Journal of Time Series Analysis

Table of Contents

Volume 14 Issue 4 (July 1993)

331-440

Original Article

TESTS FOR FRACTIONAL INTEGRATION:A MONTE CARLO INVESTIGATION

  • Author: Yin‐Wong Cheung
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00149.x (p 331-345)

ON THE PROBABILITY OF ERROR WHEN USING A GENERAL AKAIKE‐TYPE CRITERION TO ESTIMATE AUTOREGRESSION ORDER

  • Author: Peter Hall, Jeffrey D. Hart
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00150.x (p 347-368)

REGRESSION OF SPECTRAL ESTIMATORS WITH FRACTIONALLY INTEGRATED TIME SERIES

  • Author: Uwe Hassler
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00151.x (p 369-380)

VARIANCE ESTIMATION FOR QUADRATIC STATISTICS

  • Author: B. Smith, C. Field
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00152.x (p 381-395)

NON‐PARAMETRIC APPROACH IN TIME SERIES ANALYSIS

  • Author: Masanobu Taniguchi, Masao Kondo
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00153.x (p 397-408)

SPECTRAL ANALYSIS FOR AMPLITUDE‐MODULATED TIME SERIES

  • Author: Clélia M. C. Toloi, Pedro A. Morettin
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00154.x (p 409-432)

AN AIC TYPE ESTIMATOR FOR THE NUMBER OF COSINUSOIDS

  • Author: Xiaobao Wang
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00155.x (p 433-440)

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