Journal of Time Series Analysis

Table of Contents

Volume 13 Issue 5 (September 1992)

377-469

Original Article

TIME‐REVERSIBILITY, IDENTIFIABILITY AND INDEPENDENCE OF INNOVATIONS FOR STATIONARY TIME SERIES

  • Author: F. J. Breidt, R. A. Davis
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1992.tb00114.x (p 377-390)

DETECTING SINUSOIDS IN NON‐GAUSSIAN NOISE

  • Author: K.‐S. Lii, T.‐H. Tsou
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1992.tb00115.x (p 391-409)

STATE SPACE MODELS WITH DIFFUSE INITIAL CONDITIONS

  • Author: Pablo Marshall
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1992.tb00116.x (p 411-414)

ORDER IDENTIFICATION STATISTICS IN STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS:VECTOR AUTOCORRELATIONS AND THE BOOTSTRAP

  • Author: Efstathios Paparoditis, Bernd Streitberg
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1992.tb00117.x (p 415-434)

TESTING FOR WHITE NOISE AGAINST MULTIMODAL SPECTRAL ALTERNATIVES

  • Author: E. Reschenhofer, I. M. Bomze
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1992.tb00118.x (p 435-439)

SPECTRAL ANALYSIS OF STATIONARY POINT PROCESSES USING THE FAST FOURIER TRANSFORM ALGORITHM

  • Author: A. G. Rigas
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1992.tb00119.x (p 441-450)

REDUCTION OF THE ASYMPTOTIC BIAS OF AUTOREGRESSIVE AND SPECTRAL ESTIMATORS BY TAPERING

  • Author: H.‐C. Zhang
  • Pub Online: Jun 28, 2008
  • DOI: 10.1111/j.1467-9892.1992.tb00120.x (p 451-469)

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