Journal of Time Series Analysis

Table of Contents

Volume 14 Issue 3 (May 1993)

221-330

Original Article

EXPECTATION‐MAXIMIZATION ALGORITHMS AND THE ESTIMATION OF TIME SERIES MODELS IN THE PRESENCE OF OUTLIERS

  • Author: Bovas Abraham, Alice Chuang
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00140.x (p 221-234)

BIAS IN AN ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER

  • Author: Christos Agiakloglou, Paul Newbold, Mark Wohar
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00141.x (p 235-246)

ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS

  • Author: Jushan Bai
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00142.x (p 247-260)

THE EFFECT OF AGGREGATION ON PREDICTION IN AUTOREGRESSIVE INTEGRATED MOVING‐AVERAGE MODELS

  • Author: L. K. Hotta, J. Cardosc Neto
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00143.x (p 261-269)

A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION

  • Author: Clifford M. Hurvich, Chih‐Ling Tsai
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00144.x (p 271-279)

YULE‐WALKER ESTIMATES FOR CONTINUOUS‐TIME AUTOREGRESSIVE MODELS

  • Author: Rob J. Hyndman
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00145.x (p 281-296)

NON‐STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES WITH INFINITE VARIANCE

  • Author: Dankit Nassiuma
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00146.x (p 297-304)

ON THE INVERTIBILITY OF MULTIVARIATE LINEAR PROCESSES

  • Author: Saïd Nsiri, Roch Roy
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00147.x (p 305-316)

THE DISTRIBUTION OF NONSTATIONARY AUTOREGRESSIVE PROCESSES UNDER GENERAL NOISE CONDITIONS

  • Author: James C. Spall
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1993.tb00148.x (p 317-330)

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