS FOR THE LOW‐FREQUENCY ORDINATES OF THE PERIODOGRAM OF A LONG‐MEMORY TIME SERIES

  • Author: Clifford M. Hurvich, Kaizo I. Beltrao
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00157.x (p 455-472)

ON BOOTSTRAP PREDICTIVE INFERENCE FOR AUTOREGRESSIVE PROCESSES

  • Author: Paul Kabaila
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00158.x (p 473-484)

TRANSFER FUNCTION ESTIMATION

  • Author: L. Kavalieris
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00159.x (p 485-496)

ON THE UNIMODALITY OF THE EXACT LIKELIHOOD FUNCTION FOR NORMAL AR(2) SERIES

  • Author: M. Minozzo, A. Azzalini
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00160.x (p 497-509)

MODELING LONG‐MEMORY PROCESSES FOR OPTIMAL LONG‐RANGE PREDICTION

  • Author: Bonnie K. Ray
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00161.x (p 511-525)

CONTINUOUS‐TIME DYNAMICAL SYSTEMS WITH SAMPLED DATA, ERRORS OF MEASUREMENT AND UNOBSERVED COMPONENTS

  • Author: Hermann Singer
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00162.x (p 527-545)

NON‐SINGULARITY OF FISHER INFORMATION FOR AUTOREGRESSIVE MOYING‐AVERAGE PROCESSES

  • Author: Xiaobao Wang
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00163.x (p 547-548)

Corrigendum

THE PERIODOGRAM REGRESSION

  • Author: Uwe Hassler
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00164.x (p 549-549)

Correction

CORRECTION TO “THE DISTRIBUTION OF NONSTATIONARY AUTOREGRESSIVE PROCESSES UNDER GENERAL NOISE CONDITIONS,”

  • Author: J. C. Spall
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00165.x (p 550-550)

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